EXC vs. AQN.TO
Compare and contrast key facts about Exelon Corporation (EXC) 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: EXC or AQN.TO.
Key characteristics
| EXC | AQN.TO | |
|---|---|---|
| YTD Return | 6.53% | 4.75% |
| 1Y Return | -6.88% | -20.56% |
| 3Y Return (Ann) | 9.68% | -19.70% |
| 5Y Return (Ann) | 4.99% | -5.95% |
| 10Y Return (Ann) | 7.84% | 6.00% |
| Sharpe Ratio | -0.39 | -0.71 |
| Daily Std Dev | 21.10% | 27.98% |
| Max Drawdown | -62.26% | -78.58% |
| Current Drawdown | -18.56% | -53.87% |
Fundamentals
| EXC | AQN.TO | |
|---|---|---|
| Market Cap | $37.31B | CA$5.77B |
| EPS | $2.34 | CA$0.04 |
| PE Ratio | 15.95 | 209.25 |
| PEG Ratio | 2.64 | 1.41 |
| Revenue (TTM) | $21.73B | CA$2.70B |
| Gross Profit (TTM) | $8.11B | CA$1.05B |
| EBITDA (TTM) | $6.81B | CA$944.79M |
Correlation
The correlation between EXC and AQN.TO is 0.26, 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
EXC vs. AQN.TO - Performance Comparison
In the year-to-date period, EXC achieves a 6.53% return, which is significantly higher than AQN.TO's 4.75% return. Over the past 10 years, EXC has outperformed AQN.TO with an annualized return of 7.84%, while AQN.TO has yielded a comparatively lower 6.00% 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
EXC vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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
EXC vs. AQN.TO - Dividend Comparison
EXC's dividend yield for the trailing twelve months is around 4.81%, less than AQN.TO's 6.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXC Exelon Corporation | 4.81% | 5.01% | 3.12% | 2.65% | 3.62% | 3.18% | 3.06% | 3.32% | 3.56% | 4.47% | 3.35% | 5.31% |
AQN.TO Algonquin Power & Utilities Corp. | 6.74% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
EXC vs. AQN.TO - Drawdown Comparison
The maximum EXC drawdown since its inception was -62.26%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for EXC and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
EXC vs. AQN.TO - Volatility Comparison
The current volatility for Exelon Corporation (EXC) is 5.12%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 8.35%. This indicates that EXC 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
EXC vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between Exelon Corporation 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