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AQNB vs. AQNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AQNBAQNA

Fundamentals


AQNBAQNA
Revenue (TTM)$0.00$0.00
Gross Profit (TTM)$0.00$0.00

Correlation

-0.50.00.51.00.5

The correlation between AQNB and AQNA is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AQNB vs. AQNA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%NovemberDecember2024FebruaryMarchApril
6.15%
0.32%
AQNB
AQNA

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Algonquin Power & Utilities Cor

Algonquin Power & Utilities Cor

Risk-Adjusted Performance

AQNB vs. AQNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Cor (AQNB) and Algonquin Power & Utilities Cor (AQNA). 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.


AQNB
Sharpe ratio
The chart of Sharpe ratio for AQNB, currently valued at 1.40, compared to the broader market-2.00-1.000.001.002.003.001.40
Sortino ratio
The chart of Sortino ratio for AQNB, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.14
Omega ratio
The chart of Omega ratio for AQNB, currently valued at 1.29, compared to the broader market0.501.001.501.29
Calmar ratio
The chart of Calmar ratio for AQNB, currently valued at 1.25, compared to the broader market0.001.002.003.004.005.001.25
Martin ratio
The chart of Martin ratio for AQNB, currently valued at 10.55, compared to the broader market0.0010.0020.0030.0010.55
AQNA
Sharpe ratio
The chart of Sharpe ratio for AQNA, currently valued at 1.68, compared to the broader market-2.00-1.000.001.002.003.001.68
Sortino ratio
The chart of Sortino ratio for AQNA, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.003.27
Omega ratio
The chart of Omega ratio for AQNA, currently valued at 1.61, compared to the broader market0.501.001.501.61
Calmar ratio
The chart of Calmar ratio for AQNA, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.001.46
Martin ratio
The chart of Martin ratio for AQNA, currently valued at 13.50, compared to the broader market0.0010.0020.0030.0013.50

AQNB vs. AQNA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.40
1.68
AQNB
AQNA

Dividends

AQNB vs. AQNA - Dividend Comparison

AQNB's dividend yield for the trailing twelve months is around 6.22%, while AQNA has not paid dividends to shareholders.


TTM20232022202120202019
AQNB
Algonquin Power & Utilities Cor
6.22%6.42%7.27%5.70%5.51%3.33%
AQNA
Algonquin Power & Utilities Cor
3.42%5.14%7.47%6.46%7.62%6.10%

Drawdowns

AQNB vs. AQNA - Drawdown Comparison


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2024FebruaryMarchApril
-0.56%
-0.16%
AQNB
AQNA

Volatility

AQNB vs. AQNA - Volatility Comparison

Algonquin Power & Utilities Cor (AQNB) has a higher volatility of 1.19% compared to Algonquin Power & Utilities Cor (AQNA) at 0.00%. This indicates that AQNB's price experiences larger fluctuations and is considered to be riskier than AQNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.19%
0
AQNB
AQNA