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Hydro One Limited (H.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Hydro One Limited (H.TO)

Equity · Currency in CAD · Last updated Nov 9, 2024

Company Info

ISINCA4488112083
CUSIP448811208
SectorUtilities
IndustryUtilities - Regulated Electric

Highlights

Market CapCA$26.74B
EPS (TTM)CA$1.90
PE Ratio23.48
PEG Ratio3.14
Total Revenue (TTM)CA$6.18B
Gross Profit (TTM)CA$1.35B
EBITDA (TTM)CA$2.11B
Year RangeCA$35.97 - CA$48.05
Target PriceCA$44.50
Short %3.35%
Short Ratio3.24

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: H.TO vs. BLX.TO, H.TO vs. BIP-UN.TO, H.TO vs. WCN.TO, H.TO vs. FTS, H.TO vs. INE.TO, H.TO vs. SCHD, H.TO vs. CU.TO, H.TO vs. FTS.TO, H.TO vs. SPY, H.TO vs. BEP

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.84%
16.78%
H.TO (Hydro One Limited)
Benchmark (^GSPC)

Returns By Period

Hydro One Limited had a return of 14.83% year-to-date (YTD) and 21.91% in the last 12 months.

PeriodReturnBenchmark
Year-To-Date14.83%25.70%
1 month0.81%3.51%
6 months11.84%14.80%
1 year21.91%37.91%
5 years (annualized)17.63%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.50%1.38%-1.65%-2.38%1.82%2.30%8.58%5.87%3.03%-4.37%14.83%
20230.30%-2.67%9.51%3.12%-2.49%-1.41%-1.72%-5.59%-0.72%3.99%4.89%6.05%12.95%
2022-0.21%-3.87%8.49%3.12%1.58%-1.10%3.29%-0.53%-4.26%1.12%10.13%-2.87%14.72%
20213.42%-8.81%9.28%0.68%4.14%-1.53%2.80%1.95%-3.83%-1.24%5.61%6.27%18.89%
20207.26%0.15%-5.09%-0.39%5.70%-3.38%11.79%-5.40%5.49%3.15%4.09%-4.62%18.48%
20191.68%0.29%1.67%4.43%5.63%0.79%2.06%5.88%0.23%-0.00%2.16%1.17%29.04%
2018-0.85%-7.47%2.89%-2.53%-4.56%4.20%-5.19%1.47%3.09%-2.49%2.66%4.13%-5.41%
20171.99%-1.87%3.69%-0.87%-1.25%-1.23%-3.74%3.62%-1.00%0.40%-0.31%-0.53%-1.36%
2016-0.22%4.00%6.61%-3.09%3.74%7.14%-0.12%1.12%-0.42%-5.52%-5.68%3.10%10.12%
20154.30%-1.15%3.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of H.TO is 84, placing it in the top 16% 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 H.TO is 8484
Combined Rank
The Sharpe Ratio Rank of H.TO is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of H.TO is 8383Sortino Ratio Rank
The Omega Ratio Rank of H.TO is 8181Omega Ratio Rank
The Calmar Ratio Rank of H.TO is 9191Calmar Ratio Rank
The Martin Ratio Rank of H.TO is 7979Martin 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 Hydro One Limited (H.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

H.TO
Sharpe ratio
The chart of Sharpe ratio for H.TO, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.80
Sortino ratio
The chart of Sortino ratio for H.TO, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.006.002.63
Omega ratio
The chart of Omega ratio for H.TO, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for H.TO, currently valued at 2.51, compared to the broader market0.002.004.006.002.51
Martin ratio
The chart of Martin ratio for H.TO, currently valued at 6.36, compared to the broader market0.0010.0020.0030.006.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.002.004.006.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0019.39

Sharpe Ratio

The current Hydro One Limited Sharpe ratio is 1.80. 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 Hydro One Limited 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.80
3.29
H.TO (Hydro One Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Hydro One Limited provided a 2.74% dividend yield over the last twelve months, with an annual payout of CA$1.22 per share.

3.00%3.50%4.00%4.50%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.20CA$1.4020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
DividendCA$1.22CA$1.17CA$1.37CA$1.05CA$1.00CA$0.95CA$0.91CA$0.87CA$0.97

Dividend yield

2.74%2.94%3.78%3.20%3.50%3.81%4.49%3.88%4.11%

Monthly Dividends

The table displays the monthly dividend distributions for Hydro One Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.92
2023CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.30CA$1.17
2022CA$0.00CA$0.27CA$0.27CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.28CA$1.37
2021CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$1.05
2020CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$1.00
2019CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.95
2018CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23CA$0.91
2017CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.87
2016CA$0.34CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.97

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%2.7%
Hydro One Limited has a dividend yield of 2.74%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%64.3%
Hydro One Limited has a payout ratio of 64.27%, which is quite average when compared to the overall market. This suggests that Hydro One Limited 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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.95%
0
H.TO (Hydro One Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hydro One Limited. 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 Hydro One Limited was 27.68%, occurring on Mar 23, 2020. Recovery took 133 trading sessions.

The current Hydro One Limited drawdown is 6.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.68%Feb 18, 202025Mar 23, 2020133Oct 1, 2020158
-23.99%Jul 11, 2016465May 16, 2018306Aug 6, 2019771
-17.07%Apr 13, 2023119Oct 2, 202361Dec 29, 2023180
-13.64%Aug 10, 202246Oct 14, 202227Nov 22, 202273
-11.76%Jan 26, 202121Feb 24, 202133Apr 13, 202154

Volatility

Volatility Chart

The current Hydro One Limited volatility is 4.30%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.30%
4.38%
H.TO (Hydro One Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Hydro One Limited 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 Hydro One Limited compared to its peers in the Utilities - Regulated Electric industry.

PE Ratio
20.040.060.080.0100.023.5
The chart displays the price to earnings (P/E) ratio for H.TO in comparison to other companies of the Utilities - Regulated Electric industry. Currently, H.TO has a PE value of 23.5. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
5.010.015.03.1
The chart displays the price to earnings to growth (PEG) ratio for H.TO in comparison to other companies of the Utilities - Regulated Electric industry. Currently, H.TO has a PEG value of 3.1. 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 Hydro One Limited.

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Income Statement

Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly
TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Depreciation And Amortization

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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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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Income Tax Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Interest Income

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Interest Expense

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Net Interest Income

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Values in undefined except per share items