ES vs. AQN.TO
Compare and contrast key facts about Eversource Energy (ES) 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: ES or AQN.TO.
Key characteristics
| ES | AQN.TO | |
|---|---|---|
| YTD Return | 2.49% | -14.04% |
| 1Y Return | 18.84% | -5.49% |
| 3Y Return (Ann) | -5.95% | -22.73% |
| 5Y Return (Ann) | -2.29% | -13.03% |
| 10Y Return (Ann) | 5.67% | 2.22% |
| Sharpe Ratio | 0.74 | -0.19 |
| Sortino Ratio | 1.19 | -0.07 |
| Omega Ratio | 1.15 | 0.99 |
| Calmar Ratio | 0.44 | -0.09 |
| Martin Ratio | 2.59 | -0.44 |
| Ulcer Index | 6.91% | 12.51% |
| Daily Std Dev | 24.35% | 28.81% |
| Max Drawdown | -65.47% | -78.58% |
| Current Drawdown | -28.94% | -62.12% |
Fundamentals
| ES | AQN.TO | |
|---|---|---|
| Market Cap | $22.50B | CA$5.25B |
| EPS | -$1.61 | CA$0.75 |
| PEG Ratio | 2.13 | 1.41 |
| Total Revenue (TTM) | $11.62B | CA$2.58B |
| Gross Profit (TTM) | $4.05B | CA$1.97B |
| EBITDA (TTM) | $3.89B | CA$824.49M |
Correlation
The correlation between ES and AQN.TO is 0.25, 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
ES vs. AQN.TO - Performance Comparison
In the year-to-date period, ES achieves a 2.49% return, which is significantly higher than AQN.TO's -14.04% return. Over the past 10 years, ES has outperformed AQN.TO with an annualized return of 5.67%, while AQN.TO has yielded a comparatively lower 2.22% 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
ES vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) 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
ES vs. AQN.TO - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.62%, less than AQN.TO's 7.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.62% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
AQN.TO Algonquin Power & Utilities Corp. | 7.75% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
ES vs. AQN.TO - Drawdown Comparison
The maximum ES drawdown since its inception was -65.47%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for ES and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
ES vs. AQN.TO - Volatility Comparison
Eversource Energy (ES) has a higher volatility of 7.00% compared to Algonquin Power & Utilities Corp. (AQN.TO) at 6.62%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ES vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy 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