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FTS.TO vs. NEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FTS.TONEE
YTD Return0.30%11.27%
1Y Return-5.32%-10.10%
3Y Return (Ann)3.48%-2.44%
5Y Return (Ann)5.76%9.44%
10Y Return (Ann)9.30%13.50%
Sharpe Ratio-0.34-0.36
Daily Std Dev15.43%27.85%
Max Drawdown-35.48%-47.81%
Current Drawdown-10.76%-23.98%

Fundamentals


FTS.TONEE
Market CapCA$26.32B$135.58B
EPSCA$3.10$3.66
PE Ratio17.2218.03
PEG Ratio2.922.61
Revenue (TTM)CA$11.52B$27.13B
Gross Profit (TTM)CA$4.41B$10.14B
EBITDA (TTM)CA$4.92B$15.31B

Correlation

-0.50.00.51.00.2

The correlation between FTS.TO and NEE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FTS.TO vs. NEE - Performance Comparison

In the year-to-date period, FTS.TO achieves a 0.30% return, which is significantly lower than NEE's 11.27% return. Over the past 10 years, FTS.TO has underperformed NEE with an annualized return of 9.30%, while NEE has yielded a comparatively higher 13.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%4,500.00%5,000.00%5,500.00%NovemberDecember2024FebruaryMarchApril
4,170.39%
5,536.26%
FTS.TO
NEE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fortis Inc.

NextEra Energy, Inc.

Risk-Adjusted Performance

FTS.TO vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) and NextEra Energy, Inc. (NEE). 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.TO
Sharpe ratio
The chart of Sharpe ratio for FTS.TO, currently valued at -0.58, compared to the broader market-2.00-1.000.001.002.003.00-0.58
Sortino ratio
The chart of Sortino ratio for FTS.TO, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.006.00-0.73
Omega ratio
The chart of Omega ratio for FTS.TO, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for FTS.TO, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42
Martin ratio
The chart of Martin ratio for FTS.TO, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03
NEE
Sharpe ratio
The chart of Sharpe ratio for NEE, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00-0.31
Sortino ratio
The chart of Sortino ratio for NEE, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.006.00-0.25
Omega ratio
The chart of Omega ratio for NEE, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for NEE, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for NEE, currently valued at -0.45, compared to the broader market-10.000.0010.0020.0030.00-0.45

FTS.TO vs. NEE - Sharpe Ratio Comparison

The current FTS.TO Sharpe Ratio is -0.34, which roughly equals the NEE Sharpe Ratio of -0.36. The chart below compares the 12-month rolling Sharpe Ratio of FTS.TO and NEE.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2024FebruaryMarchApril
-0.58
-0.31
FTS.TO
NEE

Dividends

FTS.TO vs. NEE - Dividend Comparison

FTS.TO's dividend yield for the trailing twelve months is around 4.27%, more than NEE's 2.86% yield.


TTM20232022202120202019201820172016201520142013
FTS.TO
Fortis Inc.
4.27%4.19%4.01%3.36%3.73%3.39%3.79%3.52%3.68%3.73%3.29%4.07%
NEE
NextEra Energy, Inc.
2.86%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

Drawdowns

FTS.TO vs. NEE - Drawdown Comparison

The maximum FTS.TO drawdown since its inception was -35.48%, smaller than the maximum NEE drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for FTS.TO and NEE. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2024FebruaryMarchApril
-17.58%
-23.98%
FTS.TO
NEE

Volatility

FTS.TO vs. NEE - Volatility Comparison

The current volatility for Fortis Inc. (FTS.TO) is 4.75%, while NextEra Energy, Inc. (NEE) has a volatility of 6.30%. This indicates that FTS.TO experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
4.75%
6.30%
FTS.TO
NEE

Financials

FTS.TO vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Fortis Inc. and NextEra Energy, 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



Please note, different currencies. FTS.TO values in CAD, NEE values in USD