CDUAF vs. AMZA
Compare and contrast key facts about Canadian Utilities Limited (CDUAF) and InfraCap MLP ETF (AMZA).
AMZA is an actively managed fund by Virtus Investment Partners. It was launched on Oct 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDUAF or AMZA.
Performance
CDUAF vs. AMZA - Performance Comparison
Returns By Period
In the year-to-date period, CDUAF achieves a 12.11% return, which is significantly lower than AMZA's 36.37% return. Over the past 10 years, CDUAF has outperformed AMZA with an annualized return of 1.18%, while AMZA has yielded a comparatively lower -2.54% annualized return.
CDUAF
12.11%
-1.89%
14.26%
19.89%
2.37%
1.18%
AMZA
36.37%
12.26%
20.22%
34.78%
13.24%
-2.54%
Key characteristics
| CDUAF | AMZA | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.86 |
| Sortino Ratio | 1.34 | 2.52 |
| Omega Ratio | 1.17 | 1.31 |
| Calmar Ratio | 0.58 | 0.77 |
| Martin Ratio | 3.21 | 8.71 |
| Ulcer Index | 4.96% | 4.03% |
| Daily Std Dev | 18.33% | 18.89% |
| Max Drawdown | -47.92% | -91.46% |
| Current Drawdown | -10.28% | -23.63% |
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Correlation
The correlation between CDUAF and AMZA is 0.21, 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.
Risk-Adjusted Performance
CDUAF vs. AMZA - Risk-Adjusted Performance 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.
Dividends
CDUAF vs. AMZA - Dividend Comparison
CDUAF's dividend yield for the trailing twelve months is around 5.19%, less than AMZA's 6.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDUAF Canadian Utilities Limited | 5.19% | 5.53% | 5.03% | 4.85% | 5.32% | 4.24% | 4.15% | 3.95% | 3.61% | 4.11% | 2.73% | 4.28% |
AMZA InfraCap MLP ETF | 6.91% | 9.40% | 7.65% | 10.24% | 22.13% | 19.47% | 34.46% | 24.16% | 18.36% | 18.21% | 0.00% | 0.00% |
Drawdowns
CDUAF vs. AMZA - Drawdown Comparison
The maximum CDUAF drawdown since its inception was -47.92%, 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. For additional features, visit the drawdowns tool.
Volatility
CDUAF vs. AMZA - Volatility Comparison
The current volatility for Canadian Utilities Limited (CDUAF) is 4.55%, while InfraCap MLP ETF (AMZA) has a volatility of 5.46%. This indicates that CDUAF experiences smaller price fluctuations and is considered to be less risky than AMZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.