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CDUAF vs. UVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CDUAF vs. UVV - Performance Comparison

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

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Returns By Period

In the year-to-date period, CDUAF achieves a 18.48% return, which is significantly higher than UVV's 3.14% return. Over the past 10 years, CDUAF has outperformed UVV with an annualized return of 7.23%, while UVV has yielded a comparatively lower 5.09% annualized return.


CDUAF

1D
-1.65%
1M
2.76%
YTD
18.48%
6M
22.42%
1Y
36.69%
3Y*
16.26%
5Y*
9.62%
10Y*
7.23%

UVV

1D
-1.88%
1M
-1.77%
YTD
3.14%
6M
4.14%
1Y
-7.53%
3Y*
7.54%
5Y*
4.61%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDUAF vs. UVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDUAF
Canadian Utilities Limited
18.48%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%
UVV
Universal Corporation
3.14%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%

Correlation

The correlation between CDUAF and UVV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.13

Fundamentals

EPS

CDUAF:

$0.29

UVV:

$1.73

PE Ratio

CDUAF:

124.22

UVV:

30.51

PS Ratio

CDUAF:

2.83

UVV:

0.45

Total Revenue (TTM)

CDUAF:

$3.46B

UVV:

$2.21B

Gross Profit (TTM)

CDUAF:

$1.39B

UVV:

$412.39M

EBITDA (TTM)

CDUAF:

$1.76B

UVV:

$212.91M

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Return for Risk

CDUAF vs. UVV — Risk / Return Rank

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

CDUAF
CDUAF Risk / Return Rank: 9292
Overall Rank
CDUAF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9090
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9191
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9595
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9494
Martin Ratio Rank

UVV
UVV Risk / Return Rank: 2626
Overall Rank
UVV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 2525
Sortino Ratio Rank
UVV Omega Ratio Rank: 2525
Omega Ratio Rank
UVV Calmar Ratio Rank: 2525
Calmar Ratio Rank
UVV Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDUAF vs. UVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) and Universal Corporation (UVV). 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.


CDUAFUVVDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.40

Omega ratioGain probability vs. loss probability

1.44

0.96

+0.47

Calmar ratioReturn relative to maximum drawdown

6.89

-0.50

+7.39

Martin ratioReturn relative to average drawdown

17.11

-0.83

+17.94

CDUAF vs. UVV - Sharpe Ratio Comparison

The current CDUAF Sharpe Ratio is 2.29, which is higher than the UVV Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of CDUAF and UVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDUAFUVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-0.32

+2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.19

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.18

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.28

-0.19

Drawdowns

CDUAF vs. UVV - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -71.22%, roughly equal to the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for CDUAF and UVV.


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Drawdown Indicators


CDUAFUVVDifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-69.75%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-15.23%

+9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-29.70%

+7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-29.70%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-45.68%

+3.76%

Current Drawdown

Current decline from peak

-17.93%

-14.30%

-3.63%

Average Drawdown

Average peak-to-trough decline

-39.89%

-18.59%

-21.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

9.04%

-6.89%

Volatility

CDUAF vs. UVV - Volatility Comparison

The current volatility for Canadian Utilities Limited (CDUAF) is 6.79%, while Universal Corporation (UVV) has a volatility of 10.11%. This indicates that CDUAF experiences smaller price fluctuations and is considered to be less risky than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDUAFUVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

10.11%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

18.46%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

23.77%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

24.57%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

28.94%

-3.36%

Dividends

CDUAF vs. UVV - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 3.70%, less than UVV's 6.22% yield.


PositionTTM20252024202320222021202020192018201720162015
CDUAF
Canadian Utilities Limited
3.70%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%
UVV
Universal Corporation
6.22%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

CDUAF vs. UVV - Financials Comparison

This section allows you to compare key financial metrics between Canadian Utilities Limited and Universal 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.


Quarterly
Annual

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.08B
0
(CDUAF) Total Revenue
(UVV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CDUAF and UVV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVV has higher volatility (10.11%) compared to CDUAF (6.79%). In terms of maximum drawdown, CDUAF dropped -71.22% vs UVV's -69.75%.

CDUAF currently has the higher Sharpe Ratio (2.29 vs -0.32), 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.

Portfolio Optimizer

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