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ATH.TO vs. BTE.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ATH.TOBTE.TO
YTD Return22.54%-2.60%
1Y Return27.11%-19.69%
3Y Return (Ann)56.12%1.24%
5Y Return (Ann)67.27%21.25%
10Y Return (Ann)5.25%-17.39%
Sharpe Ratio0.71-0.54
Sortino Ratio1.19-0.53
Omega Ratio1.140.94
Calmar Ratio0.30-0.24
Martin Ratio3.13-1.30
Ulcer Index7.78%16.61%
Daily Std Dev34.40%40.20%
Max Drawdown-99.44%-99.37%
Current Drawdown-72.54%-90.77%

Fundamentals


ATH.TOBTE.TO
Market CapCA$2.68BCA$3.20B
EPSCA$0.39-CA$0.58
PEG Ratio0.20-0.36
Total Revenue (TTM)CA$1.34BCA$3.58B
Gross Profit (TTM)CA$507.04MCA$878.54M
EBITDA (TTM)CA$340.30MCA$1.63B

Correlation

-0.50.00.51.00.6

The correlation between ATH.TO and BTE.TO is 0.62, 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

ATH.TO vs. BTE.TO - Performance Comparison

In the year-to-date period, ATH.TO achieves a 22.54% return, which is significantly higher than BTE.TO's -2.60% return. Over the past 10 years, ATH.TO has outperformed BTE.TO with an annualized return of 5.25%, while BTE.TO has yielded a comparatively lower -17.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.47%
-12.37%
ATH.TO
BTE.TO

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Risk-Adjusted Performance

ATH.TO vs. BTE.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Athabasca Oil Corporation (ATH.TO) and Baytex Energy Corp. (BTE.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.


ATH.TO
Sharpe ratio
The chart of Sharpe ratio for ATH.TO, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.60
Sortino ratio
The chart of Sortino ratio for ATH.TO, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.006.001.06
Omega ratio
The chart of Omega ratio for ATH.TO, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for ATH.TO, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for ATH.TO, currently valued at 2.63, compared to the broader market0.0010.0020.0030.002.63
BTE.TO
Sharpe ratio
The chart of Sharpe ratio for BTE.TO, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.57
Sortino ratio
The chart of Sortino ratio for BTE.TO, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.006.00-0.58
Omega ratio
The chart of Omega ratio for BTE.TO, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for BTE.TO, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25
Martin ratio
The chart of Martin ratio for BTE.TO, currently valued at -1.42, compared to the broader market0.0010.0020.0030.00-1.42

ATH.TO vs. BTE.TO - Sharpe Ratio Comparison

The current ATH.TO Sharpe Ratio is 0.71, which is higher than the BTE.TO Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of ATH.TO and BTE.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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.60
-0.57
ATH.TO
BTE.TO

Dividends

ATH.TO vs. BTE.TO - Dividend Comparison

ATH.TO has not paid dividends to shareholders, while BTE.TO's dividend yield for the trailing twelve months is around 2.14%.


TTM20232022202120202019201820172016201520142013
ATH.TO
Athabasca Oil Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTE.TO
Baytex Energy Corp.
2.14%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.86%13.66%6.34%

Drawdowns

ATH.TO vs. BTE.TO - Drawdown Comparison

The maximum ATH.TO drawdown since its inception was -99.44%, roughly equal to the maximum BTE.TO drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for ATH.TO and BTE.TO. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-81.02%
-93.55%
ATH.TO
BTE.TO

Volatility

ATH.TO vs. BTE.TO - Volatility Comparison

The current volatility for Athabasca Oil Corporation (ATH.TO) is 8.04%, while Baytex Energy Corp. (BTE.TO) has a volatility of 10.68%. This indicates that ATH.TO experiences smaller price fluctuations and is considered to be less risky than BTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.04%
10.68%
ATH.TO
BTE.TO

Financials

ATH.TO vs. BTE.TO - Financials Comparison

This section allows you to compare key financial metrics between Athabasca Oil Corporation and Baytex Energy Corp.. 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