CU.TO vs. CPX.TO
Compare and contrast key facts about Canadian Utilities Limited (CU.TO) and Capital Power Corporation (CPX.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CU.TO or CPX.TO.
Key characteristics
| CU.TO | CPX.TO | |
|---|---|---|
| YTD Return | 14.80% | 57.47% |
| 1Y Return | 19.22% | 59.53% |
| 3Y Return (Ann) | 4.94% | 18.66% |
| 5Y Return (Ann) | 2.69% | 19.00% |
| 10Y Return (Ann) | 3.44% | 14.95% |
| Sharpe Ratio | 1.30 | 2.71 |
| Sortino Ratio | 1.93 | 3.70 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 0.81 | 2.36 |
| Martin Ratio | 4.79 | 16.42 |
| Ulcer Index | 3.83% | 3.58% |
| Daily Std Dev | 14.13% | 21.75% |
| Max Drawdown | -40.15% | -47.38% |
| Current Drawdown | -5.61% | -2.78% |
Fundamentals
| CU.TO | CPX.TO | |
|---|---|---|
| Market Cap | CA$7.10B | CA$7.44B |
| EPS | CA$1.98 | CA$4.11 |
| PE Ratio | 17.48 | 13.86 |
| PEG Ratio | 3.47 | 2.90 |
| Total Revenue (TTM) | CA$2.93B | CA$3.58B |
| Gross Profit (TTM) | CA$1.09B | CA$1.20B |
| EBITDA (TTM) | CA$1.00B | CA$1.33B |
Correlation
The correlation between CU.TO and CPX.TO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CU.TO vs. CPX.TO - Performance Comparison
In the year-to-date period, CU.TO achieves a 14.80% return, which is significantly lower than CPX.TO's 57.47% return. Over the past 10 years, CU.TO has underperformed CPX.TO with an annualized return of 3.44%, while CPX.TO has yielded a comparatively higher 14.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CU.TO vs. CPX.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CU.TO) 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
CU.TO vs. CPX.TO - Dividend Comparison
CU.TO's dividend yield for the trailing twelve months is around 5.20%, more than CPX.TO's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CU.TO Canadian Utilities Limited | 5.20% | 5.64% | 4.80% | 4.80% | 5.66% | 4.32% | 5.02% | 3.82% | 3.59% | 3.69% | 2.62% | 1.36% |
CPX.TO Capital Power Corporation | 4.41% | 6.34% | 4.88% | 5.37% | 5.66% | 5.39% | 6.51% | 6.59% | 6.50% | 7.93% | 5.04% | 5.92% |
Drawdowns
CU.TO vs. CPX.TO - Drawdown Comparison
The maximum CU.TO drawdown since its inception was -40.15%, smaller than the maximum CPX.TO drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for CU.TO and CPX.TO. For additional features, visit the drawdowns tool.
Volatility
CU.TO vs. CPX.TO - Volatility Comparison
The current volatility for Canadian Utilities Limited (CU.TO) is 5.13%, while Capital Power Corporation (CPX.TO) has a volatility of 11.42%. This indicates that CU.TO 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
CU.TO 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