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FTS vs. TAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTS and TAC is 0.41, 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.


-0.50.00.51.00.4

Performance

FTS vs. TAC - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
2.77%
25.48%
FTS
TAC

Key characteristics

Sharpe Ratio

FTS:

1.13

TAC:

1.36

Sortino Ratio

FTS:

1.66

TAC:

1.83

Omega Ratio

FTS:

1.20

TAC:

1.29

Calmar Ratio

FTS:

0.77

TAC:

0.80

Martin Ratio

FTS:

4.25

TAC:

6.34

Ulcer Index

FTS:

3.99%

TAC:

8.64%

Daily Std Dev

FTS:

15.00%

TAC:

40.26%

Max Drawdown

FTS:

-34.36%

TAC:

-88.52%

Current Drawdown

FTS:

-3.98%

TAC:

-44.22%

Fundamentals

Market Cap

FTS:

$21.99B

TAC:

$3.15B

EPS

FTS:

$2.29

TAC:

$0.27

PE Ratio

FTS:

19.19

TAC:

39.11

PEG Ratio

FTS:

2.79

TAC:

-2.34

Total Revenue (TTM)

FTS:

$11.51B

TAC:

$2.17B

Gross Profit (TTM)

FTS:

$5.81B

TAC:

$1.13B

EBITDA (TTM)

FTS:

$5.41B

TAC:

$940.00M

Returns By Period

In the year-to-date period, FTS achieves a 6.77% return, which is significantly higher than TAC's -25.37% return.


FTS

YTD

6.77%

1M

5.80%

6M

2.76%

1Y

15.40%

5Y*

3.84%

10Y*

N/A

TAC

YTD

-25.37%

1M

-26.10%

6M

25.49%

1Y

57.26%

5Y*

6.37%

10Y*

3.78%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FTS vs. TAC — Risk-Adjusted Performance Rank

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

FTS
The Risk-Adjusted Performance Rank of FTS is 7575
Overall Rank
The Sharpe Ratio Rank of FTS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FTS is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FTS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FTS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FTS is 7878
Martin Ratio Rank

TAC
The Risk-Adjusted Performance Rank of TAC is 8181
Overall Rank
The Sharpe Ratio Rank of TAC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TAC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TAC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TAC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TAC is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTS vs. TAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortis Inc (FTS) and TransAlta Corp (TAC). 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.


Sharpe ratio
The chart of Sharpe ratio for FTS, currently valued at 1.13, compared to the broader market-2.000.002.001.131.36
The chart of Sortino ratio for FTS, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.006.001.661.83
The chart of Omega ratio for FTS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.29
The chart of Calmar ratio for FTS, currently valued at 0.77, compared to the broader market0.002.004.006.000.771.17
The chart of Martin ratio for FTS, currently valued at 4.25, compared to the broader market0.0010.0020.0030.004.256.34
FTS
TAC

The current FTS Sharpe Ratio is 1.13, which is comparable to the TAC Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FTS and TAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.13
1.36
FTS
TAC

Dividends

FTS vs. TAC - Dividend Comparison

FTS's dividend yield for the trailing twelve months is around 3.96%, more than TAC's 1.66% yield.


TTM20242023202220212020201920182017201620152014
FTS
Fortis Inc
3.96%4.19%4.11%4.18%3.40%3.54%3.31%4.01%3.41%3.72%0.00%0.00%
TAC
TransAlta Corp
1.66%1.24%1.95%1.76%1.33%1.69%1.68%2.97%2.08%2.21%15.85%7.18%

Drawdowns

FTS vs. TAC - Drawdown Comparison

The maximum FTS drawdown since its inception was -34.36%, smaller than the maximum TAC drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for FTS and TAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.98%
-26.87%
FTS
TAC

Volatility

FTS vs. TAC - Volatility Comparison

The current volatility for Fortis Inc (FTS) is 4.86%, while TransAlta Corp (TAC) has a volatility of 24.73%. This indicates that FTS experiences smaller price fluctuations and is considered to be less risky than TAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
4.86%
24.73%
FTS
TAC

Financials

FTS vs. TAC - Financials Comparison

This section allows you to compare key financial metrics between Fortis Inc and TransAlta Corp. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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