FE vs. AQN.TO
Compare and contrast key facts about FirstEnergy Corp. (FE) 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: FE or AQN.TO.
Key characteristics
| FE | AQN.TO | |
|---|---|---|
| YTD Return | 16.23% | -15.18% |
| 1Y Return | 15.73% | -9.31% |
| 3Y Return (Ann) | 5.39% | -23.05% |
| 5Y Return (Ann) | 1.37% | -13.46% |
| 10Y Return (Ann) | 5.50% | 1.95% |
| Sharpe Ratio | 1.05 | -0.33 |
| Sortino Ratio | 1.59 | -0.26 |
| Omega Ratio | 1.19 | 0.97 |
| Calmar Ratio | 0.80 | -0.15 |
| Martin Ratio | 5.25 | -0.73 |
| Ulcer Index | 3.11% | 12.82% |
| Daily Std Dev | 15.58% | 28.44% |
| Max Drawdown | -55.75% | -78.58% |
| Current Drawdown | -7.38% | -62.62% |
Fundamentals
| FE | AQN.TO | |
|---|---|---|
| Market Cap | $23.92B | CA$5.25B |
| EPS | $1.55 | CA$0.73 |
| PE Ratio | 26.77 | 9.12 |
| PEG Ratio | 2.05 | 1.41 |
| Total Revenue (TTM) | $13.44B | CA$2.58B |
| Gross Profit (TTM) | $6.26B | CA$1.97B |
| EBITDA (TTM) | $3.80B | CA$824.49M |
Correlation
The correlation between FE and AQN.TO is 0.24, 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
FE vs. AQN.TO - Performance Comparison
In the year-to-date period, FE achieves a 16.23% return, which is significantly higher than AQN.TO's -15.18% return. Over the past 10 years, FE has outperformed AQN.TO with an annualized return of 5.50%, while AQN.TO has yielded a comparatively lower 1.95% 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
FE vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FirstEnergy Corp. (FE) 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
FE vs. AQN.TO - Dividend Comparison
FE's dividend yield for the trailing twelve months is around 4.13%, less than AQN.TO's 7.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FE FirstEnergy Corp. | 4.13% | 4.31% | 3.72% | 3.75% | 5.10% | 3.13% | 3.83% | 4.70% | 4.65% | 4.54% | 3.69% | 6.67% |
AQN.TO Algonquin Power & Utilities Corp. | 7.85% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
FE vs. AQN.TO - Drawdown Comparison
The maximum FE drawdown since its inception was -55.75%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for FE and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
FE vs. AQN.TO - Volatility Comparison
The current volatility for FirstEnergy Corp. (FE) is 3.85%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 6.82%. This indicates that FE 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
FE vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between FirstEnergy Corp. 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