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Capital Power Corporation (CPX.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Capital Power Corporation (CPX.TO)

Equity · Currency in CAD · Last updated Nov 14, 2024

Company Info

ISINCA14042M1023
CUSIP14042M102
SectorUtilities
IndustryUtilities - Independent Power Producers

Highlights

Market CapCA$7.44B
EPS (TTM)CA$4.11
PE Ratio13.86
PEG Ratio2.90
Total Revenue (TTM)CA$3.58B
Gross Profit (TTM)CA$1.20B
EBITDA (TTM)CA$1.33B
Year RangeCA$32.94 - CA$59.44
Target PriceCA$53.30
Short %1.11%
Short Ratio5.95

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons: CPX.TO vs. CU.TO, CPX.TO vs. EMA.TO, CPX.TO vs. FTS, CPX.TO vs. POW.TO, CPX.TO vs. TLT, CPX.TO vs. CNQ.TO, CPX.TO vs. FTS.TO, CPX.TO vs. VDY.TO, CPX.TO vs. H.TO, CPX.TO vs. DUK

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Capital Power Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
55.94%
16.13%
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Returns By Period

Capital Power Corporation had a return of 60.10% year-to-date (YTD) and 57.87% in the last 12 months. Over the past 10 years, Capital Power Corporation had an annualized return of 15.13%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.

PeriodReturnBenchmark
Year-To-Date60.10%25.48%
1 month15.01%2.14%
6 months56.40%12.76%
1 year57.87%33.14%
5 years (annualized)19.13%13.96%
10 years (annualized)15.13%11.39%

Monthly Returns

The table below presents the monthly returns of CPX.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.33%3.76%1.27%-5.97%9.46%0.71%9.44%5.34%10.80%14.85%60.10%
2023-3.50%-5.01%-0.57%6.05%2.99%-6.16%-2.28%-1.14%-5.25%-6.41%3.97%4.25%-13.26%
20220.05%-1.34%5.94%3.71%7.67%0.21%9.62%3.26%-6.86%-2.77%1.40%1.45%23.40%
20214.29%-5.95%7.58%7.67%-1.91%7.85%3.30%2.58%-0.29%-4.82%-6.27%5.01%18.95%
20205.29%-7.35%-17.53%-0.77%-0.78%6.58%1.25%1.02%4.45%-0.10%13.22%6.75%8.90%
20198.16%5.04%5.09%-3.51%0.36%0.96%-1.76%3.07%2.07%2.90%5.48%4.71%37.11%
2018-4.78%1.63%4.05%0.58%2.58%2.57%4.72%3.56%5.85%-4.17%-0.15%-0.86%16.04%
20176.24%2.19%4.89%-4.53%1.93%-2.57%1.19%6.70%-4.48%-0.97%-0.25%2.22%12.44%
20166.02%-8.01%6.03%-1.28%8.55%1.90%8.92%-0.24%0.33%0.15%13.03%1.22%41.05%
2015-2.73%-0.79%-0.96%1.39%-3.22%-9.09%1.62%-6.53%-5.95%-0.48%-10.32%7.68%-26.81%
20146.99%0.57%13.62%-4.28%5.20%3.06%0.53%6.00%-3.58%-4.37%6.06%-2.90%28.38%
20132.07%-1.42%-5.93%3.82%-2.32%-2.78%1.26%-0.86%4.41%1.60%-3.24%3.45%-0.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CPX.TO is 94, placing it in the top 6% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CPX.TO is 9494
Combined Rank
The Sharpe Ratio Rank of CPX.TO is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of CPX.TO is 9595Sortino Ratio Rank
The Omega Ratio Rank of CPX.TO is 9494Omega Ratio Rank
The Calmar Ratio Rank of CPX.TO is 9191Calmar Ratio Rank
The Martin Ratio Rank of CPX.TO is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Capital Power Corporation (CPX.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

CPX.TO
Sharpe ratio
The chart of Sharpe ratio for CPX.TO, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for CPX.TO, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.006.003.90
Omega ratio
The chart of Omega ratio for CPX.TO, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for CPX.TO, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Martin ratio
The chart of Martin ratio for CPX.TO, currently valued at 17.53, compared to the broader market0.0010.0020.0030.0017.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current Capital Power Corporation Sharpe ratio is 2.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Capital Power Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.89
3.29
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Capital Power Corporation provided a 4.33% dividend yield over the last twelve months, with an annual payout of CA$2.51 per share. The company has been increasing its dividends for 14 consecutive years.

4.50%5.00%5.50%6.00%6.50%7.00%7.50%8.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$2.51CA$2.40CA$2.26CA$2.12CA$1.98CA$1.86CA$1.73CA$1.62CA$1.51CA$1.41CA$1.31CA$1.26

Dividend yield

4.33%6.34%4.88%5.37%5.66%5.39%6.51%6.59%6.50%7.93%5.04%5.92%

Monthly Dividends

The table displays the monthly dividend distributions for Capital Power Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.65CA$0.00CA$0.00CA$1.89
2023CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$2.40
2022CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$2.26
2021CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$2.12
2020CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51CA$1.98
2019CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48CA$1.86
2018CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45CA$1.73
2017CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$1.62
2016CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$1.51
2015CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$1.41
2014CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$1.31
2013CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$1.26

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%4.3%
Capital Power Corporation has a dividend yield of 4.33%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%60.6%
Capital Power Corporation has a payout ratio of 60.63%, which is quite average when compared to the overall market. This suggests that Capital Power Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.16%
0
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Capital Power Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Capital Power Corporation was 47.38%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current Capital Power Corporation drawdown is 1.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.38%Feb 24, 202021Mar 23, 2020202Jan 12, 2021223
-41.89%Sep 4, 2014322Dec 14, 2015268Jan 10, 2017590
-27.15%Aug 30, 2022292Oct 27, 2023217Sep 9, 2024509
-19.15%Jun 24, 201130Aug 8, 2011628Feb 6, 2014658
-14.62%Oct 22, 202165Jan 25, 202267May 2, 2022132

Volatility

Volatility Chart

The current Capital Power Corporation volatility is 10.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.88%
4.13%
CPX.TO (Capital Power Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Capital Power Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Valuation

The Valuation section provides an assessment of the market value of Capital Power Corporation compared to its peers in the Utilities - Independent Power Producers industry.

PE Ratio
10.020.030.040.050.013.9
The chart displays the price to earnings (P/E) ratio for CPX.TO in comparison to other companies of the Utilities - Independent Power Producers industry. Currently, CPX.TO has a PE value of 13.9. This PE ratio falls in the average range for the industry.
PEG Ratio
-2.0-1.00.01.02.03.02.9
The chart displays the price to earnings to growth (PEG) ratio for CPX.TO in comparison to other companies of the Utilities - Independent Power Producers industry. Currently, CPX.TO has a PEG value of 2.9. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Capital Power Corporation.

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Income Statement

Income Statement
Balance Sheet
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Quarterly
TTM
Revenue

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EBITDA

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EBIT

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Earnings From Continuing Operations

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Net Income

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Values in undefined except per share items