FTS-PH.TO vs. BRKY.NEO

Last updated Jun 5, 2026

FTS-PH.TO (Fortis Inc.) is a stock, while BRKY.NEO (Berkshire Hathaway Yield Shares Purpose ETF) is Large Cap Blend Equities fund actively managed by Purpose Investments. Over the past 3 years, FTS-PH.TO returned 25.29%/yr vs 14.17%/yr for BRKY.NEO. At a 0.10 correlation, their price movements are largely independent.

Performance

FTS-PH.TO vs. BRKY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fortis Inc. (FTS-PH.TO) and Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTS-PH.TO achieves a 13.40% return, which is significantly higher than BRKY.NEO's -6.22% return.

FTS-PH.TO

• 1D: 0.05%
• 1M: 3.31%
• YTD: 13.40%
• 6M: 13.46%
• 1Y: 26.06%
• 3Y*: 25.29%
• 5Y*: 10.54%
• 10Y*: 8.46%

BRKY.NEO

• 1D: 0.68%
• 1M: 2.72%
• YTD: -6.22%
• 6M: -5.94%
• 1Y: -5.33%
• 3Y*: 14.17%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTS-PH.TO vs. BRKY.NEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FTS-PH.TO Fortis Inc.	13.40%	20.68%	29.63%	10.82%	-0.65%
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF	-6.22%	9.35%	34.35%	15.68%	2.15%

Correlation

The correlation between FTS-PH.TO and BRKY.NEO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Dec 20, 2022	0.10

Return for Risk

FTS-PH.TO vs. BRKY.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTS-PH.TO

FTS-PH.TO Risk / Return Rank: 93
FTS-PH.TO Sharpe Ratio Rank: 91
FTS-PH.TO Sortino Ratio Rank: 91
FTS-PH.TO Omega Ratio Rank: 92
FTS-PH.TO Calmar Ratio Rank: 97
FTS-PH.TO Martin Ratio Rank: 97

BRKY.NEO

BRKY.NEO Risk / Return Rank: 5
BRKY.NEO Sharpe Ratio Rank: 6
BRKY.NEO Sortino Ratio Rank: 6
BRKY.NEO Omega Ratio Rank: 5
BRKY.NEO Calmar Ratio Rank: 5
BRKY.NEO Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTS-PH.TO vs. BRKY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS-PH.TO) and Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO). 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.

	FTS-PH.TO	BRKY.NEO	Difference
Sharpe ratio: Return per unit of total volatility	2.36	-0.35	+2.71
Sortino ratio: Return per unit of downside risk	3.42	-0.39	+3.81
Omega ratio: Gain probability vs. loss probability	1.47	0.95	+0.52
Calmar ratio: Return relative to maximum drawdown	8.84	-0.51	+9.34
Martin ratio: Return relative to average drawdown	24.54	-1.07	+25.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTS-PH.TO vs. BRKY.NEO - Sharpe Ratio Comparison

The current FTS-PH.TO Sharpe Ratio is 2.36, which is higher than the BRKY.NEO Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FTS-PH.TO and BRKY.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTS-PH.TO	BRKY.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	-0.35	+2.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.86	-0.70

Drawdowns

FTS-PH.TO vs. BRKY.NEO - Drawdown Comparison

The maximum FTS-PH.TO drawdown since its inception was -56.68%, which is greater than BRKY.NEO's maximum drawdown of -17.43%. Use the drawdown chart below to compare losses from any high point for FTS-PH.TO and BRKY.NEO.

Drawdown Indicators

	FTS-PH.TO	BRKY.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-56.68%	-17.43%	-39.25%
Max Drawdown (1Y) Largest decline over 1 year	-2.96%	-10.55%	+7.59%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-17.43%	+1.79%
Max Drawdown (5Y) Largest decline over 5 years	-33.79%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.44%	—	—
Current Drawdown Current decline from peak	-1.13%	-15.05%	+13.92%
Average Drawdown Average peak-to-trough decline	-17.41%	-5.63%	-11.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.11%	5.00%	-3.89%

Volatility

FTS-PH.TO vs. BRKY.NEO - Volatility Comparison

The current volatility for Fortis Inc. (FTS-PH.TO) is 2.73%, while Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) has a volatility of 3.54%. This indicates that FTS-PH.TO experiences smaller price fluctuations and is considered to be less risky than BRKY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTS-PH.TO	BRKY.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	3.54%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	11.60%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	15.23%	-4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.70%	17.77%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.29%	17.77%	+3.52%

Dividends

FTS-PH.TO vs. BRKY.NEO - Dividend Comparison

FTS-PH.TO's dividend yield for the trailing twelve months is around 4.98%, less than BRKY.NEO's 7.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF	7.55%	5.58%	11.30%	5.40%	0.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTS-PH.TO Fortis Inc.	4.98%	3.96%	2.79%	3.51%	3.75%	2.70%	4.88%	4.63%	4.15%	3.46%	4.41%	5.76%

Frequently Asked Questions

Can I hold both FTS-PH.TO and BRKY.NEO in my portfolio?

FTS-PH.TO and BRKY.NEO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.