FTS-PH.TO vs. EQCC.TO

Last updated Jul 14, 2026

FTS-PH.TO (Fortis Inc.) is a stock, while EQCC.TO (Global X All-Equity Asset Allocation Covered Call ETF) is Derivative Income fund actively managed by Global X. Over the past year, FTS-PH.TO returned 18.37% vs 24.36% for EQCC.TO. At a 0.03 correlation, their price movements are largely independent.

Performance

FTS-PH.TO vs. EQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fortis Inc. (FTS-PH.TO) and Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO). 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 9.03% return, which is significantly lower than EQCC.TO's 12.51% return.

FTS-PH.TO

• 1D: -0.05%
• 1M: -1.65%
• 6M: 7.73%
• YTD: 9.03%
• 1Y: 18.37%
• 3Y*: 20.87%
• 5Y*: 8.92%
• 10Y*: 7.80%

EQCC.TO

• 1D: -0.85%
• 1M: 2.10%
• 6M: 9.13%
• YTD: 12.51%
• 1Y: 24.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTS-PH.TO vs. EQCC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FTS-PH.TO Fortis Inc.	9.03%	20.68%	8.09%
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF	12.51%	13.50%	11.63%

Correlation

The correlation between FTS-PH.TO and EQCC.TO is 0.03, 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	0.03
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.03

Return for Risk

FTS-PH.TO vs. EQCC.TO — 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: 89
FTS-PH.TO Sharpe Ratio Rank: 88
FTS-PH.TO Sortino Ratio Rank: 86
FTS-PH.TO Omega Ratio Rank: 87
FTS-PH.TO Calmar Ratio Rank: 89
FTS-PH.TO Martin Ratio Rank: 93

EQCC.TO

EQCC.TO Risk / Return Rank: 83
EQCC.TO Sharpe Ratio Rank: 81
EQCC.TO Sortino Ratio Rank: 82
EQCC.TO Omega Ratio Rank: 90
EQCC.TO Calmar Ratio Rank: 80
EQCC.TO Martin Ratio Rank: 82

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. EQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS-PH.TO) and Global X All-Equity Asset Allocation Covered Call ETF (EQCC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTS-PH.TO	EQCC.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.04	-0.34
Sortino ratio: Return per unit of downside risk	2.43	2.87	-0.43
Omega ratio: Gain probability vs. loss probability	1.34	1.45	-0.11
Calmar ratio: Return relative to maximum drawdown	3.41	3.34	+0.07
Martin ratio: Return relative to average drawdown	11.86	12.67	-0.81

FTS-PH.TO vs. EQCC.TO - Sharpe Ratio Comparison

The current FTS-PH.TO Sharpe Ratio is 1.69, which is comparable to the EQCC.TO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FTS-PH.TO and EQCC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTS-PH.TO vs. EQCC.TO - Drawdown Comparison

The maximum FTS-PH.TO drawdown since its inception was -56.23%, which is greater than EQCC.TO's maximum drawdown of -15.94%. Use the drawdown chart below to compare losses from any high point for FTS-PH.TO and EQCC.TO.

Drawdown Indicators

	FTS-PH.TO	EQCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-56.23%	-15.94%	-40.29%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	-7.32%	+1.91%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	—	—
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	-4.94%	-1.02%	-3.92%
Average Drawdown Average peak-to-trough decline	-17.77%	-1.70%	-16.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	1.93%	-0.38%

Volatility

FTS-PH.TO vs. EQCC.TO - Volatility Comparison

Fortis Inc. (FTS-PH.TO) has a higher volatility of 3.25% compared to Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) at 2.99%. This indicates that FTS-PH.TO's price experiences larger fluctuations and is considered to be riskier than EQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTS-PH.TO	EQCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	2.99%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	8.43%	10.01%	-1.58%
Volatility (1Y) Calculated over the trailing 1-year period	10.91%	12.03%	-1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	13.86%	+3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.21%	13.86%	+7.35%

Dividends

FTS-PH.TO vs. EQCC.TO - Dividend Comparison

FTS-PH.TO's dividend yield for the trailing twelve months is around 5.17%, less than EQCC.TO's 8.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF	8.77%	9.43%	5.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTS-PH.TO Fortis Inc.	5.17%	3.96%	2.79%	3.51%	3.75%	2.70%	4.88%	4.63%	4.15%	3.46%	4.41%	7.57%

Frequently Asked Questions

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

FTS-PH.TO and EQCC.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.