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.
Key characteristics
| AQN.TO | FE | |
|---|---|---|
| YTD Return | 31.46% | -9.05% |
| 1Y Return | -33.32% | -9.40% |
| 5Y Return (Ann) | 3.04% | 5.98% |
| 10Y Return (Ann) | 9.20% | 3.93% |
| Sharpe Ratio | -0.92 | -0.43 |
| Daily Std Dev | 36.24% | 23.86% |
| Max Drawdown | -78.58% | -55.75% |
Fundamentals
| AQN.TO | FE | |
|---|---|---|
| Market Cap | CA$7.88B | $21.19B |
| EPS | -CA$0.10 | $0.71 |
| PEG Ratio | 1.41 | 4.24 |
| Revenue (TTM) | CA$2.81B | $12.51B |
| Gross Profit (TTM) | CA$1.05B | $8.23B |
| EBITDA (TTM) | CA$951.93M | $3.54B |
Correlation
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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQN.TO 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% |
FE FirstEnergy Corp. | 6.26% | 3.79% | 3.98% | 5.64% | 3.62% | 4.60% | 5.87% | 6.09% | 6.21% | 5.26% | 9.93% | 8.29% |
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 | |
|---|---|---|---|---|---|
AQN.TO Algonquin Power & Utilities Corp. | -0.92 | ||||
FE FirstEnergy Corp. | -0.43 |
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.