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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 12.85% return, which is significantly higher than FTS's 11.58% return.


EMA

1D
0.57%
1M
1.77%
6M
10.92%
YTD
12.85%
1Y
20.11%
3Y*
5Y*
10Y*
ALL TIME*
21.30%

FTS

1D
-0.82%
1M
-1.69%
6M
8.67%
YTD
11.58%
1Y
18.23%
3Y*
15.57%
5Y*
8.98%
10Y*
ALL TIME*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$26.94M$24.90M$21.84M
$44.36M$43.80M$42.19M

EMA vs. FTS - Yearly Performance Comparison


2026 (YTD)2025
EMA
Emera Inc
12.85%11.17%
FTS
Fortis Inc.
11.58%8.93%

Correlation

The correlation between EMA and FTS is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (All Time)
Calculated using the full available price history since May 28, 2025

0.76

The correlation between EMA and FTS has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

Fundamentals

Market Cap

EMA:

$16.48B

FTS:

$29.02B

EPS

EMA:

CA$3.55

FTS:

CA$3.33

PE Ratio

EMA:

21.30

FTS:

23.95

PEG Ratio

EMA:

0.68

FTS:

3.49

PS Ratio

EMA:

2.66

FTS:

3.53

PB Ratio

EMA:

2.50

FTS:

1.78

Total Revenue (TTM)

EMA:

CA$8.59B

FTS:

CA$12.22B

Gross Profit (TTM)

EMA:

CA$2.83B

FTS:

CA$7.44B

EBITDA (TTM)

EMA:

CA$2.56B

FTS:

CA$5.80B

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Return for Risk

EMA vs. FTS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMA
EMA Risk / Return Rank: 8585
Overall Rank
EMA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EMA Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMA Omega Ratio Rank: 7979
Omega Ratio Rank
EMA Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMA Martin Ratio Rank: 8989
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 8585
Overall Rank
FTS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTS Omega Ratio Rank: 8080
Omega Ratio Rank
FTS Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMAFTSDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

3.53

3.30

+0.23

Martin ratioReturn relative to average drawdown

9.16

8.14

+1.02

EMA vs. FTS - Sharpe Ratio Comparison

The current EMA Sharpe Ratio is 1.48, which is comparable to the FTS Sharpe Ratio of 1.50. 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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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

-11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

Current Drawdown

Current decline from peak

-1.26%

-3.13%

+1.87%

Average Drawdown

Average peak-to-trough decline

-1.72%

-6.94%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.52%

-0.24%

Volatility

EMA vs. FTS - Volatility Comparison

Emera Inc (EMA) and Fortis Inc. (FTS) have volatilities of 5.16% and 4.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

5.16%

4.97%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

11.30%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

13.74%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

16.45%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.11%

18.94%

-4.83%

Dividends

EMA vs. FTS - Dividend Comparison

EMA's dividend yield for the trailing twelve months is around 4.92%, more than FTS's 3.22% yield.


PositionTTM2025202420232022202120202019201820172016
EMA
Emera Inc
3.95%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTS
Fortis Inc.
3.22%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%1.30%

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


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

EMA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 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 Aug 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 Aug 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 Aug 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 Aug 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 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMA has higher volatility (5.16%) compared to FTS (4.97%). In terms of maximum drawdown, EMA dropped -5.93% vs FTS's -34.36%.

FTS currently has the higher Sharpe Ratio (1.50 vs 1.48), 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

Find the right allocation for EMA and FTS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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