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

Key characteristics


BTO.TOT.TO
YTD Return-3.56%-5.76%
1Y Return-27.57%-18.29%
3Y Return (Ann)-8.86%-0.31%
5Y Return (Ann)4.95%2.26%
10Y Return (Ann)4.59%6.14%
Sharpe Ratio-0.82-1.02
Daily Std Dev32.68%17.33%
Max Drawdown-86.75%-88.00%
Current Drawdown-52.16%-29.18%

Fundamentals


BTO.TOT.TO
Market CapCA$4.63BCA$31.98B
EPSCA$0.01CA$0.57
PE Ratio355.0038.02
PEG Ratio0.002.07
Revenue (TTM)CA$1.93BCA$20.00B
Gross Profit (TTM)CA$988.10MCA$6.52B
EBITDA (TTM)CA$1.08BCA$5.62B

Correlation

0.19
-1.001.00

The correlation between BTO.TO and T.TO is 0.19, 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

BTO.TO vs. T.TO - Performance Comparison

In the year-to-date period, BTO.TO achieves a -3.56% return, which is significantly higher than T.TO's -5.76% return. Over the past 10 years, BTO.TO has underperformed T.TO with an annualized return of 4.59%, while T.TO has yielded a comparatively higher 6.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2024FebruaryMarchApril
-6.81%
-2.03%
BTO.TO
T.TO

Compare stocks, funds, or ETFs


B2Gold Corp.

TELUS Corporation

Risk-Adjusted Performance

BTO.TO vs. T.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for B2Gold Corp. (BTO.TO) and TELUS Corporation (T.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.


BTO.TO
Sharpe ratio
The Sharpe ratio of BTO.TO compared to the broader market-2.00-1.000.001.002.003.004.00-0.82
Sortino ratio
The Sortino ratio of BTO.TO compared to the broader market-4.00-2.000.002.004.006.00-1.09
Omega ratio
The Omega ratio of BTO.TO compared to the broader market0.501.001.500.88
Calmar ratio
The Calmar ratio of BTO.TO compared to the broader market0.001.002.003.004.005.006.00-0.45
Martin ratio
The Martin ratio of BTO.TO compared to the broader market0.0010.0020.0030.00-1.09
T.TO
Sharpe ratio
The Sharpe ratio of T.TO compared to the broader market-2.00-1.000.001.002.003.004.00-1.00
Sortino ratio
The Sortino ratio of T.TO compared to the broader market-4.00-2.000.002.004.006.00-1.37
Omega ratio
The Omega ratio of T.TO compared to the broader market0.501.001.500.84
Calmar ratio
The Calmar ratio of T.TO compared to the broader market0.001.002.003.004.005.006.00-0.52
Martin ratio
The Martin ratio of T.TO compared to the broader market0.0010.0020.0030.00-1.37

BTO.TO vs. T.TO - Sharpe Ratio Comparison

The current BTO.TO Sharpe Ratio is -0.82, which roughly equals the T.TO Sharpe Ratio of -1.00. The chart below compares the 12-month rolling Sharpe Ratio of BTO.TO and T.TO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
-0.82
-1.00
BTO.TO
T.TO

Dividends

BTO.TO vs. T.TO - Dividend Comparison

BTO.TO's dividend yield for the trailing twelve months is around 4.02%, less than T.TO's 6.76% yield.


TTM20232022202120202019201820172016201520142013
BTO.TO
B2Gold Corp.
4.02%3.82%4.41%3.21%1.54%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
T.TO
TELUS Corporation
6.76%6.17%5.19%4.27%4.70%4.48%4.64%4.14%4.30%4.39%3.63%3.72%

Drawdowns

BTO.TO vs. T.TO - Drawdown Comparison

The maximum BTO.TO drawdown since its inception was -86.75%, roughly equal to the maximum T.TO drawdown of -88.00%. The drawdown chart below compares losses from any high point along the way for BTO.TO and T.TO


-60.00%-50.00%-40.00%-30.00%NovemberDecember2024FebruaryMarchApril
-53.94%
-35.39%
BTO.TO
T.TO

Volatility

BTO.TO vs. T.TO - Volatility Comparison

B2Gold Corp. (BTO.TO) has a higher volatility of 10.83% compared to TELUS Corporation (T.TO) at 5.61%. This indicates that BTO.TO's price experiences larger fluctuations and is considered to be riskier than T.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2024FebruaryMarchApril
10.83%
5.61%
BTO.TO
T.TO