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ENB vs. CU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENB vs. CU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enbridge Inc. (ENB) and Canadian Utilities Limited (CU.TO). The values are adjusted to include any dividend payments, if applicable.

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ENB vs. CU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENB
Enbridge Inc.
14.71%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%
CU.TO
Canadian Utilities Limited
14.06%34.93%6.48%-6.14%-2.28%25.06%-14.86%37.55%-19.00%14.69%
Different Trading Currencies

ENB is traded in USD, while CU.TO is traded in CAD. To make them comparable, the CU.TO values have been converted to USD using the latest available exchange rates.

Fundamentals

EPS

ENB:

$8.09

CU.TO:

CA$0.44

PE Ratio

ENB:

6.69

CU.TO:

111.70

PS Ratio

ENB:

1.21

CU.TO:

3.60

Total Revenue (TTM)

ENB:

$65.19B

CU.TO:

CA$3.69B

Gross Profit (TTM)

ENB:

$0.00

CU.TO:

CA$914.00M

EBITDA (TTM)

ENB:

$10.66B

CU.TO:

CA$1.83B

Returns By Period

The year-to-date returns for both stocks are quite close, with ENB having a 14.71% return and CU.TO slightly lower at 14.06%. Over the past 10 years, ENB has outperformed CU.TO with an annualized return of 10.17%, while CU.TO has yielded a comparatively lower 7.25% annualized return.


ENB

1D
-0.35%
1M
1.88%
YTD
14.71%
6M
10.26%
1Y
29.33%
3Y*
19.97%
5Y*
15.26%
10Y*
10.17%

CU.TO

1D
0.29%
1M
0.80%
YTD
14.06%
6M
28.45%
1Y
43.02%
3Y*
13.83%
5Y*
10.96%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENB vs. CU.TO — Risk / Return Rank

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

ENB
ENB Risk / Return Rank: 8686
Overall Rank
ENB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENB Omega Ratio Rank: 8383
Omega Ratio Rank
ENB Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENB Martin Ratio Rank: 8585
Martin Ratio Rank

CU.TO
CU.TO Risk / Return Rank: 9696
Overall Rank
CU.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CU.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
CU.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CU.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
CU.TO Martin Ratio Rank: 9797
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.

ENB vs. CU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) and Canadian Utilities Limited (CU.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.


ENBCU.TODifference

Sharpe ratio

Return per unit of total volatility

1.73

2.80

-1.08

Sortino ratio

Return per unit of downside risk

2.30

3.84

-1.54

Omega ratio

Gain probability vs. loss probability

1.31

1.52

-0.21

Calmar ratio

Return relative to maximum drawdown

3.08

5.33

-2.25

Martin ratio

Return relative to average drawdown

7.65

20.53

-12.88

ENB vs. CU.TO - Sharpe Ratio Comparison

The current ENB Sharpe Ratio is 1.73, which is lower than the CU.TO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ENB and CU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENBCU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.80

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.65

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.35

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.42

+0.11

Correlation

The correlation between ENB and CU.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ENB vs. CU.TO - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 5.07%, more than CU.TO's 3.76% yield.


TTM20252024202320222021202020192018201720162015
ENB
Enbridge Inc.
5.07%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
CU.TO
Canadian Utilities Limited
3.76%4.29%5.20%5.63%4.85%4.80%5.60%4.32%5.02%3.83%3.59%3.69%

Drawdowns

ENB vs. CU.TO - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, roughly equal to the maximum CU.TO drawdown of -45.22%. Use the drawdown chart below to compare losses from any high point for ENB and CU.TO.


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Drawdown Indicators


ENBCU.TODifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-40.15%

-6.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-7.68%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-27.67%

-0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

-40.15%

-3.92%

Current Drawdown

Current decline from peak

-0.81%

-0.67%

-0.14%

Average Drawdown

Average peak-to-trough decline

-10.88%

-9.31%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

1.98%

+1.80%

Volatility

ENB vs. CU.TO - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 3.51%, while Canadian Utilities Limited (CU.TO) has a volatility of 3.82%. This indicates that ENB experiences smaller price fluctuations and is considered to be less risky than CU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENBCU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.82%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

10.51%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

15.42%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

16.91%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

20.99%

+3.42%

Financials

ENB vs. CU.TO - Financials Comparison

This section allows you to compare key financial metrics between Enbridge Inc. and Canadian Utilities Limited. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
17.18B
971.00M
(ENB) Total Revenue
(CU.TO) Total Revenue
Please note, different currencies. ENB values in USD, CU.TO values in CAD