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CDUAF vs. FRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CDUAF and FRT is 0.15, 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.


-0.50.00.51.00.1

Performance

CDUAF vs. FRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Utilities Limited (CDUAF) and Federal Realty Investment Trust (FRT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.91%
13.45%
CDUAF
FRT

Key characteristics

Sharpe Ratio

CDUAF:

0.46

FRT:

0.74

Sortino Ratio

CDUAF:

0.76

FRT:

1.10

Omega Ratio

CDUAF:

1.10

FRT:

1.14

Calmar Ratio

CDUAF:

0.30

FRT:

0.53

Martin Ratio

CDUAF:

1.61

FRT:

4.24

Ulcer Index

CDUAF:

5.20%

FRT:

3.06%

Daily Std Dev

CDUAF:

18.12%

FRT:

17.66%

Max Drawdown

CDUAF:

-47.92%

FRT:

-57.42%

Current Drawdown

CDUAF:

-14.79%

FRT:

-9.79%

Fundamentals

Market Cap

CDUAF:

$5.04B

FRT:

$9.79B

EPS

CDUAF:

$1.10

FRT:

$3.44

PE Ratio

CDUAF:

22.31

FRT:

33.24

PEG Ratio

CDUAF:

0.00

FRT:

4.72

Total Revenue (TTM)

CDUAF:

$3.74B

FRT:

$1.18B

Gross Profit (TTM)

CDUAF:

$1.99B

FRT:

$712.23M

EBITDA (TTM)

CDUAF:

$1.71B

FRT:

$801.54M

Returns By Period

In the year-to-date period, CDUAF achieves a 6.47% return, which is significantly lower than FRT's 12.85% return. Over the past 10 years, CDUAF has underperformed FRT with an annualized return of -0.03%, while FRT has yielded a comparatively higher 1.65% annualized return.


CDUAF

YTD

6.47%

1M

-6.53%

6M

13.84%

1Y

7.68%

5Y*

1.08%

10Y*

-0.03%

FRT

YTD

12.85%

1M

-1.85%

6M

14.62%

1Y

12.98%

5Y*

1.74%

10Y*

1.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CDUAF vs. FRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) and Federal Realty Investment Trust (FRT). 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.


Sharpe ratio
The chart of Sharpe ratio for CDUAF, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.74
The chart of Sortino ratio for CDUAF, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.10
The chart of Omega ratio for CDUAF, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.14
The chart of Calmar ratio for CDUAF, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.53
The chart of Martin ratio for CDUAF, currently valued at 1.48, compared to the broader market0.0010.0020.001.484.24
CDUAF
FRT

The current CDUAF Sharpe Ratio is 0.46, which is lower than the FRT Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CDUAF and FRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.74
CDUAF
FRT

Dividends

CDUAF vs. FRT - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 5.46%, more than FRT's 3.88% yield.


TTM20232022202120202019201820172016201520142013
CDUAF
Canadian Utilities Limited
5.46%5.53%5.03%4.85%5.32%4.24%4.15%3.95%3.61%4.11%2.73%4.28%
FRT
Federal Realty Investment Trust
3.88%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%

Drawdowns

CDUAF vs. FRT - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -47.92%, smaller than the maximum FRT drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for CDUAF and FRT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-14.79%
-9.79%
CDUAF
FRT

Volatility

CDUAF vs. FRT - Volatility Comparison

Canadian Utilities Limited (CDUAF) and Federal Realty Investment Trust (FRT) have volatilities of 5.54% and 5.77%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.54%
5.77%
CDUAF
FRT

Financials

CDUAF vs. FRT - Financials Comparison

This section allows you to compare key financial metrics between Canadian Utilities Limited and Federal Realty Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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