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AQN vs. XEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AQN vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algonquin Power & Utilities Corp (AQN) and Xcel Energy Inc. (XEL). 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 achieves a -2.38% return, which is significantly lower than XEL's 6.07% return. Over the past 10 years, AQN has underperformed XEL with an annualized return of 0.81%, while XEL has yielded a comparatively higher 9.66% annualized return.


AQN

1D
2.06%
1M
-6.16%
YTD
-2.38%
6M
3.71%
1Y
4.92%
3Y*
-6.69%
5Y*
-12.75%
10Y*
0.81%

XEL

1D
0.49%
1M
-4.52%
YTD
6.07%
6M
1.52%
1Y
17.12%
3Y*
10.46%
5Y*
5.39%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQN vs. XEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQN
Algonquin Power & Utilities Corp
-2.38%44.80%-25.01%2.92%-51.72%-8.25%21.54%46.99%-5.28%37.60%
XEL
Xcel Energy Inc.
6.07%13.89%12.32%-8.67%6.44%4.40%7.77%32.37%5.88%21.91%

Correlation

The correlation between AQN and XEL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.40

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

0.44

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

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2009

0.35

Fundamentals

Market Cap

AQN:

$4.59B

XEL:

$48.68B

EPS

AQN:

$0.22

XEL:

$3.50

PE Ratio

AQN:

27.18

XEL:

22.19

PEG Ratio

AQN:

0.20

XEL:

5.72

PS Ratio

AQN:

1.83

XEL:

3.14

PB Ratio

AQN:

1.02

XEL:

2.05

Total Revenue (TTM)

AQN:

$2.51B

XEL:

$14.78B

Gross Profit (TTM)

AQN:

$1.48B

XEL:

$1.88B

EBITDA (TTM)

AQN:

$958.41M

XEL:

$6.26B

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Return for Risk

AQN vs. XEL — Risk / Return Rank

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

AQN
AQN Risk / Return Rank: 4646
Overall Rank
AQN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AQN Sortino Ratio Rank: 4141
Sortino Ratio Rank
AQN Omega Ratio Rank: 4343
Omega Ratio Rank
AQN Calmar Ratio Rank: 4848
Calmar Ratio Rank
AQN Martin Ratio Rank: 4949
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 6767
Overall Rank
XEL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 6565
Sortino Ratio Rank
XEL Omega Ratio Rank: 6262
Omega Ratio Rank
XEL Calmar Ratio Rank: 7070
Calmar Ratio Rank
XEL Martin Ratio Rank: 7171
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 vs. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp (AQN) and Xcel Energy Inc. (XEL). 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.


AQNXELDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratioReturn relative to maximum drawdown

0.30

1.50

-1.20

Martin ratioReturn relative to average drawdown

0.71

3.94

-3.23

AQN vs. XEL - Sharpe Ratio Comparison

The current AQN Sharpe Ratio is 0.21, which is lower than the XEL Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AQN and XEL, 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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Sharpe Ratios by Period


AQNXELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.91

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.26

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.45

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.41

-0.09

Drawdowns

AQN vs. XEL - Drawdown Comparison

The maximum AQN drawdown since its inception was -69.73%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for AQN and XEL.


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Drawdown Indicators


AQNXELDifference

Max Drawdown

Largest peak-to-trough decline

-69.73%

-80.64%

+10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-11.50%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-45.71%

-24.42%

-21.29%

Max Drawdown (5Y)

Largest decline over 5 years

-68.21%

-34.41%

-33.80%

Max Drawdown (10Y)

Largest decline over 10 years

-69.73%

-34.41%

-35.32%

Current Drawdown

Current decline from peak

-55.17%

-6.63%

-48.54%

Average Drawdown

Average peak-to-trough decline

-18.26%

-11.32%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

4.35%

+2.61%

Volatility

AQN vs. XEL - Volatility Comparison

The current volatility for Algonquin Power & Utilities Corp (AQN) is 6.03%, while Xcel Energy Inc. (XEL) has a volatility of 6.70%. This indicates that AQN experiences smaller price fluctuations and is considered to be less risky than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQNXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

6.70%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.64%

14.39%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.48%

19.03%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.55%

20.80%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.97%

21.68%

+6.29%

Dividends

AQN vs. XEL - Dividend Comparison

AQN's dividend yield for the trailing twelve months is around 4.38%, more than XEL's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
AQN
Algonquin Power & Utilities Corp
4.38%4.23%7.80%6.87%10.94%4.62%3.68%3.90%4.99%4.18%4.88%4.77%
XEL
Xcel Energy Inc.
2.96%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Financials

AQN vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Algonquin Power & Utilities Corp and Xcel Energy Inc.. 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


1.00B2.00B3.00B4.00B20222023202420252026
773.53M
4.02B
(AQN) Total Revenue
(XEL) Total Revenue
Values in USD except per share items

AQN vs. XEL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
22.0%
0
Portfolio components
AQN - 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 170.41M and revenue of 773.53M. Therefore, the gross margin over that period was 22.0%.

XEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.

AQN - 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 170.41M and revenue of 773.53M, resulting in an operating margin of 22.0%.

XEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported an operating income of 754.00M and revenue of 4.02B, resulting in an operating margin of 18.8%.

AQN - 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 85.01M and revenue of 773.53M, resulting in a net margin of 11.0%.

XEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a net income of 556.00M and revenue of 4.02B, resulting in a net margin of 13.8%.


Frequently Asked Questions


AQN and XEL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XEL has higher volatility (6.70%) compared to AQN (6.03%). In terms of maximum drawdown, AQN dropped -69.73% vs XEL's -80.64%.

XEL currently has the higher Sharpe Ratio (0.91 vs 0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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