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BCE vs. TU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCE and TU is 0.47, 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.


-0.50.00.51.00.5

Performance

BCE vs. TU - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,976.99%
1,136.93%
BCE
TU

Key characteristics

Sharpe Ratio

BCE:

-1.92

TU:

-1.09

Sortino Ratio

BCE:

-2.69

TU:

-1.44

Omega Ratio

BCE:

0.66

TU:

0.83

Calmar Ratio

BCE:

-0.68

TU:

-0.44

Martin Ratio

BCE:

-1.95

TU:

-1.93

Ulcer Index

BCE:

18.57%

TU:

9.58%

Daily Std Dev

BCE:

18.89%

TU:

16.96%

Max Drawdown

BCE:

-60.67%

TU:

-88.50%

Current Drawdown

BCE:

-52.97%

TU:

-42.15%

Fundamentals

Market Cap

BCE:

$20.67B

TU:

$20.15B

EPS

BCE:

$0.06

TU:

$0.44

PE Ratio

BCE:

377.67

TU:

30.66

PEG Ratio

BCE:

1.00

TU:

0.58

Total Revenue (TTM)

BCE:

$24.46B

TU:

$19.96B

Gross Profit (TTM)

BCE:

$9.21B

TU:

$7.78B

EBITDA (TTM)

BCE:

$8.19B

TU:

$6.61B

Returns By Period

In the year-to-date period, BCE achieves a -36.92% return, which is significantly lower than TU's -18.78% return. Over the past 10 years, BCE has underperformed TU with an annualized return of -1.29%, while TU has yielded a comparatively higher 1.95% annualized return.


BCE

YTD

-36.92%

1M

-13.74%

6M

-26.47%

1Y

-36.55%

5Y*

-7.40%

10Y*

-1.29%

TU

YTD

-18.78%

1M

-11.17%

6M

-7.67%

1Y

-18.96%

5Y*

-1.88%

10Y*

1.95%

*Annualized

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Risk-Adjusted Performance

BCE vs. TU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BCE Inc. (BCE) and TELUS Corporation (TU). 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 BCE, currently valued at -1.92, compared to the broader market-4.00-2.000.002.00-1.92-1.09
The chart of Sortino ratio for BCE, currently valued at -2.69, compared to the broader market-4.00-2.000.002.004.00-2.69-1.44
The chart of Omega ratio for BCE, currently valued at 0.66, compared to the broader market0.501.001.502.000.660.83
The chart of Calmar ratio for BCE, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.68-0.44
The chart of Martin ratio for BCE, currently valued at -1.95, compared to the broader market0.005.0010.0015.0020.0025.00-1.95-1.93
BCE
TU

The current BCE Sharpe Ratio is -1.92, which is lower than the TU Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of BCE and TU, 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-2.00-1.50-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.92
-1.09
BCE
TU

Dividends

BCE vs. TU - Dividend Comparison

BCE's dividend yield for the trailing twelve months is around 12.87%, more than TU's 8.44% yield.


TTM20232022202120202019201820172016201520142013
BCE
BCE Inc.
12.87%7.28%6.43%5.33%5.76%5.16%5.84%4.63%4.83%5.19%4.84%5.20%
TU
TELUS Corporation
8.44%6.02%5.39%4.31%4.51%4.73%4.84%4.01%4.42%4.68%3.81%3.78%

Drawdowns

BCE vs. TU - Drawdown Comparison

The maximum BCE drawdown since its inception was -60.67%, smaller than the maximum TU drawdown of -88.50%. Use the drawdown chart below to compare losses from any high point for BCE and TU. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-52.97%
-42.15%
BCE
TU

Volatility

BCE vs. TU - Volatility Comparison

BCE Inc. (BCE) and TELUS Corporation (TU) have volatilities of 5.44% and 5.22%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
5.22%
BCE
TU

Financials

BCE vs. TU - Financials Comparison

This section allows you to compare key financial metrics between BCE Inc. and TELUS Corporation. 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 USD 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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