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CDUAF vs. AMZA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CDUAF and AMZA is 0.23, 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

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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Key characteristics

Sharpe Ratio

CDUAF:

1.65

AMZA:

0.71

Sortino Ratio

CDUAF:

1.91

AMZA:

0.97

Omega Ratio

CDUAF:

1.25

AMZA:

1.13

Calmar Ratio

CDUAF:

0.98

AMZA:

0.44

Martin Ratio

CDUAF:

4.92

AMZA:

2.66

Ulcer Index

CDUAF:

5.34%

AMZA:

6.26%

Daily Std Dev

CDUAF:

19.78%

AMZA:

25.66%

Max Drawdown

CDUAF:

-47.91%

AMZA:

-91.46%

Current Drawdown

CDUAF:

-0.07%

AMZA:

-26.00%

Returns By Period

In the year-to-date period, CDUAF achieves a 18.79% return, which is significantly higher than AMZA's 0.95% return. Over the past 10 years, CDUAF has outperformed AMZA with an annualized return of 4.02%, while AMZA has yielded a comparatively lower -2.01% annualized return.


CDUAF

YTD

18.79%

1M

-0.07%

6M

11.97%

1Y

31.99%

3Y*

1.10%

5Y*

8.58%

10Y*

4.02%

AMZA

YTD

0.95%

1M

0.86%

6M

-8.13%

1Y

18.05%

3Y*

18.36%

5Y*

27.29%

10Y*

-2.01%

*Annualized

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Canadian Utilities Limited

InfraCap MLP ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CDUAF vs. AMZA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CDUAF
The Risk-Adjusted Performance Rank of CDUAF is 8585
Overall Rank
The Sharpe Ratio Rank of CDUAF is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of CDUAF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CDUAF is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CDUAF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CDUAF is 8585
Martin Ratio Rank

AMZA
The Risk-Adjusted Performance Rank of AMZA is 5757
Overall Rank
The Sharpe Ratio Rank of AMZA is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AMZA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AMZA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AMZA is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CDUAF Sharpe Ratio is 1.65, which is higher than the AMZA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CDUAF and AMZA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CDUAF vs. AMZA - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 4.66%, less than AMZA's 7.82% yield.


TTM20242023202220212020201920182017201620152014
CDUAF
Canadian Utilities Limited
4.66%5.47%5.53%5.03%4.85%5.32%4.24%4.15%3.95%3.61%4.11%2.73%
AMZA
InfraCap MLP ETF
7.82%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%0.00%

Drawdowns

CDUAF vs. AMZA - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -47.91%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CDUAF vs. AMZA - Volatility Comparison

The current volatility for Canadian Utilities Limited (CDUAF) is 6.13%, while InfraCap MLP ETF (AMZA) has a volatility of 6.91%. 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.


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