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

Performance

FTS vs. TF.TO - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FTS achieves a 11.40% return, which is significantly higher than TF.TO's -1.57% return.


FTS

1D
0.87%
1M
2.11%
YTD
11.40%
6M
13.52%
1Y
22.71%
3Y*
14.70%
5Y*
8.43%
10Y*
10.07%

TF.TO

1D
0.94%
1M
1.56%
YTD
-1.57%
6M
0.28%
1Y
-5.58%
3Y*
4.15%
5Y*
-1.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTS vs. TF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTS
Fortis Inc
11.40%29.62%5.81%7.38%-13.69%22.73%1.91%29.00%-5.86%24.45%
TF.TO
Timbercreek Financial Corp.
-1.57%11.68%7.02%5.71%-24.41%19.65%-3.15%27.25%-9.56%27.32%

Correlation

The correlation between FTS and TF.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2016

0.18

The correlation between FTS and TF.TO shifts across timeframes, from 0.06 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FTS:

$28.94B

TF.TO:

CA$545.34M

EPS

FTS:

CA$3.40

TF.TO:

CA$0.36

PE Ratio

FTS:

23.41

TF.TO:

18.15

PEG Ratio

FTS:

3.41

TF.TO:

0.84

PS Ratio

FTS:

3.45

TF.TO:

3.74

PB Ratio

FTS:

1.77

TF.TO:

0.83

Total Revenue (TTM)

FTS:

CA$12.22B

TF.TO:

CA$145.73M

Gross Profit (TTM)

FTS:

CA$7.44B

TF.TO:

CA$79.48M

EBITDA (TTM)

FTS:

CA$5.80B

TF.TO:

CA$55.87M

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Return for Risk

FTS vs. TF.TO — Risk / Return Rank

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

FTS
FTS Risk / Return Rank: 8585
Overall Rank
FTS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTS Omega Ratio Rank: 8282
Omega Ratio Rank
FTS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTS Martin Ratio Rank: 8787
Martin Ratio Rank

TF.TO
TF.TO Risk / Return Rank: 3232
Overall Rank
TF.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TF.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
TF.TO Omega Ratio Rank: 2727
Omega Ratio Rank
TF.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
TF.TO Martin Ratio Rank: 3434
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 vs. TF.TO - Risk-Adjusted Trends Comparison

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

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.


FTSTF.TODifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.30

0.95

+0.35

Calmar ratioReturn relative to maximum drawdown

3.66

-0.30

+3.97

Martin ratioReturn relative to average drawdown

9.05

-0.71

+9.76

FTS vs. TF.TO - Sharpe Ratio Comparison

The current FTS Sharpe Ratio is 1.70, which is higher than the TF.TO Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FTS and TF.TO, 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 vs. TF.TO - Drawdown Comparison

The maximum FTS drawdown since its inception was -34.36%, smaller than the maximum TF.TO drawdown of -45.42%. Use the drawdown chart below to compare losses from any high point for FTS and TF.TO.


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Drawdown Indicators


FTSTF.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.36%

-45.42%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-18.58%

+12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-26.64%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-37.57%

+7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.36%

Current Drawdown

Current decline from peak

-2.01%

-10.19%

+8.18%

Average Drawdown

Average peak-to-trough decline

-6.83%

-9.16%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

7.89%

-5.37%

Volatility

FTS vs. TF.TO - Volatility Comparison

Fortis Inc (FTS) has a higher volatility of 4.93% compared to Timbercreek Financial Corp. (TF.TO) at 3.54%. This indicates that FTS's price experiences larger fluctuations and is considered to be riskier than TF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTSTF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.54%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

12.08%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

16.24%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

19.52%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

20.42%

-1.48%

Dividends

FTS vs. TF.TO - Dividend Comparison

FTS's dividend yield for the trailing twelve months is around 3.23%, less than TF.TO's 10.47% yield.


PositionTTM2025202420232022202120202019201820172016
FTS
Fortis Inc
3.23%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%
TF.TO
Timbercreek Financial Corp.
10.47%10.09%9.76%10.35%9.76%7.18%7.99%6.95%7.89%7.12%3.92%

Financials

FTS vs. TF.TO - Financials Comparison

This section allows you to compare key financial metrics between Fortis Inc and Timbercreek Financial 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
3.39B
39.10M
(FTS) Total Revenue
(TF.TO) Total Revenue
Values in CAD except per share items

FTS vs. TF.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Fortis Inc and Timbercreek Financial 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%20222023202420252026
27.6%
56.4%
Portfolio components
FTS - 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 935.41M and revenue of 3.39B. Therefore, the gross margin over that period was 27.6%.

TF.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Timbercreek Financial Corp. reported a gross profit of 22.05M and revenue of 39.10M. Therefore, the gross margin over that period was 56.4%.

FTS - 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 935.41M and revenue of 3.39B, resulting in an operating margin of 27.6%.

TF.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Timbercreek Financial Corp. reported an operating income of 17.68M and revenue of 39.10M, resulting in an operating margin of 45.2%.

FTS - 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 524.35M and revenue of 3.39B, resulting in a net margin of 15.5%.

TF.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Timbercreek Financial Corp. reported a net income of 10.37M and revenue of 39.10M, resulting in a net margin of 26.5%.


Frequently Asked Questions


FTS and TF.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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