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

Correlation

The correlation between FTS and TAC is 0.34, 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 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.

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Key characteristics

Sharpe Ratio

FTS:

1.24

TAC:

0.61

Sortino Ratio

FTS:

1.90

TAC:

1.21

Omega Ratio

FTS:

1.23

TAC:

1.19

Calmar Ratio

FTS:

1.16

TAC:

0.52

Martin Ratio

FTS:

5.49

TAC:

1.76

Ulcer Index

FTS:

3.92%

TAC:

18.96%

Daily Std Dev

FTS:

16.29%

TAC:

44.53%

Max Drawdown

FTS:

-34.36%

TAC:

-88.52%

Current Drawdown

FTS:

-4.33%

TAC:

-51.69%

Fundamentals

Market Cap

FTS:

$23.69B

TAC:

$2.70B

EPS

FTS:

$2.37

TAC:

$0.01

PE Ratio

FTS:

19.90

TAC:

911.00

PEG Ratio

FTS:

3.21

TAC:

-2.34

PS Ratio

FTS:

2.02

TAC:

1.02

PB Ratio

FTS:

1.47

TAC:

4.78

Total Revenue (TTM)

FTS:

$11.73B

TAC:

$2.66B

Gross Profit (TTM)

FTS:

$7.71B

TAC:

$1.50B

EBITDA (TTM)

FTS:

$5.60B

TAC:

$922.00M

Returns By Period

In the year-to-date period, FTS achieves a 15.63% return, which is significantly higher than TAC's -35.35% return.


FTS

YTD

15.63%

1M

-1.20%

6M

9.91%

1Y

20.26%

5Y*

9.15%

10Y*

N/A

TAC

YTD

-35.35%

1M

4.47%

6M

-10.50%

1Y

28.62%

5Y*

13.24%

10Y*

2.66%

*Annualized

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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 8585
Overall Rank
The Sharpe Ratio Rank of FTS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FTS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FTS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FTS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FTS is 8888
Martin Ratio Rank

TAC
The Risk-Adjusted Performance Rank of TAC is 7272
Overall Rank
The Sharpe Ratio Rank of TAC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TAC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TAC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TAC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of TAC is 7171
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.


The current FTS Sharpe Ratio is 1.24, which is higher than the TAC Sharpe Ratio of 0.61. 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.


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Dividends

FTS vs. TAC - Dividend Comparison

FTS's dividend yield for the trailing twelve months is around 3.70%, more than TAC's 1.90% yield.


TTM20242023202220212020201920182017201620152014
FTS
Fortis Inc
3.70%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
1.90%1.24%1.95%1.76%1.33%1.69%1.67%2.97%2.07%2.20%15.77%7.20%

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.


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Volatility

FTS vs. TAC - Volatility Comparison

The current volatility for Fortis Inc (FTS) is 5.74%, while TransAlta Corp (TAC) has a volatility of 10.26%. 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.


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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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
3.34B
758.00M
(FTS) Total Revenue
(TAC) Total Revenue
Values in USD except per share items

FTS vs. TAC - Profitability Comparison

The chart below illustrates the profitability comparison between Fortis Inc and TransAlta Corp 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%20212022202320242025
68.8%
57.0%
(FTS) Gross Margin
(TAC) Gross Margin
FTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fortis Inc reported a gross profit of 2.30B and revenue of 3.34B. Therefore, the gross margin over that period was 68.8%.

TAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, TransAlta Corp reported a gross profit of 432.00M and revenue of 758.00M. Therefore, the gross margin over that period was 57.0%.

FTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fortis Inc reported an operating income of 953.00M and revenue of 3.34B, resulting in an operating margin of 28.6%.

TAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, TransAlta Corp reported an operating income of 100.00M and revenue of 758.00M, resulting in an operating margin of 13.2%.

FTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fortis Inc reported a net income of 520.00M and revenue of 3.34B, resulting in a net margin of 15.6%.

TAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, TransAlta Corp reported a net income of 46.00M and revenue of 758.00M, resulting in a net margin of 6.1%.