FTS.TO vs. CU.TO
Compare and contrast key facts about Fortis Inc. (FTS.TO) and Canadian Utilities Limited (CU.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTS.TO or CU.TO.
Key characteristics
| FTS.TO | CU.TO | |
|---|---|---|
| YTD Return | 16.90% | 14.21% |
| 1Y Return | 15.85% | 18.98% |
| 3Y Return (Ann) | 7.43% | 4.75% |
| 5Y Return (Ann) | 6.93% | 2.41% |
| 10Y Return (Ann) | 9.01% | 3.39% |
| Sharpe Ratio | 1.18 | 1.32 |
| Sortino Ratio | 1.79 | 1.95 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 1.02 | 0.82 |
| Martin Ratio | 4.49 | 4.83 |
| Ulcer Index | 3.48% | 3.85% |
| Daily Std Dev | 13.25% | 14.12% |
| Max Drawdown | -41.48% | -40.15% |
| Current Drawdown | -0.58% | -6.10% |
Fundamentals
| FTS.TO | CU.TO | |
|---|---|---|
| Market Cap | CA$30.70B | CA$7.10B |
| EPS | CA$3.23 | CA$1.97 |
| PE Ratio | 19.11 | 17.48 |
| PEG Ratio | 3.01 | 3.47 |
| Total Revenue (TTM) | CA$11.44B | CA$2.93B |
| Gross Profit (TTM) | CA$5.63B | CA$1.09B |
| EBITDA (TTM) | CA$3.83B | CA$1.00B |
Correlation
The correlation between FTS.TO and CU.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FTS.TO vs. CU.TO - Performance Comparison
In the year-to-date period, FTS.TO achieves a 16.90% return, which is significantly higher than CU.TO's 14.21% return. Over the past 10 years, FTS.TO has outperformed CU.TO with an annualized return of 9.01%, while CU.TO has yielded a comparatively lower 3.39% 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
FTS.TO vs. CU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) and Canadian Utilities Limited (CU.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
FTS.TO vs. CU.TO - Dividend Comparison
FTS.TO's dividend yield for the trailing twelve months is around 3.82%, less than CU.TO's 5.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTS.TO Fortis Inc. | 3.82% | 4.22% | 4.04% | 3.38% | 3.75% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% | 3.29% | 4.07% |
CU.TO Canadian Utilities Limited | 5.23% | 5.64% | 4.80% | 4.80% | 5.66% | 4.32% | 5.02% | 3.82% | 3.59% | 3.69% | 2.62% | 1.36% |
Drawdowns
FTS.TO vs. CU.TO - Drawdown Comparison
The maximum FTS.TO drawdown since its inception was -41.48%, roughly equal to the maximum CU.TO drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for FTS.TO and CU.TO. For additional features, visit the drawdowns tool.
Volatility
FTS.TO vs. CU.TO - Volatility Comparison
Fortis Inc. (FTS.TO) has a higher volatility of 5.43% compared to Canadian Utilities Limited (CU.TO) at 5.15%. This indicates that FTS.TO's price experiences larger fluctuations and is considered to be riskier than CU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FTS.TO vs. CU.TO - Financials Comparison
This section allows you to compare key financial metrics between Fortis Inc. and Canadian Utilities Limited. 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