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

Key characteristics


AQN.TONFG
YTD Return4.26%8.10%
1Y Return-17.23%-1.46%
3Y Return (Ann)-19.84%5.64%
5Y Return (Ann)-5.80%1.08%
10Y Return (Ann)6.15%0.59%
Sharpe Ratio-0.51-0.03
Daily Std Dev28.88%22.04%
Max Drawdown-78.58%-55.49%
Current Drawdown-54.09%-23.70%

Fundamentals


AQN.TONFG
Market CapCA$5.74B$4.78B
EPSCA$0.04$4.77
PE Ratio208.0010.88
PEG Ratio1.412.05
Revenue (TTM)CA$2.70B$2.04B
Gross Profit (TTM)CA$1.05B$1.26B
EBITDA (TTM)CA$944.79M$1.15B

Correlation

0.25
-1.001.00

The correlation between AQN.TO and NFG is 0.25, 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. NFG - Performance Comparison

In the year-to-date period, AQN.TO achieves a 4.26% return, which is significantly lower than NFG's 8.10% return. Over the past 10 years, AQN.TO has outperformed NFG with an annualized return of 6.15%, while NFG has yielded a comparatively lower 0.59% 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%OctoberNovemberDecember2024FebruaryMarch
469.70%
440.83%
AQN.TO
NFG

Compare stocks, funds, or ETFs


Algonquin Power & Utilities Corp.

National Fuel Gas Company

Risk-Adjusted Performance

AQN.TO vs. NFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and National Fuel Gas Company (NFG). 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
NFG
National Fuel Gas Company
-0.08

AQN.TO vs. NFG - Sharpe Ratio Comparison

The current AQN.TO Sharpe Ratio is -0.65, which is lower than the NFG Sharpe Ratio of -0.08. The chart below compares the 12-month rolling Sharpe Ratio of AQN.TO and NFG.


Rolling 12-month Sharpe Ratio-1.00-0.500.00OctoberNovemberDecember2024FebruaryMarch
-0.65
-0.08
AQN.TO
NFG

Dividends

AQN.TO vs. NFG - Dividend Comparison

AQN.TO's dividend yield for the trailing twelve months is around 8.49%, more than NFG's 4.57% 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%
NFG
National Fuel Gas Company
4.57%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%

Drawdowns

AQN.TO vs. NFG - Drawdown Comparison

The maximum AQN.TO drawdown since its inception was -78.58%, which is greater than NFG's maximum drawdown of -55.49%. The drawdown chart below compares losses from any high point along the way for AQN.TO and NFG


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-56.92%
-23.70%
AQN.TO
NFG

Volatility

AQN.TO vs. NFG - Volatility Comparison

Algonquin Power & Utilities Corp. (AQN.TO) has a higher volatility of 9.57% compared to National Fuel Gas Company (NFG) at 5.07%. This indicates that AQN.TO's price experiences larger fluctuations and is considered to be riskier than NFG 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%
5.07%
AQN.TO
NFG