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FTS.TO vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTS.TO vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fortis Inc. (FTS.TO) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTS.TO is traded in CAD, while META is traded in USD. To make them comparable, the META values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTS.TO achieves a 13.43% return, which is significantly higher than META's -12.29% return. Over the past 10 years, FTS.TO has underperformed META with an annualized return of 10.80%, while META has yielded a comparatively higher 18.40% 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%

META

1D
-0.07%
1M
-6.53%
YTD
-12.29%
6M
-10.59%
1Y
-14.41%
3Y*
30.10%
5Y*
14.79%
10Y*
18.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTS.TO vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTS.TO
Fortis Inc.
13.43%23.93%14.24%4.76%-7.87%21.81%0.04%22.71%2.74%15.29%
META
Meta Platforms, Inc.
-12.29%7.93%80.11%187.14%-61.95%23.07%29.93%50.12%-19.47%42.99%

Correlation

The correlation between FTS.TO and META is -0.22, 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

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.07

The correlation between FTS.TO and META shifts across timeframes, from -0.22 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FTS.TO:

CA$40.48B

META:

$1.45T

EPS

FTS.TO:

CA$3.56

META:

$27.47

PE Ratio

FTS.TO:

22.34

META:

20.64

PEG Ratio

FTS.TO:

3.25

META:

0.85

PS Ratio

FTS.TO:

3.30

META:

6.78

PB Ratio

FTS.TO:

1.78

META:

5.97

Total Revenue (TTM)

FTS.TO:

CA$12.21B

META:

$214.96B

Gross Profit (TTM)

FTS.TO:

CA$3.98B

META:

$176.14B

EBITDA (TTM)

FTS.TO:

CA$5.87B

META:

$106.31B

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Return for Risk

FTS.TO vs. META — Risk / Return Rank

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

FTS.TO
FTS.TO Risk / Return Rank: 8989
Overall Rank
FTS.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTS.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
FTS.TO Omega Ratio Rank: 8787
Omega Ratio Rank
FTS.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTS.TO Martin Ratio Rank: 8989
Martin Ratio Rank

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank
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.TO vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) and Meta Platforms, Inc. (META). 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.TOMETADifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+3.35

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.42

Calmar ratioReturn relative to maximum drawdown

4.33

-0.49

+4.82

Martin ratioReturn relative to average drawdown

10.47

-1.02

+11.49

FTS.TO vs. META - Sharpe Ratio Comparison

The current FTS.TO Sharpe Ratio is 2.01, which is higher than the META Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of FTS.TO and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTS.TO vs. META - Drawdown Comparison

The maximum FTS.TO drawdown since its inception was -28.27%, smaller than the maximum META drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for FTS.TO and META.


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Drawdown Indicators


FTS.TOMETADifference

Max Drawdown

Largest peak-to-trough decline

-28.27%

-74.70%

+46.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-32.92%

+26.83%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-33.74%

+22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.01%

-74.70%

+50.69%

Max Drawdown (10Y)

Largest decline over 10 years

-28.27%

-74.70%

+46.43%

Current Drawdown

Current decline from peak

0.00%

-27.02%

+27.02%

Average Drawdown

Average peak-to-trough decline

-5.71%

-15.46%

+9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

15.88%

-13.37%

Volatility

FTS.TO vs. META - Volatility Comparison

The current volatility for Fortis Inc. (FTS.TO) is 4.96%, while Meta Platforms, Inc. (META) has a volatility of 10.22%. This indicates that FTS.TO experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTS.TOMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

10.22%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

26.49%

-16.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

35.28%

-22.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

44.33%

-29.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

39.18%

-22.32%

Dividends

FTS.TO vs. META - Dividend Comparison

FTS.TO's dividend yield for the trailing twelve months is around 3.18%, more than META's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FTS.TO vs. META - Financials Comparison

This section allows you to compare key financial metrics between Fortis Inc. and Meta Platforms, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
3.38B
56.31B
(FTS.TO) Total Revenue
(META) Total Revenue
Please note, different currencies. FTS.TO values in CAD, META values in USD

FTS.TO vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between Fortis Inc. and Meta Platforms, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
27.6%
81.9%
Portfolio components
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%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

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%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

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%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.


Frequently Asked Questions


FTS.TO and META have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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