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AQNU vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AQNU and ^TNX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

AQNU vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algonquin Power & Utilities Corp. (AQNU) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February0
15.64%
AQNU
^TNX

Key characteristics

Returns By Period


AQNU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^TNX

YTD

-2.21%

1M

-2.97%

6M

14.90%

1Y

4.12%

5Y*

23.59%

10Y*

7.81%

*Annualized

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Risk-Adjusted Performance

AQNU vs. ^TNX — Risk-Adjusted Performance Rank

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

AQNU
The Risk-Adjusted Performance Rank of AQNU is 1919
Overall Rank
The Sharpe Ratio Rank of AQNU is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AQNU is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AQNU is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AQNU is 2626
Calmar Ratio Rank
The Martin Ratio Rank of AQNU is 2222
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 1616
Overall Rank
The Sharpe Ratio Rank of ^TNX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AQNU vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQNU) and Treasury Yield 10 Years (^TNX). 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
The chart of Sharpe ratio for AQNU, currently valued at 0.27, compared to the broader market-2.000.002.004.000.270.17
The chart of Sortino ratio for AQNU, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.000.510.40
The chart of Omega ratio for AQNU, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.04
The chart of Calmar ratio for AQNU, currently valued at 0.09, compared to the broader market0.002.004.006.000.090.13
The chart of Martin ratio for AQNU, currently valued at 0.40, compared to the broader market-10.000.0010.0020.0030.000.400.35
AQNU
^TNX


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.27
0.17
AQNU
^TNX

Drawdowns

AQNU vs. ^TNX - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-47.77%
-10.34%
AQNU
^TNX

Volatility

AQNU vs. ^TNX - Volatility Comparison

The current volatility for Algonquin Power & Utilities Corp. (AQNU) is 0.00%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.47%. This indicates that AQNU experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
5.47%
AQNU
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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