AQN.TO vs. DUK
Compare and contrast key facts about Algonquin Power & Utilities Corp. (AQN.TO) and Duke Energy Corporation (DUK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQN.TO or DUK.
Key characteristics
AQN.TO | DUK | |
---|---|---|
YTD Return | 4.26% | 0.79% |
1Y Return | -17.23% | 5.00% |
3Y Return (Ann) | -19.84% | 3.82% |
5Y Return (Ann) | -5.80% | 5.74% |
10Y Return (Ann) | 6.15% | 7.56% |
Sharpe Ratio | -0.51 | 0.39 |
Daily Std Dev | 28.88% | 17.34% |
Max Drawdown | -78.58% | -71.92% |
Current Drawdown | -54.09% | -8.98% |
Fundamentals
AQN.TO | DUK | |
---|---|---|
Market Cap | CA$5.74B | $72.93B |
EPS | CA$0.04 | $5.35 |
PE Ratio | 208.00 | 17.68 |
PEG Ratio | 1.41 | 2.40 |
Revenue (TTM) | CA$2.70B | $28.60B |
Gross Profit (TTM) | CA$1.05B | $13.11B |
EBITDA (TTM) | CA$944.79M | $13.29B |
Correlation
The correlation between AQN.TO and DUK is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AQN.TO vs. DUK - Performance Comparison
In the year-to-date period, AQN.TO achieves a 4.26% return, which is significantly higher than DUK's 0.79% return. Over the past 10 years, AQN.TO has underperformed DUK with an annualized return of 6.15%, while DUK has yielded a comparatively higher 7.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AQN.TO vs. DUK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and Duke Energy Corporation (DUK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Algonquin Power & Utilities Corp. | -0.65 | ||||
Duke Energy Corporation | 0.29 |
Dividends
AQN.TO vs. DUK - Dividend Comparison
AQN.TO's dividend yield for the trailing twelve months is around 8.49%, more than DUK's 4.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Algonquin Power & Utilities Corp. | 8.49% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Duke Energy Corporation | 4.22% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
Drawdowns
AQN.TO vs. DUK - Drawdown Comparison
The maximum AQN.TO drawdown since its inception was -78.58%, which is greater than DUK's maximum drawdown of -71.92%. The drawdown chart below compares losses from any high point along the way for AQN.TO and DUK
Volatility
AQN.TO vs. DUK - Volatility Comparison
Algonquin Power & Utilities Corp. (AQN.TO) has a higher volatility of 9.57% compared to Duke Energy Corporation (DUK) at 4.29%. This indicates that AQN.TO's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.