FTS.TO vs. BN.TO
FTS.TO (Fortis Inc.) and BN.TO (Brookfield Corporation) are both stocks. FTS.TO operates in Utilities - Regulated Electric (Utilities), while BN.TO operates in Asset Management (Financial Services). Over the past 10 years, FTS.TO returned 10.80%/yr vs 30.86%/yr for BN.TO. At a 0.26 correlation, their price movements are largely independent.
Performance
FTS.TO vs. BN.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FTS.TO achieves a 13.43% return, which is significantly higher than BN.TO's 0.47% return. Over the past 10 years, FTS.TO has underperformed BN.TO with an annualized return of 10.80%, while BN.TO has yielded a comparatively higher 30.86% annualized return.
FTS.TO
- 1D
- 0.99%
- 1M
- 5.79%
- YTD
- 13.43%
- 6M
- 15.37%
- 1Y
- 25.87%
- 3Y*
- 16.29%
- 5Y*
- 11.27%
- 10Y*
- 10.80%
BN.TO
- 1D
- 0.62%
- 1M
- 0.83%
- YTD
- 0.47%
- 6M
- 0.84%
- 1Y
- 82.01%
- 3Y*
- 49.71%
- 5Y*
- 31.01%
- 10Y*
- 30.86%
FTS.TO vs. BN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTS.TO Fortis Inc. | 13.43% | 23.93% | 14.24% | 4.76% | -7.87% | 21.81% | 0.04% | 22.71% | 2.74% | 15.29% |
BN.TO Brookfield Corporation | 0.47% | 73.06% | 57.07% | 27.06% | -12.87% | 47.98% | 62.13% | 48.67% | -0.53% | 29.78% |
Correlation
The correlation between FTS.TO and BN.TO is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2006 | 0.26 |
The correlation between FTS.TO and BN.TO shifts across timeframes, from -0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FTS.TO:
CA$40.48B
BN.TO:
CA$145.56B
FTS.TO:
CA$3.56
BN.TO:
$0.63
FTS.TO:
22.34
BN.TO:
72.25
FTS.TO:
3.30
BN.TO:
1.27
FTS.TO:
1.78
BN.TO:
2.44
FTS.TO:
CA$12.21B
BN.TO:
$76.56B
FTS.TO:
CA$3.98B
BN.TO:
$18.76B
FTS.TO:
CA$5.87B
BN.TO:
$33.73B
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Return for Risk
FTS.TO vs. BN.TO — Risk / Return Rank
FTS.TO
BN.TO
FTS.TO vs. BN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) and Brookfield Corporation (BN.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.TO | BN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.48 | +0.86 |
| Martin ratioReturn relative to average drawdown | 10.47 | 10.01 | +0.46 |
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Drawdowns
FTS.TO vs. BN.TO - Drawdown Comparison
The maximum FTS.TO drawdown since its inception was -28.27%, smaller than the maximum BN.TO drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for FTS.TO and BN.TO.
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Drawdown Indicators
| FTS.TO | BN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.27% | -63.63% | +35.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -22.47% | +16.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -28.87% | +17.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.01% | -32.27% | +8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.27% | -46.45% | +18.18% |
Current DrawdownCurrent decline from peak | 0.00% | -6.75% | +6.75% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -10.40% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 7.79% | -5.28% |
Volatility
FTS.TO vs. BN.TO - Volatility Comparison
The current volatility for Fortis Inc. (FTS.TO) is 4.96%, while Brookfield Corporation (BN.TO) has a volatility of 10.04%. This indicates that FTS.TO experiences smaller price fluctuations and is considered to be less risky than BN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTS.TO | BN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 10.04% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 22.06% | -11.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 51.52% | -38.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 35.86% | -21.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 36.66% | -19.80% |
Dividends
FTS.TO vs. BN.TO - Dividend Comparison
FTS.TO's dividend yield for the trailing twelve months is around 3.18%, more than BN.TO's 0.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN.TO Brookfield Corporation | 0.41% | 0.53% | 0.80% | 1.48% | 2.09% | 1.58% | 2.27% | 3.15% | 4.14% | 4.51% | 4.35% | 4.36% |
FTS.TO Fortis Inc. | 3.18% | 3.48% | 3.99% | 4.19% | 4.01% | 3.36% | 3.73% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% |
Financials
FTS.TO vs. BN.TO - Financials Comparison
This section allows you to compare key financial metrics between Fortis Inc. and Brookfield Corporation. 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
FTS.TO vs. BN.TO - Profitability Comparison
FTS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported a gross profit of 933.00M and revenue of 3.38B. Therefore, the gross margin over that period was 27.6%.
BN.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 1.83B and revenue of 18.35B. Therefore, the gross margin over that period was 10.0%.
FTS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported an operating income of 933.00M and revenue of 3.38B, resulting in an operating margin of 27.6%.
BN.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.38B and revenue of 18.35B, resulting in an operating margin of 23.9%.
FTS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortis Inc. reported a net income of 523.00M and revenue of 3.38B, resulting in a net margin of 15.5%.
BN.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.33M and revenue of 18.35B, resulting in a net margin of 0.6%.
Frequently Asked Questions
FTS.TO and BN.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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