ENB.TO vs. AQN.TO
Compare and contrast key facts about Enbridge Inc. (ENB.TO) 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: ENB.TO or AQN.TO.
Key characteristics
| ENB.TO | AQN.TO | |
|---|---|---|
| YTD Return | 25.70% | -18.56% |
| 1Y Return | 32.12% | -12.27% |
| 3Y Return (Ann) | 8.96% | -24.35% |
| 5Y Return (Ann) | 10.49% | -14.02% |
| 10Y Return (Ann) | 6.91% | 1.25% |
| Sharpe Ratio | 2.82 | -0.38 |
| Sortino Ratio | 4.20 | -0.34 |
| Omega Ratio | 1.49 | 0.96 |
| Calmar Ratio | 2.05 | -0.17 |
| Martin Ratio | 12.63 | -0.88 |
| Ulcer Index | 2.59% | 12.26% |
| Daily Std Dev | 11.62% | 28.57% |
| Max Drawdown | -48.19% | -78.58% |
| Current Drawdown | -2.09% | -64.57% |
Fundamentals
| ENB.TO | AQN.TO | |
|---|---|---|
| Market Cap | CA$123.59B | CA$5.04B |
| EPS | CA$2.96 | CA$0.22 |
| PE Ratio | 19.18 | 29.86 |
| PEG Ratio | 2.01 | 1.41 |
| Total Revenue (TTM) | CA$33.61B | CA$2.00B |
| Gross Profit (TTM) | CA$14.13B | CA$1.51B |
| EBITDA (TTM) | CA$12.24B | CA$824.49M |
Correlation
The correlation between ENB.TO and AQN.TO is 0.34, 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
ENB.TO vs. AQN.TO - Performance Comparison
In the year-to-date period, ENB.TO achieves a 25.70% return, which is significantly higher than AQN.TO's -18.56% return. Over the past 10 years, ENB.TO has outperformed AQN.TO with an annualized return of 6.91%, while AQN.TO has yielded a comparatively lower 1.25% 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
ENB.TO vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB.TO) 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
ENB.TO vs. AQN.TO - Dividend Comparison
ENB.TO's dividend yield for the trailing twelve months is around 6.40%, less than AQN.TO's 8.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB.TO Enbridge Inc. | 6.40% | 7.44% | 6.50% | 6.76% | 7.96% | 5.72% | 6.33% | 4.91% | 3.75% | 4.04% | 2.34% | 2.71% |
AQN.TO Algonquin Power & Utilities Corp. | 8.07% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
ENB.TO vs. AQN.TO - Drawdown Comparison
The maximum ENB.TO drawdown since its inception was -48.19%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for ENB.TO and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
ENB.TO vs. AQN.TO - Volatility Comparison
The current volatility for Enbridge Inc. (ENB.TO) is 2.94%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 6.29%. This indicates that ENB.TO 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
ENB.TO vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between Enbridge Inc. 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