AQN.TO vs. FE
Compare and contrast key facts about Algonquin Power & Utilities Corp. (AQN.TO) and FirstEnergy Corp. (FE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQN.TO or FE.
|5Y Return (Ann)||3.04%||5.98%|
|10Y Return (Ann)||9.20%||3.93%|
|Daily Std Dev||36.24%||23.86%|
|Gross Profit (TTM)||CA$1.05B||$8.23B|
The correlation between AQN.TO and FE is 0.28, 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.
AQN.TO vs. FE - Performance Comparison
In the year-to-date period, AQN.TO achieves a 31.46% return, which is significantly lower than FE's -9.05% return. Over the past 10 years, AQN.TO has outperformed FE with an annualized return of 9.20%, while FE has yielded a comparatively lower 3.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AQN.TO vs. FE - Dividend Comparison
AQN.TO's dividend yield for the trailing twelve months is around 9.50%, more than FE's 6.26% yield.
|Algonquin Power & Utilities Corp.||9.50%||10.78%||5.00%||4.43%||4.69%||5.97%||5.55%||6.56%||6.42%||5.74%||7.09%||7.07%|
AQN.TO vs. FE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and FirstEnergy Corp. (FE). 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.||-0.92|
AQN.TO vs. FE - Drawdown Comparison
The maximum AQN.TO drawdown for the period was -59.68%, lower than the maximum FE drawdown of -20.43%. The drawdown chart below compares losses from any high point along the way for AQN.TO and FE
AQN.TO vs. FE - Volatility Comparison
Algonquin Power & Utilities Corp. (AQN.TO) has a higher volatility of 6.00% compared to FirstEnergy Corp. (FE) at 5.11%. This indicates that AQN.TO's price experiences larger fluctuations and is considered to be riskier than FE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.