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

Performance

ENB vs. FTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enbridge Inc. (ENB) 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, ENB achieves a 21.23% return, which is significantly higher than FTS's 11.40% return. Both investments have delivered pretty close results over the past 10 years, with ENB having a 9.68% annualized return and FTS not far ahead at 10.07%.


ENB

1D
0.07%
1M
3.68%
YTD
21.23%
6M
21.95%
1Y
27.43%
3Y*
22.21%
5Y*
14.42%
10Y*
9.68%

FTS

1D
0.87%
1M
2.11%
YTD
11.40%
6M
13.52%
1Y
22.71%
3Y*
14.70%
5Y*
8.43%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENB vs. FTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENB
Enbridge Inc.
21.23%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%
FTS
Fortis Inc
11.40%29.62%5.81%7.38%-13.69%22.73%1.91%29.00%-5.86%24.45%

Correlation

The correlation between ENB and FTS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.46

The correlation between ENB and FTS has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

Fundamentals

EPS

ENB:

$4.92

FTS:

CA$3.40

PE Ratio

ENB:

11.48

FTS:

23.41

PEG Ratio

ENB:

0.53

FTS:

3.41

PS Ratio

ENB:

1.34

FTS:

3.45

Total Revenue (TTM)

ENB:

$69.05B

FTS:

CA$12.22B

Gross Profit (TTM)

ENB:

$15.35B

FTS:

CA$7.44B

EBITDA (TTM)

ENB:

$17.09B

FTS:

CA$5.80B

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Return for Risk

ENB vs. FTS — Risk / Return Rank

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

ENB
ENB Risk / Return Rank: 8484
Overall Rank
ENB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENB Omega Ratio Rank: 8181
Omega Ratio Rank
ENB Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENB Martin Ratio Rank: 8484
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 8585
Overall Rank
FTS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTS Omega Ratio Rank: 8282
Omega Ratio Rank
FTS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTS Martin Ratio Rank: 8787
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. FTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) 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.


ENBFTSDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.30

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

3.03

3.66

-0.64

Martin ratioReturn relative to average drawdown

7.64

9.05

-1.41

ENB vs. FTS - Sharpe Ratio Comparison

The current ENB Sharpe Ratio is 1.71, which is comparable to the FTS Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ENB 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

ENB vs. FTS - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, which is greater than FTS's maximum drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for ENB and FTS.


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Drawdown Indicators


ENBFTSDifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-34.36%

-11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-6.23%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-15.29%

-14.46%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-29.96%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

-34.36%

-9.71%

Current Drawdown

Current decline from peak

-2.65%

-2.01%

-0.64%

Average Drawdown

Average peak-to-trough decline

-10.83%

-6.83%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.52%

+1.12%

Volatility

ENB vs. FTS - Volatility Comparison

Enbridge Inc. (ENB) has a higher volatility of 5.99% compared to Fortis Inc (FTS) at 4.93%. This indicates that ENB's price experiences larger fluctuations and is considered to be riskier 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


ENBFTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

4.93%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

10.55%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

13.48%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

16.31%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

18.94%

+5.39%

Dividends

ENB vs. FTS - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 4.91%, more than FTS's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ENB
Enbridge Inc.
4.91%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
FTS
Fortis Inc
3.23%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%0.00%

Financials

ENB vs. FTS - Financials Comparison

This section allows you to compare key financial metrics between Enbridge 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


5.00B10.00B15.00B20.00B20222023202420252026
22.36B
3.39B
(ENB) Total Revenue
(FTS) Total Revenue
Please note, different currencies. ENB values in USD, FTS values in CAD

ENB vs. FTS - Profitability Comparison

The chart below illustrates the profitability comparison between Enbridge 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

0.0%20.0%40.0%60.0%80.0%202220232024202520260
27.6%
Portfolio components
ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. Therefore, the gross margin over that period was 0.0%.

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%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.

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%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.

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


ENB and FTS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENB has higher volatility (5.99%) compared to FTS (4.93%). In terms of maximum drawdown, ENB dropped -46.35% vs FTS's -34.36%.

ENB currently has the higher Sharpe Ratio (1.71 vs 1.70), 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 ENB 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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