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CDUAF vs. AMZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDUAF vs. AMZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Utilities Limited (CDUAF) and InfraCap MLP ETF (AMZA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CDUAF having a 31.32% return and AMZA slightly lower at 30.46%. Over the past 10 years, CDUAF has outperformed AMZA with an annualized return of 7.88%, while AMZA has yielded a comparatively lower 5.46% annualized return.


CDUAF

1D
-0.76%
1M
8.47%
6M
26.63%
YTD
31.32%
1Y
49.12%
3Y*
24.47%
5Y*
12.01%
10Y*
7.88%
ALL TIME*
3.30%

AMZA

1D
0.65%
1M
5.94%
6M
21.61%
YTD
30.46%
1Y
23.26%
3Y*
22.79%
5Y*
22.88%
10Y*
5.46%
ALL TIME*
-0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.66M$1.65M$1.75M
$3.27M$2.89M$1.49M

CDUAF vs. AMZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDUAF
Canadian Utilities Limited
31.32%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%
AMZA
InfraCap MLP ETF
30.46%0.17%30.90%23.35%33.20%51.22%-49.25%6.27%-26.78%-6.90%

Correlation

The correlation between CDUAF and AMZA is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.20

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Return for Risk

CDUAF vs. AMZA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CDUAF
CDUAF Risk / Return Rank: 9898
Overall Rank
CDUAF Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9898
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9898
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9999
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9898
Martin Ratio Rank

AMZA
AMZA Risk / Return Rank: 4747
Overall Rank
AMZA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AMZA Sortino Ratio Rank: 4848
Sortino Ratio Rank
AMZA Omega Ratio Rank: 4545
Omega Ratio Rank
AMZA Calmar Ratio Rank: 5252
Calmar Ratio Rank
AMZA Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CDUAF vs. AMZA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) and InfraCap MLP ETF (AMZA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDUAFAMZADifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.61

1.21

+0.40

Calmar ratioReturn relative to maximum drawdown

9.60

1.85

+7.75

Martin ratioReturn relative to average drawdown

23.94

4.51

+19.42

CDUAF vs. AMZA - Sharpe Ratio Comparison

The current CDUAF Sharpe Ratio is 3.18, which is higher than the AMZA Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CDUAF and AMZA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDUAF vs. AMZA - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -71.22%, smaller than the maximum AMZA drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for CDUAF and AMZA.


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Drawdown Indicators


CDUAFAMZADifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-91.46%

+20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-11.84%

+6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-13.56%

-18.56%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-25.15%

-6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-86.84%

+44.92%

Current Drawdown

Current decline from peak

-9.04%

-4.13%

-4.91%

Average Drawdown

Average peak-to-trough decline

-39.68%

-44.51%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

5.02%

-2.88%

Volatility

CDUAF vs. AMZA - Volatility Comparison

Canadian Utilities Limited (CDUAF) and InfraCap MLP ETF (AMZA) have volatilities of 5.29% and 5.43%, 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.


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Volatility by Period


CDUAFAMZADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.43%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

14.17%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

18.20%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

25.27%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

37.14%

-12.98%

Dividends

CDUAF vs. AMZA - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 3.34%, less than AMZA's 7.83% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZA
InfraCap MLP ETF
7.83%8.81%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%
CDUAF
Canadian Utilities Limited
3.34%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%

Frequently Asked Questions


CDUAF and AMZA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZA has higher volatility (5.43%) compared to CDUAF (5.29%). In terms of maximum drawdown, CDUAF dropped -71.22% vs AMZA's -91.46%.

CDUAF currently has the higher Sharpe Ratio (3.18 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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