DTE vs. AQN.TO
Compare and contrast key facts about DTE Energy Company (DTE) and Algonquin Power & Utilities Corp. (AQN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE or AQN.TO.
Key characteristics
| DTE | AQN.TO | |
|---|---|---|
| YTD Return | 0.81% | 1.21% |
| 1Y Return | 0.40% | -21.61% |
| 3Y Return (Ann) | 1.12% | -21.13% |
| 5Y Return (Ann) | 4.27% | -6.74% |
| 10Y Return (Ann) | 8.73% | 5.72% |
| Sharpe Ratio | 0.04 | -0.66 |
| Daily Std Dev | 19.13% | 27.99% |
| Max Drawdown | -67.91% | -78.58% |
| Current Drawdown | -15.36% | -55.43% |
Fundamentals
| DTE | AQN.TO | |
|---|---|---|
| Market Cap | $22.47B | CA$5.63B |
| EPS | $6.76 | CA$0.04 |
| PE Ratio | 16.06 | 204.25 |
| PEG Ratio | 1.80 | 1.41 |
| Revenue (TTM) | $12.74B | CA$2.70B |
| Gross Profit (TTM) | $3.67B | CA$1.05B |
| EBITDA (TTM) | $3.38B | CA$944.79M |
Correlation
The correlation between DTE and AQN.TO is 0.24, 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
DTE vs. AQN.TO - Performance Comparison
In the year-to-date period, DTE achieves a 0.81% return, which is significantly lower than AQN.TO's 1.21% return. Over the past 10 years, DTE has outperformed AQN.TO with an annualized return of 8.73%, while AQN.TO has yielded a comparatively lower 5.72% 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
DTE vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Algonquin Power & Utilities Corp. (AQN.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
DTE vs. AQN.TO - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.58%, less than AQN.TO's 6.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.58% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
AQN.TO Algonquin Power & Utilities Corp. | 6.98% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
DTE vs. AQN.TO - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.91%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for DTE and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
DTE vs. AQN.TO - Volatility Comparison
The current volatility for DTE Energy Company (DTE) is 6.91%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 9.65%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DTE vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between DTE Energy Company and Algonquin Power & Utilities Corp.. 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