CDUAF vs. CPX.TO
Compare and contrast key facts about Canadian Utilities Limited (CDUAF) and Capital Power Corporation (CPX.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDUAF or CPX.TO.
Performance
CDUAF vs. CPX.TO - Performance Comparison
Returns By Period
In the year-to-date period, CDUAF achieves a 11.80% return, which is significantly lower than CPX.TO's 64.24% return. Over the past 10 years, CDUAF has underperformed CPX.TO with an annualized return of 1.12%, while CPX.TO has yielded a comparatively higher 14.91% annualized return.
CDUAF
11.80%
-3.51%
11.85%
18.30%
2.25%
1.12%
CPX.TO
64.24%
14.07%
59.94%
62.21%
19.51%
14.91%
Fundamentals
| CDUAF | CPX.TO | |
|---|---|---|
| Market Cap | $5.18B | CA$7.63B |
| EPS | $1.41 | CA$4.11 |
| PE Ratio | 17.77 | 14.23 |
| PEG Ratio | 0.00 | 2.90 |
| Total Revenue (TTM) | $2.93B | CA$3.58B |
| Gross Profit (TTM) | $1.41B | CA$1.20B |
| EBITDA (TTM) | $1.39B | CA$1.33B |
Key characteristics
| CDUAF | CPX.TO | |
|---|---|---|
| Sharpe Ratio | 1.16 | 2.82 |
| Sortino Ratio | 1.75 | 3.77 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 0.79 | 2.48 |
| Martin Ratio | 4.38 | 18.95 |
| Ulcer Index | 4.98% | 3.26% |
| Daily Std Dev | 18.40% | 21.95% |
| Max Drawdown | -47.92% | -47.38% |
| Current Drawdown | -10.53% | 0.00% |
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Correlation
The correlation between CDUAF and CPX.TO is 0.31, 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. CPX.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) and Capital Power Corporation (CPX.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.
Dividends
CDUAF vs. CPX.TO - Dividend Comparison
CDUAF's dividend yield for the trailing twelve months is around 5.20%, more than CPX.TO's 4.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDUAF Canadian Utilities Limited | 5.20% | 5.53% | 5.03% | 4.85% | 5.32% | 4.24% | 4.15% | 3.95% | 3.61% | 4.11% | 2.73% | 4.28% |
CPX.TO Capital Power Corporation | 4.22% | 6.34% | 4.88% | 5.37% | 5.66% | 5.39% | 6.51% | 6.59% | 6.50% | 7.93% | 5.04% | 5.92% |
Drawdowns
CDUAF vs. CPX.TO - Drawdown Comparison
The maximum CDUAF drawdown since its inception was -47.92%, roughly equal to the maximum CPX.TO drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for CDUAF and CPX.TO. For additional features, visit the drawdowns tool.
Volatility
CDUAF vs. CPX.TO - Volatility Comparison
The current volatility for Canadian Utilities Limited (CDUAF) is 4.66%, while Capital Power Corporation (CPX.TO) has a volatility of 12.29%. This indicates that CDUAF experiences smaller price fluctuations and is considered to be less risky than CPX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CDUAF vs. CPX.TO - Financials Comparison
This section allows you to compare key financial metrics between Canadian Utilities Limited and Capital Power Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities