CDUAF vs. AMZA
CDUAF (Canadian Utilities Limited) is a stock, while AMZA (InfraCap MLP ETF) is MLPs fund actively managed by Virtus. Over the past 10 years, CDUAF returned 7.88%/yr vs 5.46%/yr for AMZA. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
CDUAF vs. AMZA - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZA InfraCap MLP ETF | $1.66M | $1.65M | $1.75M |
| $3.27M | $2.89M | $1.49M |
CDUAF vs. AMZA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CDUAF
AMZA
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.
| CDUAF | AMZA | Difference | |
|---|---|---|---|
| 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 |
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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
| CDUAF | AMZA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.04% | -4.13% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -39.68% | -44.51% | +4.83% |
Ulcer IndexDepth 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
| CDUAF | AMZA | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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