FTS-PH.TO vs. PGIC.TO

Last updated Jun 4, 2026

FTS-PH.TO (Fortis Inc.) and PGIC.TO (Premium Global Income Split Corp.) are both stocks. FTS-PH.TO operates in Utilities - Regulated Electric (Utilities), while PGIC.TO operates in Asset Management (Financial Services). Over the past 10 years, FTS-PH.TO returned 8.57%/yr vs -11.90%/yr for PGIC.TO. At a 0.06 correlation, their price movements are largely independent.

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fortis Inc. (FTS-PH.TO) and Premium Global Income Split Corp. (PGIC.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 13.35% return, which is significantly lower than PGIC.TO's 25.23% return. Over the past 10 years, FTS-PH.TO has outperformed PGIC.TO with an annualized return of 8.57%, while PGIC.TO has yielded a comparatively lower -11.90% annualized return.

FTS-PH.TO

• 1D: 0.05%
• 1M: 3.82%
• YTD: 13.35%
• 6M: 11.41%
• 1Y: 27.67%
• 3Y*: 25.27%
• 5Y*: 10.53%
• 10Y*: 8.57%

PGIC.TO

• 1D: -1.32%
• 1M: 5.75%
• YTD: 25.23%
• 6M: 27.04%
• 1Y: 44.28%
• 3Y*: -15.75%
• 5Y*: -27.14%
• 10Y*: -11.90%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTS-PH.TO Fortis Inc.	13.35%	20.68%	29.63%	10.82%	-25.81%	57.73%	-13.39%	-6.17%	-13.55%	32.24%
PGIC.TO Premium Global Income Split Corp.	25.23%	4.88%	-50.62%	-48.37%	-36.55%	65.71%	-42.95%	57.27%	-51.86%	14.36%

Correlation

The correlation between FTS-PH.TO and PGIC.TO is 0.00, 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	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Jan 27, 2010	0.06

Return for Risk

FTS-PH.TO vs. PGIC.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: 94
FTS-PH.TO Sharpe Ratio Rank: 92
FTS-PH.TO Sortino Ratio Rank: 93
FTS-PH.TO Omega Ratio Rank: 92
FTS-PH.TO Calmar Ratio Rank: 97
FTS-PH.TO Martin Ratio Rank: 97

PGIC.TO

PGIC.TO Risk / Return Rank: 95
PGIC.TO Sharpe Ratio Rank: 94
PGIC.TO Sortino Ratio Rank: 95
PGIC.TO Omega Ratio Rank: 93
PGIC.TO Calmar Ratio Rank: 97
PGIC.TO Martin Ratio Rank: 98

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. PGIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS-PH.TO) and Premium Global Income Split Corp. (PGIC.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.

	FTS-PH.TO	PGIC.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.98	-0.49
Sortino ratio: Return per unit of downside risk	3.61	4.01	-0.40
Omega ratio: Gain probability vs. loss probability	1.49	1.51	-0.01
Calmar ratio: Return relative to maximum drawdown	9.38	9.42	-0.03
Martin ratio: Return relative to average drawdown	25.14	28.91	-3.77
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. PGIC.TO - Sharpe Ratio Comparison

The current FTS-PH.TO Sharpe Ratio is 2.49, which is comparable to the PGIC.TO Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of FTS-PH.TO and PGIC.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.

Sharpe Ratios by Period

	FTS-PH.TO	PGIC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	2.98	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	-0.32	+0.92
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	-0.13	+0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.16	+0.32

Drawdowns

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

The maximum FTS-PH.TO drawdown since its inception was -56.68%, smaller than the maximum PGIC.TO drawdown of -97.73%. Use the drawdown chart below to compare losses from any high point for FTS-PH.TO and PGIC.TO.

Drawdown Indicators

	FTS-PH.TO	PGIC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-56.68%	-97.73%	+41.05%
Max Drawdown (1Y) Largest decline over 1 year	-2.96%	-4.73%	+1.77%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-84.94%	+69.30%
Max Drawdown (5Y) Largest decline over 5 years	-33.79%	-89.13%	+55.34%
Max Drawdown (10Y) Largest decline over 10 years	-52.44%	-92.49%	+40.05%
Current Drawdown Current decline from peak	-1.18%	-96.28%	+95.10%
Average Drawdown Average peak-to-trough decline	-17.41%	-71.46%	+54.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.10%	1.54%	-0.44%

Volatility

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

The current volatility for Fortis Inc. (FTS-PH.TO) is 2.75%, while Premium Global Income Split Corp. (PGIC.TO) has a volatility of 6.74%. This indicates that FTS-PH.TO experiences smaller price fluctuations and is considered to be less risky than PGIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTS-PH.TO	PGIC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	6.74%	-3.99%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	12.02%	-3.52%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	14.98%	-3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.70%	85.07%	-67.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	93.27%	-71.97%

Dividends

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

FTS-PH.TO's dividend yield for the trailing twelve months is around 4.98%, less than PGIC.TO's 12.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PGIC.TO Premium Global Income Split Corp.	12.89%	15.21%	6.86%	0.00%	0.00%	0.00%	0.47%	4.25%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

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

FTS-PH.TO and PGIC.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.