EQB.TO vs. ENB.TO
Compare and contrast key facts about Equitable Group Inc. (EQB.TO) and Enbridge Inc. (ENB.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQB.TO or ENB.TO.
Key characteristics
| EQB.TO | ENB.TO | |
|---|---|---|
| YTD Return | 25.72% | 25.70% |
| 1Y Return | 48.73% | 32.12% |
| 3Y Return (Ann) | 12.84% | 8.96% |
| 5Y Return (Ann) | 14.11% | 10.49% |
| 10Y Return (Ann) | 13.47% | 6.91% |
| Sharpe Ratio | 1.85 | 2.82 |
| Sortino Ratio | 2.68 | 4.20 |
| Omega Ratio | 1.34 | 1.49 |
| Calmar Ratio | 2.72 | 2.05 |
| Martin Ratio | 7.80 | 12.63 |
| Ulcer Index | 6.65% | 2.59% |
| Daily Std Dev | 28.04% | 11.62% |
| Max Drawdown | -95.05% | -48.19% |
| Current Drawdown | -0.35% | -2.09% |
Fundamentals
| EQB.TO | ENB.TO | |
|---|---|---|
| Market Cap | CA$4.15B | CA$123.59B |
| EPS | CA$9.31 | CA$2.96 |
| PE Ratio | 11.60 | 19.18 |
| PEG Ratio | 0.27 | 2.01 |
| Total Revenue (TTM) | CA$1.46B | CA$33.61B |
| Gross Profit (TTM) | CA$812.83M | CA$14.13B |
| EBITDA (TTM) | CA$11.29M | CA$12.24B |
Correlation
The correlation between EQB.TO and ENB.TO is 0.35, 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
EQB.TO vs. ENB.TO - Performance Comparison
The year-to-date returns for both stocks are quite close, with EQB.TO having a 25.72% return and ENB.TO slightly lower at 25.70%. Over the past 10 years, EQB.TO has outperformed ENB.TO with an annualized return of 13.47%, while ENB.TO has yielded a comparatively lower 6.91% 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
EQB.TO vs. ENB.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equitable Group Inc. (EQB.TO) and Enbridge Inc. (ENB.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
EQB.TO vs. ENB.TO - Dividend Comparison
EQB.TO's dividend yield for the trailing twelve months is around 1.61%, less than ENB.TO's 6.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQB.TO Equitable Group Inc. | 1.61% | 1.72% | 2.13% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
EQB.TO vs. ENB.TO - Drawdown Comparison
The maximum EQB.TO drawdown since its inception was -95.05%, which is greater than ENB.TO's maximum drawdown of -48.19%. Use the drawdown chart below to compare losses from any high point for EQB.TO and ENB.TO. For additional features, visit the drawdowns tool.
Volatility
EQB.TO vs. ENB.TO - Volatility Comparison
Equitable Group Inc. (EQB.TO) has a higher volatility of 5.20% compared to Enbridge Inc. (ENB.TO) at 2.94%. This indicates that EQB.TO's price experiences larger fluctuations and is considered to be riskier than ENB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EQB.TO vs. ENB.TO - Financials Comparison
This section allows you to compare key financial metrics between Equitable Group Inc. and Enbridge 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.
Total Revenue: Total amount of money received from sales and other business activities