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AQN.TO vs. TD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AQN.TO vs. TD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Algonquin Power & Utilities Corp. (AQN.TO) and The Toronto-Dominion Bank (TD.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQN.TO achieves a 0.57% return, which is significantly lower than TD.TO's 29.06% return. Over the past 10 years, AQN.TO has underperformed TD.TO with an annualized return of 1.17%, while TD.TO has yielded a comparatively higher 16.14% annualized return.


AQN.TO

1D
0.96%
1M
5.79%
YTD
0.57%
6M
4.51%
1Y
10.64%
3Y*
-3.64%
5Y*
-10.86%
10Y*
1.17%

TD.TO

1D
0.16%
1M
10.77%
YTD
29.06%
6M
31.71%
1Y
76.96%
3Y*
32.62%
5Y*
18.35%
10Y*
16.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQN.TO vs. TD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQN.TO
Algonquin Power & Utilities Corp.
0.57%38.66%-18.70%0.64%-48.61%-9.69%18.93%38.62%1.80%28.17%
TD.TO
The Toronto-Dominion Bank
29.06%77.06%-6.05%2.34%-6.01%40.15%3.72%11.66%-4.57%15.15%

Correlation

The correlation between AQN.TO and TD.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2006

0.20

The correlation between AQN.TO and TD.TO shifts across timeframes, from 0.12 (1 year) to 0.31 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AQN.TO:

CA$6.49B

TD.TO:

CA$273.59B

EPS

AQN.TO:

$0.22

TD.TO:

CA$8.81

PE Ratio

AQN.TO:

27.49

TD.TO:

18.65

PEG Ratio

AQN.TO:

0.13

TD.TO:

0.67

PS Ratio

AQN.TO:

1.85

TD.TO:

2.47

PB Ratio

AQN.TO:

1.04

TD.TO:

2.43

Total Revenue (TTM)

AQN.TO:

$2.52B

TD.TO:

CA$112.59B

Gross Profit (TTM)

AQN.TO:

$924.77M

TD.TO:

CA$59.48B

EBITDA (TTM)

AQN.TO:

$928.99M

TD.TO:

CA$19.98B

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Return for Risk

AQN.TO vs. TD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AQN.TO
AQN.TO Risk / Return Rank: 5656
Overall Rank
AQN.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AQN.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
AQN.TO Omega Ratio Rank: 5454
Omega Ratio Rank
AQN.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
AQN.TO Martin Ratio Rank: 5959
Martin Ratio Rank

TD.TO
TD.TO Risk / Return Rank: 9999
Overall Rank
TD.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TD.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
TD.TO Omega Ratio Rank: 9999
Omega Ratio Rank
TD.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD.TO Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AQN.TO vs. TD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and The Toronto-Dominion Bank (TD.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AQN.TOTD.TODifference
Sharpe ratioReturn per unit of total volatility

-4.64

Sortino ratioReturn per unit of downside risk

-5.35

Omega ratioGain probability vs. loss probability

1.12

1.89

-0.77

Calmar ratioReturn relative to maximum drawdown

0.67

11.58

-10.91

Martin ratioReturn relative to average drawdown

1.58

48.66

-47.08

AQN.TO vs. TD.TO - Sharpe Ratio Comparison

The current AQN.TO Sharpe Ratio is 0.46, which is lower than the TD.TO Sharpe Ratio of 5.10. The chart below compares the historical Sharpe Ratios of AQN.TO and TD.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AQN.TO vs. TD.TO - Drawdown Comparison

The maximum AQN.TO drawdown since its inception was -78.58%, which is greater than TD.TO's maximum drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for AQN.TO and TD.TO.


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Drawdown Indicators


AQN.TOTD.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.58%

-52.42%

-26.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-6.68%

-9.22%

Max Drawdown (3Y)

Largest decline over 3 years

-39.68%

-15.04%

-24.64%

Max Drawdown (5Y)

Largest decline over 5 years

-63.79%

-26.06%

-37.73%

Max Drawdown (10Y)

Largest decline over 10 years

-66.31%

-35.80%

-30.51%

Current Drawdown

Current decline from peak

-50.78%

0.00%

-50.78%

Average Drawdown

Average peak-to-trough decline

-21.87%

-7.29%

-14.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

1.59%

+5.16%

Volatility

AQN.TO vs. TD.TO - Volatility Comparison

Algonquin Power & Utilities Corp. (AQN.TO) and The Toronto-Dominion Bank (TD.TO) have volatilities of 4.87% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQN.TOTD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

5.01%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

11.72%

+6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

15.19%

+8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

17.17%

+11.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.94%

19.29%

+6.65%

Dividends

AQN.TO vs. TD.TO - Dividend Comparison

AQN.TO's dividend yield for the trailing twelve months is around 4.28%, more than TD.TO's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AQN.TO
Algonquin Power & Utilities Corp.
4.28%4.32%7.48%6.95%9.59%3.65%3.70%3.24%3.99%3.59%4.23%4.08%
TD.TO
The Toronto-Dominion Bank
2.59%3.25%5.33%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%

Financials

AQN.TO vs. TD.TO - Financials Comparison

This section allows you to compare key financial metrics between Algonquin Power & Utilities Corp. and The Toronto-Dominion Bank. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
771.54M
27.03B
(AQN.TO) Total Revenue
(TD.TO) Total Revenue
Please note, different currencies. AQN.TO values in USD, TD.TO values in CAD

AQN.TO vs. TD.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Algonquin Power & Utilities Corp. and The Toronto-Dominion Bank over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
22.0%
55.2%
Portfolio components
AQN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Corp. reported a gross profit of 169.97M and revenue of 771.54M. Therefore, the gross margin over that period was 22.0%.

TD.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.91B and revenue of 27.03B. Therefore, the gross margin over that period was 55.2%.

AQN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Corp. reported an operating income of 169.97M and revenue of 771.54M, resulting in an operating margin of 22.0%.

TD.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.03B and revenue of 27.03B, resulting in an operating margin of 18.6%.

AQN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Corp. reported a net income of 84.79M and revenue of 771.54M, resulting in a net margin of 11.0%.

TD.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.03B, resulting in a net margin of 15.7%.


Frequently Asked Questions


AQN.TO and TD.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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