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 | -0.57% | 2.43% |
| 1Y Return | -18.60% | -21.64% |
| 3Y Return (Ann) | -8.02% | -20.32% |
| 5Y Return (Ann) | -0.18% | -6.35% |
| 10Y Return (Ann) | 6.16% | 5.77% |
| Sharpe Ratio | -0.71 | -0.79 |
| Daily Std Dev | 26.06% | 27.89% |
| Max Drawdown | -65.47% | -78.58% |
| Current Drawdown | -31.05% | -54.89% |
Fundamentals
| ES | AQN.TO | |
|---|---|---|
| Market Cap | $20.85B | CA$5.77B |
| EPS | -$1.27 | CA$0.04 |
| PE Ratio | 17.08 | 209.25 |
| PEG Ratio | 2.01 | 1.41 |
| Revenue (TTM) | $11.91B | CA$2.70B |
| Gross Profit (TTM) | $5.41B | CA$1.05B |
| EBITDA (TTM) | $3.84B | CA$944.79M |
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 -0.57% return, which is significantly lower than AQN.TO's 2.43% return. Over the past 10 years, ES has outperformed AQN.TO with an annualized return of 6.16%, while AQN.TO has yielded a comparatively lower 5.77% 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 4.52%, less than AQN.TO's 6.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.52% | 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. | 6.89% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 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
The current volatility for Eversource Energy (ES) is 5.47%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 7.94%. This indicates that ES 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
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