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.
|5Y Return (Ann)||2.77%||6.52%|
|10Y Return (Ann)||9.03%||4.00%|
|Daily Std Dev||36.20%||43.13%|
|Gross Profit (TTM)||CA$1.05B||CA$3.04B|
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.
|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%|
|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|
|Algonquin Power & Utilities Corp.||-0.96|
|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.