AQN.TO vs. UGI
Compare and contrast key facts about Algonquin Power & Utilities Corp. (AQN.TO) and UGI Corporation (UGI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQN.TO or UGI.
Key characteristics
| AQN.TO | UGI | |
|---|---|---|
| YTD Return | 31.46% | -23.52% |
| 1Y Return | -33.25% | -34.18% |
| 5Y Return (Ann) | 3.03% | -8.20% |
| 10Y Return (Ann) | 9.46% | 3.91% |
| Sharpe Ratio | -0.89 | -1.08 |
| Daily Std Dev | 36.22% | 30.02% |
| Max Drawdown | -78.58% | -59.54% |
Fundamentals
| AQN.TO | UGI | |
|---|---|---|
| Market Cap | CA$7.88B | $5.85B |
| EPS | -CA$0.10 | -$2.92 |
| PEG Ratio | 1.41 | 2.65 |
| Revenue (TTM) | CA$2.81B | $9.83B |
| Gross Profit (TTM) | CA$1.05B | $4.13B |
| EBITDA (TTM) | CA$951.93M | $196.00M |
Correlation
The correlation between AQN.TO and UGI is 0.30, 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. UGI - Performance Comparison
In the year-to-date period, AQN.TO achieves a 31.46% return, which is significantly lower than UGI's -23.52% return. Over the past 10 years, AQN.TO has outperformed UGI with an annualized return of 9.46%, while UGI has yielded a comparatively lower 3.91% 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. UGI - Dividend Comparison
AQN.TO's dividend yield for the trailing twelve months is around 9.50%, more than UGI's 6.36% 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% |
UGI UGI Corporation | 6.36% | 3.88% | 3.12% | 4.07% | 3.02% | 2.23% | 2.48% | 2.46% | 3.28% | 2.73% | 3.49% | 4.36% |
AQN.TO vs. UGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and UGI Corporation (UGI). 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. | -0.89 | ||||
UGI UGI Corporation | -1.08 |
AQN.TO vs. UGI - Drawdown Comparison
The maximum AQN.TO drawdown for the period was -59.68%, roughly equal to the maximum UGI drawdown of -46.31%. The drawdown chart below compares losses from any high point along the way for AQN.TO and UGI
AQN.TO vs. UGI - Volatility Comparison
The current volatility for Algonquin Power & Utilities Corp. (AQN.TO) is 6.06%, while UGI Corporation (UGI) has a volatility of 7.61%. This indicates that AQN.TO experiences smaller price fluctuations and is considered to be less risky than UGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.