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BCE.TO vs. FTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BCE.TO vs. FTS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BCE Inc. (BCE.TO) and Fortis Inc (FTS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BCE.TO is traded in CAD, while FTS is traded in USD. To make them comparable, the FTS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCE.TO achieves a 6.30% return, which is significantly lower than FTS's 13.66% return. Over the past 10 years, BCE.TO has underperformed FTS with an annualized return of 0.48%, while FTS has yielded a comparatively higher 11.02% annualized return.


BCE.TO

1D
0.23%
1M
5.04%
YTD
6.30%
6M
8.15%
1Y
16.92%
3Y*
-11.38%
5Y*
-4.80%
10Y*
0.48%

FTS

1D
1.05%
1M
3.66%
YTD
13.66%
6M
15.14%
1Y
25.66%
3Y*
16.42%
5Y*
11.61%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCE.TO vs. FTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCE.TO
BCE Inc.
6.30%5.35%-30.02%-6.22%-4.33%27.90%-3.92%17.38%-5.65%9.18%
FTS
Fortis Inc
13.66%23.70%14.77%4.82%-8.23%22.67%-0.51%23.68%2.05%16.03%

Correlation

The correlation between BCE.TO and FTS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.33

The correlation between BCE.TO and FTS shifts across timeframes, from 0.23 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BCE.TO:

CA$32.05B

FTS:

$28.94B

EPS

BCE.TO:

CA$6.92

FTS:

CA$3.40

PE Ratio

BCE.TO:

4.97

FTS:

23.41

PEG Ratio

BCE.TO:

0.01

FTS:

3.41

PS Ratio

BCE.TO:

1.30

FTS:

3.45

PB Ratio

BCE.TO:

1.59

FTS:

1.77

Total Revenue (TTM)

BCE.TO:

CA$24.71B

FTS:

CA$12.22B

Gross Profit (TTM)

BCE.TO:

CA$14.56B

FTS:

CA$7.44B

EBITDA (TTM)

BCE.TO:

CA$14.72B

FTS:

CA$5.80B

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Return for Risk

BCE.TO vs. FTS — Risk / Return Rank

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

BCE.TO
BCE.TO Risk / Return Rank: 6868
Overall Rank
BCE.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BCE.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
BCE.TO Omega Ratio Rank: 6363
Omega Ratio Rank
BCE.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
BCE.TO Martin Ratio Rank: 6868
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 8585
Overall Rank
FTS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTS Omega Ratio Rank: 8282
Omega Ratio Rank
FTS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCE.TO vs. FTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BCE Inc. (BCE.TO) and Fortis Inc (FTS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCE.TOFTSDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratioReturn relative to maximum drawdown

1.49

4.12

-2.63

Martin ratioReturn relative to average drawdown

2.83

9.37

-6.54

BCE.TO vs. FTS - Sharpe Ratio Comparison

The current BCE.TO Sharpe Ratio is 0.93, which is lower than the FTS Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BCE.TO and FTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCE.TO vs. FTS - Drawdown Comparison

The maximum BCE.TO drawdown since its inception was -50.02%, which is greater than FTS's maximum drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for BCE.TO and FTS.


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Drawdown Indicators


BCE.TOFTSDifference

Max Drawdown

Largest peak-to-trough decline

-50.02%

-28.34%

-21.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-6.21%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-43.50%

-11.68%

-31.82%

Max Drawdown (5Y)

Largest decline over 5 years

-50.02%

-24.07%

-25.95%

Max Drawdown (10Y)

Largest decline over 10 years

-50.02%

-28.34%

-21.68%

Current Drawdown

Current decline from peak

-38.09%

-0.14%

-37.95%

Average Drawdown

Average peak-to-trough decline

-11.43%

-5.47%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

2.73%

+2.95%

Volatility

BCE.TO vs. FTS - Volatility Comparison

BCE Inc. (BCE.TO) and Fortis Inc (FTS) have volatilities of 4.92% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCE.TOFTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.05%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

10.89%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

14.24%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

17.30%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

20.01%

-2.51%

Dividends

BCE.TO vs. FTS - Dividend Comparison

BCE.TO's dividend yield for the trailing twelve months is around 5.09%, more than FTS's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BCE.TO
BCE Inc.
5.09%7.06%11.97%7.42%6.19%5.32%6.12%5.27%5.60%4.75%4.70%4.86%
FTS
Fortis Inc
3.23%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%0.00%

Financials

BCE.TO vs. FTS - Financials Comparison

This section allows you to compare key financial metrics between BCE Inc. and Fortis 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


2.00B3.00B4.00B5.00B6.00B20222023202420252026
6.17B
3.39B
(BCE.TO) Total Revenue
(FTS) Total Revenue
Values in CAD except per share items

BCE.TO vs. FTS - Profitability Comparison

The chart below illustrates the profitability comparison between BCE Inc. and Fortis Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
30.0%
27.6%
Portfolio components
BCE.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported a gross profit of 1.85B and revenue of 6.17B. Therefore, the gross margin over that period was 30.0%.

FTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a gross profit of 935.41M and revenue of 3.39B. Therefore, the gross margin over that period was 27.6%.

BCE.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported an operating income of 1.28B and revenue of 6.17B, resulting in an operating margin of 20.7%.

FTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported an operating income of 935.41M and revenue of 3.39B, resulting in an operating margin of 27.6%.

BCE.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported a net income of 653.00M and revenue of 6.17B, resulting in a net margin of 10.6%.

FTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a net income of 524.35M and revenue of 3.39B, resulting in a net margin of 15.5%.


Frequently Asked Questions


BCE.TO and FTS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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