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

Correlation

The correlation between AQNU and ^TNX is 0.33, 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.


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.

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Key characteristics

Returns By Period


AQNU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^TNX

YTD

-3.26%

1M

5.91%

6M

5.89%

1Y

-2.85%

3Y*

17.27%

5Y*

46.84%

10Y*

7.27%

*Annualized

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Algonquin Power & Utilities Corp.

Treasury Yield 10 Years

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2121
Overall Rank
The Sharpe Ratio Rank of ^TNX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2323
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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

AQNU vs. ^TNX - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AQNU vs. ^TNX - Volatility Comparison


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