PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIR.TO vs. ENB.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BIR.TOENB.TO
YTD Return-0.26%4.14%
1Y Return-22.21%-3.55%
3Y Return (Ann)28.60%6.48%
5Y Return (Ann)17.71%5.34%
10Y Return (Ann)-5.22%3.50%
Sharpe Ratio-0.64-0.25
Daily Std Dev37.24%15.95%
Max Drawdown-99.49%-54.39%
Current Drawdown-51.19%-10.01%

Fundamentals


BIR.TOENB.TO
Market CapCA$1.52BCA$104.07B
EPSCA$0.04CA$2.84
PE Ratio141.7517.24
PEG Ratio-0.441.72
Revenue (TTM)CA$699.93MCA$43.65B
Gross Profit (TTM)CA$1.13BCA$20.72B
EBITDA (TTM)CA$273.11MCA$13.82B

Correlation

-0.50.00.51.00.3

The correlation between BIR.TO and ENB.TO is 0.34, 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

BIR.TO vs. ENB.TO - Performance Comparison

In the year-to-date period, BIR.TO achieves a -0.26% return, which is significantly lower than ENB.TO's 4.14% return. Over the past 10 years, BIR.TO has underperformed ENB.TO with an annualized return of -5.22%, while ENB.TO has yielded a comparatively higher 3.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2024FebruaryMarchApril
367.47%
2,604.22%
BIR.TO
ENB.TO

Compare stocks, funds, or ETFs

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


Birchcliff Energy Ltd.

Enbridge Inc.

Risk-Adjusted Performance

BIR.TO vs. ENB.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Birchcliff Energy Ltd. (BIR.TO) and Enbridge Inc. (ENB.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.


BIR.TO
Sharpe ratio
The chart of Sharpe ratio for BIR.TO, currently valued at -0.64, compared to the broader market-2.00-1.000.001.002.003.00-0.64
Sortino ratio
The chart of Sortino ratio for BIR.TO, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.006.00-0.76
Omega ratio
The chart of Omega ratio for BIR.TO, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for BIR.TO, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for BIR.TO, currently valued at -1.15, compared to the broader market-10.000.0010.0020.0030.00-1.15
ENB.TO
Sharpe ratio
The chart of Sharpe ratio for ENB.TO, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00-0.30
Sortino ratio
The chart of Sortino ratio for ENB.TO, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.006.00-0.29
Omega ratio
The chart of Omega ratio for ENB.TO, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for ENB.TO, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for ENB.TO, currently valued at -0.59, compared to the broader market-10.000.0010.0020.0030.00-0.59

BIR.TO vs. ENB.TO - Sharpe Ratio Comparison

The current BIR.TO Sharpe Ratio is -0.64, which is lower than the ENB.TO Sharpe Ratio of -0.25. The chart below compares the 12-month rolling Sharpe Ratio of BIR.TO and ENB.TO.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20December2024FebruaryMarchApril
-0.64
-0.30
BIR.TO
ENB.TO

Dividends

BIR.TO vs. ENB.TO - Dividend Comparison

BIR.TO's dividend yield for the trailing twelve months is around 12.37%, more than ENB.TO's 5.40% yield.


TTM20232022202120202019201820172016201520142013
BIR.TO
Birchcliff Energy Ltd.
12.37%13.84%2.86%0.39%2.33%4.05%3.29%2.27%0.00%0.00%0.00%0.00%
ENB.TO
Enbridge Inc.
5.40%5.51%5.01%5.43%5.93%4.29%4.89%3.74%2.84%3.13%2.12%2.60%

Drawdowns

BIR.TO vs. ENB.TO - Drawdown Comparison

The maximum BIR.TO drawdown since its inception was -99.49%, which is greater than ENB.TO's maximum drawdown of -54.39%. Use the drawdown chart below to compare losses from any high point for BIR.TO and ENB.TO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchApril
-64.80%
-18.15%
BIR.TO
ENB.TO

Volatility

BIR.TO vs. ENB.TO - Volatility Comparison

Birchcliff Energy Ltd. (BIR.TO) has a higher volatility of 10.62% compared to Enbridge Inc. (ENB.TO) at 6.09%. This indicates that BIR.TO's price experiences larger fluctuations and is considered to be riskier than ENB.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%December2024FebruaryMarchApril
10.62%
6.09%
BIR.TO
ENB.TO

Financials

BIR.TO vs. ENB.TO - Financials Comparison

This section allows you to compare key financial metrics between Birchcliff Energy Ltd. and Enbridge 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