AQN.TO vs. WCP.TO
Compare and contrast key facts about Algonquin Power & Utilities Corp. (AQN.TO) and Whitecap Resources Inc. (WCP.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQN.TO or WCP.TO.
Key characteristics
| AQN.TO | WCP.TO | |
|---|---|---|
| YTD Return | 29.39% | -9.01% |
| 1Y Return | -34.41% | -10.74% |
| 5Y Return (Ann) | 2.77% | 6.52% |
| 10Y Return (Ann) | 9.03% | 4.00% |
| Sharpe Ratio | -0.96 | -0.20 |
| Daily Std Dev | 36.20% | 43.13% |
| Max Drawdown | -78.58% | -94.41% |
Fundamentals
| AQN.TO | WCP.TO | |
|---|---|---|
| Market Cap | CA$7.75B | CA$5.78B |
| EPS | -CA$0.09 | CA$2.11 |
| PEG Ratio | 1.41 | -1.01 |
| Revenue (TTM) | CA$2.81B | CA$3.84B |
| Gross Profit (TTM) | CA$1.05B | CA$3.04B |
| EBITDA (TTM) | CA$951.93M | CA$2.46B |
Correlation
The correlation between AQN.TO and WCP.TO 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.
AQN.TO vs. WCP.TO - Performance Comparison
In the year-to-date period, AQN.TO achieves a 29.39% return, which is significantly lower than WCP.TO's -9.01% return. Over the past 10 years, AQN.TO has outperformed WCP.TO with an annualized return of 9.03%, while WCP.TO has yielded a comparatively lower 4.00% 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. WCP.TO - Dividend Comparison
AQN.TO's dividend yield for the trailing twelve months is around 9.66%, more than WCP.TO's 6.56% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQN.TO Algonquin Power & Utilities Corp. | 9.66% | 10.78% | 5.00% | 4.43% | 4.69% | 5.97% | 5.55% | 6.56% | 6.42% | 5.74% | 7.09% | 7.07% |
WCP.TO Whitecap Resources Inc. | 6.56% | 3.67% | 2.93% | 4.84% | 7.34% | 9.54% | 4.28% | 4.02% | 12.10% | 9.90% | 7.89% | 0.00% |
AQN.TO vs. WCP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) and Whitecap Resources Inc. (WCP.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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AQN.TO Algonquin Power & Utilities Corp. | -0.96 | ||||
WCP.TO Whitecap Resources Inc. | -0.20 |
AQN.TO vs. WCP.TO - Drawdown Comparison
The maximum AQN.TO drawdown for the period was -59.68%, lower than the maximum WCP.TO drawdown of -36.12%. The drawdown chart below compares losses from any high point along the way for AQN.TO and WCP.TO
AQN.TO vs. WCP.TO - Volatility Comparison
The current volatility for Algonquin Power & Utilities Corp. (AQN.TO) is 6.50%, while Whitecap Resources Inc. (WCP.TO) has a volatility of 10.43%. This indicates that AQN.TO experiences smaller price fluctuations and is considered to be less risky than WCP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.