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AQN.TO vs. DUK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AQN.TODUK
YTD Return4.26%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-0.510.39
Daily Std Dev28.88%17.34%
Max Drawdown-78.58%-71.92%
Current Drawdown-54.09%-8.98%

Fundamentals


AQN.TODUK
Market CapCA$5.74B$72.93B
EPSCA$0.04$5.35
PE Ratio208.0017.68
PEG Ratio1.412.40
Revenue (TTM)CA$2.70B$28.60B
Gross Profit (TTM)CA$1.05B$13.11B
EBITDA (TTM)CA$944.79M$13.29B

Correlation

0.20
-1.001.00

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.


350.00%400.00%450.00%500.00%550.00%OctoberNovemberDecember2024FebruaryMarch
469.70%
555.84%
AQN.TO
DUK

Compare stocks, funds, or ETFs


Algonquin Power & Utilities Corp.

Duke Energy Corporation

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AQN.TO
Algonquin Power & Utilities Corp.
-0.65
DUK
Duke Energy Corporation
0.29

AQN.TO vs. DUK - Sharpe Ratio Comparison

The current AQN.TO Sharpe Ratio is -0.65, which is lower than the DUK Sharpe Ratio of 0.29. The chart below compares the 12-month rolling Sharpe Ratio of AQN.TO and DUK.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
-0.65
0.29
AQN.TO
DUK

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.


TTM20232022202120202019201820172016201520142013
AQN.TO
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%
DUK
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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-56.92%
-8.98%
AQN.TO
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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
9.57%
4.29%
AQN.TO
DUK