CU.TO vs. DUK
Compare and contrast key facts about Canadian Utilities Limited (CU.TO) and Duke Energy Corporation (DUK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CU.TO or DUK.
Key characteristics
| CU.TO | DUK | |
|---|---|---|
| YTD Return | 14.80% | 19.48% |
| 1Y Return | 19.22% | 32.87% |
| 3Y Return (Ann) | 4.94% | 8.04% |
| 5Y Return (Ann) | 2.69% | 9.31% |
| 10Y Return (Ann) | 3.44% | 7.93% |
| Sharpe Ratio | 1.30 | 2.01 |
| Sortino Ratio | 1.93 | 2.81 |
| Omega Ratio | 1.23 | 1.35 |
| Calmar Ratio | 0.81 | 1.67 |
| Martin Ratio | 4.79 | 10.86 |
| Ulcer Index | 3.83% | 3.07% |
| Daily Std Dev | 14.13% | 16.60% |
| Max Drawdown | -40.15% | -71.92% |
| Current Drawdown | -5.61% | -6.87% |
Fundamentals
| CU.TO | DUK | |
|---|---|---|
| Market Cap | CA$7.10B | $86.87B |
| EPS | CA$1.98 | $5.57 |
| PE Ratio | 17.48 | 20.19 |
| PEG Ratio | 3.47 | 2.68 |
| Total Revenue (TTM) | CA$2.93B | $30.21B |
| Gross Profit (TTM) | CA$1.09B | $14.74B |
| EBITDA (TTM) | CA$1.00B | $14.00B |
Correlation
The correlation between CU.TO and DUK is 0.18, 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
CU.TO vs. DUK - Performance Comparison
In the year-to-date period, CU.TO achieves a 14.80% return, which is significantly lower than DUK's 19.48% return. Over the past 10 years, CU.TO has underperformed DUK with an annualized return of 3.44%, while DUK has yielded a comparatively higher 7.93% 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. DUK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CU.TO) and Duke Energy Corporation (DUK). 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. DUK - Dividend Comparison
CU.TO's dividend yield for the trailing twelve months is around 5.20%, more than DUK's 3.66% 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% |
DUK Duke Energy Corporation | 3.66% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
Drawdowns
CU.TO vs. DUK - Drawdown Comparison
The maximum CU.TO drawdown since its inception was -40.15%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for CU.TO and DUK. For additional features, visit the drawdowns tool.
Volatility
CU.TO vs. DUK - Volatility Comparison
The current volatility for Canadian Utilities Limited (CU.TO) is 5.13%, while Duke Energy Corporation (DUK) has a volatility of 6.24%. This indicates that CU.TO experiences smaller price fluctuations and is considered to be less risky than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CU.TO vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Canadian Utilities Limited and Duke Energy 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