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EMA vs. FTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EMA vs. FTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emera Inc (EMA) and Fortis Inc (FTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMA achieves a 5.09% return, which is significantly lower than FTS's 7.06% return.


EMA

1D
-0.86%
1M
-3.27%
YTD
5.09%
6M
7.85%
1Y
16.52%
3Y*
5Y*
10Y*

FTS

1D
-0.11%
1M
-3.07%
YTD
7.06%
6M
8.84%
1Y
16.85%
3Y*
12.98%
5Y*
7.89%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMA vs. FTS - Yearly Performance Comparison


2026 (YTD)2025
EMA
Emera Inc
5.09%12.99%
FTS
Fortis Inc
7.06%10.41%

Correlation

The correlation between EMA and FTS is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.72

The correlation between EMA and FTS has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

Fundamentals

Market Cap

EMA:

$15.46B

FTS:

$27.81B

EPS

EMA:

$3.55

FTS:

$3.40

PE Ratio

EMA:

14.30

FTS:

16.10

PEG Ratio

EMA:

0.45

FTS:

2.34

PS Ratio

EMA:

1.78

FTS:

2.37

PB Ratio

EMA:

1.68

FTS:

1.22

Total Revenue (TTM)

EMA:

$8.59B

FTS:

$12.22B

Gross Profit (TTM)

EMA:

$2.83B

FTS:

$7.44B

EBITDA (TTM)

EMA:

$2.56B

FTS:

$5.80B

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Return for Risk

EMA vs. FTS — Risk / Return Rank

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

EMA
EMA Risk / Return Rank: 7676
Overall Rank
EMA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMA Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMA Omega Ratio Rank: 6868
Omega Ratio Rank
EMA Calmar Ratio Rank: 8181
Calmar Ratio Rank
EMA Martin Ratio Rank: 8282
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 7676
Overall Rank
FTS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 7373
Sortino Ratio Rank
FTS Omega Ratio Rank: 7070
Omega Ratio Rank
FTS Calmar Ratio Rank: 8080
Calmar Ratio Rank
FTS Martin Ratio Rank: 8181
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.

EMA vs. FTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emera Inc (EMA) and Fortis Inc (FTS). 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.


EMAFTSDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

2.80

2.72

+0.08

Martin ratioReturn relative to average drawdown

7.62

6.92

+0.71

EMA vs. FTS - Sharpe Ratio Comparison

The current EMA Sharpe Ratio is 1.22, which is comparable to the FTS Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EMA and FTS, 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


EMAFTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.28

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.60

+0.75

Drawdowns

EMA vs. FTS - Drawdown Comparison

The maximum EMA drawdown since its inception was -5.93%, smaller than the maximum FTS drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for EMA and FTS.


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Drawdown Indicators


EMAFTSDifference

Max Drawdown

Largest peak-to-trough decline

-5.93%

-34.36%

+28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-6.23%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.36%

Current Drawdown

Current decline from peak

-5.24%

-5.83%

+0.59%

Average Drawdown

Average peak-to-trough decline

-1.74%

-6.84%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.50%

-0.30%

Volatility

EMA vs. FTS - Volatility Comparison

The current volatility for Emera Inc (EMA) is 4.25%, while Fortis Inc (FTS) has a volatility of 4.68%. This indicates that EMA experiences smaller price fluctuations and is considered to be less risky than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMAFTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.68%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

10.39%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

13.29%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

16.28%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.67%

18.93%

-5.26%

Dividends

EMA vs. FTS - Dividend Comparison

EMA's dividend yield for the trailing twelve months is around 3.89%, more than FTS's 3.36% yield.


PositionTTM2025202420232022202120202019201820172016
EMA
Emera Inc
3.89%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTS
Fortis Inc
3.36%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%

Financials

EMA vs. FTS - Financials Comparison

This section allows you to compare key financial metrics between Emera Inc and Fortis Inc. 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


1.00B1.50B2.00B2.50B3.00B20222023202420252026
2.48B
3.39B
(EMA) Total Revenue
(FTS) Total Revenue
Values in USD except per share items

EMA vs. FTS - Profitability Comparison

The chart below illustrates the profitability comparison between Emera Inc and Fortis Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
30.5%
27.6%
Portfolio components
EMA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Emera Inc reported a gross profit of 756.95M and revenue of 2.48B. Therefore, the gross margin over that period was 30.5%.

FTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a gross profit of 935.41M and revenue of 3.39B. Therefore, the gross margin over that period was 27.6%.

EMA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Emera Inc reported an operating income of 626.62M and revenue of 2.48B, resulting in an operating margin of 25.3%.

FTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported an operating income of 935.41M and revenue of 3.39B, resulting in an operating margin of 27.6%.

EMA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Emera Inc reported a net income of 583.50M and revenue of 2.48B, resulting in a net margin of 23.5%.

FTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortis Inc reported a net income of 524.35M and revenue of 3.39B, resulting in a net margin of 15.5%.


Frequently Asked Questions


EMA and FTS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTS has higher volatility (4.68%) compared to EMA (4.25%). In terms of maximum drawdown, EMA dropped -5.93% vs FTS's -34.36%.

FTS currently has the higher Sharpe Ratio (1.28 vs 1.22), 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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