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

Key characteristics


CCOIBCE.TO
YTD Return17.30%-20.47%
1Y Return37.76%-20.80%
3Y Return (Ann)10.53%-9.21%
5Y Return (Ann)12.12%-3.33%
10Y Return (Ann)15.19%2.85%
Sharpe Ratio1.12-1.20
Sortino Ratio1.61-1.49
Omega Ratio1.210.78
Calmar Ratio1.07-0.57
Martin Ratio2.38-1.66
Ulcer Index15.31%12.78%
Daily Std Dev32.69%17.65%
Max Drawdown-96.52%-48.16%
Current Drawdown0.00%-37.16%

Fundamentals


CCOIBCE.TO
Market Cap$4.15BCA$36.55B
EPS$0.77CA$2.16
PE Ratio110.0018.55
PEG Ratio85.894.81
Total Revenue (TTM)$798.71MCA$18.49B
Gross Profit (TTM)$86.33MCA$4.98B
EBITDA (TTM)$72.80MCA$7.83B

Correlation

-0.50.00.51.00.2

The correlation between CCOI and BCE.TO is 0.22, 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

CCOI vs. BCE.TO - Performance Comparison

In the year-to-date period, CCOI achieves a 17.30% return, which is significantly higher than BCE.TO's -20.47% return. Over the past 10 years, CCOI has outperformed BCE.TO with an annualized return of 15.19%, while BCE.TO has yielded a comparatively lower 2.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
47.56%
-13.61%
CCOI
BCE.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Cogent Communications Holdings, Inc. (CCOI) 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.


CCOI
Sharpe ratio
The chart of Sharpe ratio for CCOI, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10
Sortino ratio
The chart of Sortino ratio for CCOI, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for CCOI, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for CCOI, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for CCOI, currently valued at 2.23, compared to the broader market-10.000.0010.0020.0030.002.23
BCE.TO
Sharpe ratio
The chart of Sharpe ratio for BCE.TO, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.26
Sortino ratio
The chart of Sortino ratio for BCE.TO, currently valued at -1.60, compared to the broader market-4.00-2.000.002.004.006.00-1.60
Omega ratio
The chart of Omega ratio for BCE.TO, currently valued at 0.77, compared to the broader market0.501.001.502.000.77
Calmar ratio
The chart of Calmar ratio for BCE.TO, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for BCE.TO, currently valued at -1.62, compared to the broader market-10.000.0010.0020.0030.00-1.62

CCOI vs. BCE.TO - Sharpe Ratio Comparison

The current CCOI Sharpe Ratio is 1.12, which is higher than the BCE.TO Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of CCOI 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.10
-1.26
CCOI
BCE.TO

Dividends

CCOI vs. BCE.TO - Dividend Comparison

CCOI's dividend yield for the trailing twelve months is around 4.55%, less than BCE.TO's 10.20% yield.


TTM20232022202120202019201820172016201520142013
CCOI
Cogent Communications Holdings, Inc.
4.55%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
BCE.TO
BCE Inc.
10.20%7.44%6.19%5.35%6.10%5.25%5.61%4.75%4.70%4.86%4.64%5.07%

Drawdowns

CCOI vs. BCE.TO - Drawdown Comparison

The maximum CCOI drawdown since its inception was -96.52%, 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 CCOI and BCE.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-43.36%
CCOI
BCE.TO

Volatility

CCOI vs. BCE.TO - Volatility Comparison

The current volatility for Cogent Communications Holdings, Inc. (CCOI) is 6.37%, while BCE Inc. (BCE.TO) has a volatility of 9.98%. This indicates that CCOI 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%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.37%
9.98%
CCOI
BCE.TO

Financials

CCOI vs. BCE.TO - Financials Comparison

This section allows you to compare key financial metrics between Cogent Communications Holdings, 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



Please note, different currencies. CCOI values in USD, BCE.TO values in CAD