H.TO vs. CU.TO
Compare and contrast key facts about Hydro One Limited (H.TO) and Canadian Utilities Limited (CU.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H.TO or CU.TO.
Key characteristics
| H.TO | CU.TO | |
|---|---|---|
| YTD Return | 14.83% | 14.87% |
| 1Y Return | 21.91% | 18.44% |
| 3Y Return (Ann) | 17.59% | 5.04% |
| 5Y Return (Ann) | 17.63% | 3.01% |
| Sharpe Ratio | 1.80 | 1.40 |
| Sortino Ratio | 2.63 | 2.07 |
| Omega Ratio | 1.33 | 1.24 |
| Calmar Ratio | 2.51 | 0.88 |
| Martin Ratio | 6.36 | 5.21 |
| Ulcer Index | 3.57% | 3.82% |
| Daily Std Dev | 12.60% | 14.17% |
| Max Drawdown | -27.68% | -40.15% |
| Current Drawdown | -6.95% | -5.56% |
Fundamentals
| H.TO | CU.TO | |
|---|---|---|
| Market Cap | CA$26.74B | CA$7.10B |
| EPS | CA$1.90 | CA$1.98 |
| PE Ratio | 23.48 | 17.50 |
| PEG Ratio | 3.14 | 3.47 |
| Total Revenue (TTM) | CA$6.18B | CA$2.93B |
| Gross Profit (TTM) | CA$1.35B | CA$1.09B |
| EBITDA (TTM) | CA$2.11B | CA$1.00B |
Correlation
The correlation between H.TO and CU.TO is 0.64, 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.
Performance
H.TO vs. CU.TO - Performance Comparison
The year-to-date returns for both investments are quite close, with H.TO having a 14.83% return and CU.TO slightly higher at 14.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
H.TO vs. CU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hydro One Limited (H.TO) and Canadian Utilities Limited (CU.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.
Dividends
H.TO vs. CU.TO - Dividend Comparison
H.TO's dividend yield for the trailing twelve months is around 2.74%, less than CU.TO's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H.TO Hydro One Limited | 2.74% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% | 0.00% | 0.00% | 0.00% |
CU.TO Canadian Utilities Limited | 5.20% | 5.64% | 4.80% | 4.80% | 5.66% | 4.32% | 5.02% | 3.82% | 3.59% | 3.69% | 2.62% | 1.36% |
Drawdowns
H.TO vs. CU.TO - Drawdown Comparison
The maximum H.TO drawdown since its inception was -27.68%, smaller than the maximum CU.TO drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for H.TO and CU.TO. For additional features, visit the drawdowns tool.
Volatility
H.TO vs. CU.TO - Volatility Comparison
Hydro One Limited (H.TO) and Canadian Utilities Limited (CU.TO) have volatilities of 4.92% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
H.TO vs. CU.TO - Financials Comparison
This section allows you to compare key financial metrics between Hydro One Limited and Canadian Utilities Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities