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ARE.TO vs. WSP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARE.TO and WSP.TO is 0.41, 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.


-0.50.00.51.00.4

Performance

ARE.TO vs. WSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aecon Group Inc. (ARE.TO) and WSP Global Inc. (WSP.TO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
60.54%
14.75%
ARE.TO
WSP.TO

Key characteristics

Sharpe Ratio

ARE.TO:

3.68

WSP.TO:

2.18

Sortino Ratio

ARE.TO:

4.19

WSP.TO:

2.72

Omega Ratio

ARE.TO:

1.78

WSP.TO:

1.40

Calmar Ratio

ARE.TO:

2.01

WSP.TO:

3.32

Martin Ratio

ARE.TO:

26.79

WSP.TO:

8.39

Ulcer Index

ARE.TO:

5.13%

WSP.TO:

4.75%

Daily Std Dev

ARE.TO:

37.37%

WSP.TO:

18.30%

Max Drawdown

ARE.TO:

-98.73%

WSP.TO:

-39.02%

Current Drawdown

ARE.TO:

-27.18%

WSP.TO:

-1.89%

Fundamentals

Market Cap

ARE.TO:

CA$1.66B

WSP.TO:

CA$32.33B

EPS

ARE.TO:

-CA$1.03

WSP.TO:

CA$5.14

PEG Ratio

ARE.TO:

-8.20

WSP.TO:

0.73

Total Revenue (TTM)

ARE.TO:

CA$4.11B

WSP.TO:

CA$15.23B

Gross Profit (TTM)

ARE.TO:

CA$97.20M

WSP.TO:

CA$4.74B

EBITDA (TTM)

ARE.TO:

CA$28.02M

WSP.TO:

CA$1.79B

Returns By Period

In the year-to-date period, ARE.TO achieves a 118.13% return, which is significantly higher than WSP.TO's 37.12% return. Over the past 10 years, ARE.TO has underperformed WSP.TO with an annualized return of 14.20%, while WSP.TO has yielded a comparatively higher 24.49% annualized return.


ARE.TO

YTD

118.13%

1M

-5.37%

6M

68.81%

1Y

137.38%

5Y*

14.72%

10Y*

14.20%

WSP.TO

YTD

37.12%

1M

3.15%

6M

20.25%

1Y

39.97%

5Y*

24.43%

10Y*

24.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARE.TO vs. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aecon Group Inc. (ARE.TO) and WSP Global Inc. (WSP.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
The chart of Sharpe ratio for ARE.TO, currently valued at 3.10, compared to the broader market-4.00-2.000.002.003.101.48
The chart of Sortino ratio for ARE.TO, currently valued at 3.71, compared to the broader market-4.00-2.000.002.004.003.711.96
The chart of Omega ratio for ARE.TO, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.27
The chart of Calmar ratio for ARE.TO, currently valued at 3.17, compared to the broader market0.002.004.006.003.172.26
The chart of Martin ratio for ARE.TO, currently valued at 20.72, compared to the broader market0.0010.0020.0020.725.50
ARE.TO
WSP.TO

The current ARE.TO Sharpe Ratio is 3.68, which is higher than the WSP.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ARE.TO and WSP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.10
1.48
ARE.TO
WSP.TO

Dividends

ARE.TO vs. WSP.TO - Dividend Comparison

ARE.TO's dividend yield for the trailing twelve months is around 2.77%, more than WSP.TO's 0.60% yield.


TTM20232022202120202019201820172016201520142013
ARE.TO
Aecon Group Inc.
2.77%5.81%8.34%4.27%3.91%3.34%2.84%2.51%3.02%2.60%3.36%1.99%
WSP.TO
WSP Global Inc.
0.60%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%4.65%

Drawdowns

ARE.TO vs. WSP.TO - Drawdown Comparison

The maximum ARE.TO drawdown since its inception was -98.73%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for ARE.TO and WSP.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-3.37%
ARE.TO
WSP.TO

Volatility

ARE.TO vs. WSP.TO - Volatility Comparison

Aecon Group Inc. (ARE.TO) has a higher volatility of 7.83% compared to WSP Global Inc. (WSP.TO) at 4.88%. This indicates that ARE.TO's price experiences larger fluctuations and is considered to be riskier than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.83%
4.88%
ARE.TO
WSP.TO

Financials

ARE.TO vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between Aecon Group Inc. and WSP Global 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


Values in CAD except per share items
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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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