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CCA.TO vs. BCE.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCA.TOBCE.TO
YTD Return24.50%-22.19%
1Y Return45.22%-23.59%
3Y Return (Ann)-8.02%-10.05%
5Y Return (Ann)-6.21%-4.03%
10Y Return (Ann)4.12%2.40%
Sharpe Ratio1.86-1.25
Sortino Ratio2.70-1.57
Omega Ratio1.350.77
Calmar Ratio0.84-0.58
Martin Ratio5.60-1.69
Ulcer Index8.07%13.20%
Daily Std Dev24.29%17.83%
Max Drawdown-85.48%-48.16%
Current Drawdown-33.34%-38.52%

Fundamentals


CCA.TOBCE.TO
Market CapCA$3.01BCA$35.21B
EPSCA$7.83CA$0.09
PE Ratio9.15428.89
PEG Ratio3.244.81
Total Revenue (TTM)CA$2.98BCA$24.46B
Gross Profit (TTM)CA$1.71BCA$9.21B
EBITDA (TTM)CA$1.07BCA$7.83B

Correlation

-0.50.00.51.00.3

The correlation between CCA.TO and BCE.TO is 0.31, 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

CCA.TO vs. BCE.TO - Performance Comparison

In the year-to-date period, CCA.TO achieves a 24.50% return, which is significantly higher than BCE.TO's -22.19% return. Over the past 10 years, CCA.TO has outperformed BCE.TO with an annualized return of 4.12%, while BCE.TO has yielded a comparatively lower 2.40% 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%30.00%JuneJulyAugustSeptemberOctoberNovember
22.75%
-17.85%
CCA.TO
BCE.TO

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Risk-Adjusted Performance

CCA.TO vs. BCE.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogeco Communications Inc. (CCA.TO) and BCE Inc. (BCE.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.


CCA.TO
Sharpe ratio
The chart of Sharpe ratio for CCA.TO, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for CCA.TO, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.006.002.42
Omega ratio
The chart of Omega ratio for CCA.TO, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for CCA.TO, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Martin ratio
The chart of Martin ratio for CCA.TO, currently valued at 4.71, compared to the broader market0.0010.0020.0030.004.71
BCE.TO
Sharpe ratio
The chart of Sharpe ratio for BCE.TO, currently valued at -1.38, compared to the broader market-4.00-2.000.002.004.00-1.38
Sortino ratio
The chart of Sortino ratio for BCE.TO, currently valued at -1.78, compared to the broader market-4.00-2.000.002.004.006.00-1.78
Omega ratio
The chart of Omega ratio for BCE.TO, currently valued at 0.76, compared to the broader market0.501.001.502.000.76
Calmar ratio
The chart of Calmar ratio for BCE.TO, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for BCE.TO, currently valued at -1.74, compared to the broader market0.0010.0020.0030.00-1.74

CCA.TO vs. BCE.TO - Sharpe Ratio Comparison

The current CCA.TO Sharpe Ratio is 1.86, which is higher than the BCE.TO Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of CCA.TO and BCE.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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.65
-1.38
CCA.TO
BCE.TO

Dividends

CCA.TO vs. BCE.TO - Dividend Comparison

CCA.TO's dividend yield for the trailing twelve months is around 4.90%, less than BCE.TO's 10.42% yield.


TTM20232022202120202019201820172016201520142013
CCA.TO
Cogeco Communications Inc.
4.90%5.37%3.79%2.61%2.43%1.90%2.96%2.04%2.42%2.33%1.74%2.25%
BCE.TO
BCE Inc.
10.42%7.44%6.19%5.35%6.10%5.25%5.61%4.75%4.70%4.86%4.64%5.07%

Drawdowns

CCA.TO vs. BCE.TO - Drawdown Comparison

The maximum CCA.TO drawdown since its inception was -85.48%, which is greater than BCE.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for CCA.TO and BCE.TO. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-41.09%
-45.11%
CCA.TO
BCE.TO

Volatility

CCA.TO vs. BCE.TO - Volatility Comparison

The current volatility for Cogeco Communications Inc. (CCA.TO) is 5.39%, while BCE Inc. (BCE.TO) has a volatility of 9.86%. This indicates that CCA.TO experiences smaller price fluctuations and is considered to be less risky than BCE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
9.86%
CCA.TO
BCE.TO

Financials

CCA.TO vs. BCE.TO - Financials Comparison

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