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.
Performance
EXC vs. AQN.TO - Performance Comparison
Returns By Period
In the year-to-date period, EXC achieves a 13.83% return, which is significantly higher than AQN.TO's -15.30% return. Over the past 10 years, EXC has outperformed AQN.TO with an annualized return of 8.05%, while AQN.TO has yielded a comparatively lower 1.58% annualized return.
EXC
13.83%
-3.23%
4.09%
4.92%
7.74%
8.05%
AQN.TO
-15.30%
-5.60%
-23.28%
-11.99%
-13.65%
1.58%
Fundamentals
| EXC | AQN.TO | |
|---|---|---|
| Market Cap | $39.30B | CA$5.17B |
| EPS | $2.43 | CA$0.76 |
| PE Ratio | 16.09 | 8.87 |
| PEG Ratio | 2.45 | 1.41 |
| Total Revenue (TTM) | $22.93B | CA$2.58B |
| Gross Profit (TTM) | $7.56B | CA$1.97B |
| EBITDA (TTM) | $8.16B | CA$824.49M |
Key characteristics
| EXC | AQN.TO | |
|---|---|---|
| Sharpe Ratio | 0.17 | -0.38 |
| Sortino Ratio | 0.36 | -0.34 |
| Omega Ratio | 1.05 | 0.96 |
| Calmar Ratio | 0.12 | -0.17 |
| Martin Ratio | 0.38 | -0.83 |
| Ulcer Index | 9.19% | 13.00% |
| Daily Std Dev | 20.63% | 28.43% |
| Max Drawdown | -62.26% | -78.58% |
| Current Drawdown | -13.76% | -62.67% |
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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.
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 3.87%, less than AQN.TO's 7.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXC Exelon Corporation | 3.87% | 4.01% | 3.13% | 2.65% | 3.63% | 3.18% | 3.06% | 3.33% | 3.56% | 4.47% | 3.34% | 5.31% |
AQN.TO Algonquin Power & Utilities Corp. | 7.86% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 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 5.40%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 6.74%. 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