KEY.TO vs. CNQ.TO
Compare and contrast key facts about Keyera Corp. (KEY.TO) and Canadian Natural Resources Limited (CNQ.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KEY.TO or CNQ.TO.
Key characteristics
KEY.TO | CNQ.TO | |
---|---|---|
YTD Return | 39.55% | 13.54% |
1Y Return | 37.96% | 8.94% |
3Y Return (Ann) | 19.14% | 27.23% |
5Y Return (Ann) | 13.40% | 28.81% |
10Y Return (Ann) | 4.57% | 11.61% |
Sharpe Ratio | 2.66 | 0.26 |
Sortino Ratio | 3.80 | 0.53 |
Omega Ratio | 1.48 | 1.07 |
Calmar Ratio | 5.71 | 0.32 |
Martin Ratio | 15.95 | 0.69 |
Ulcer Index | 2.41% | 9.96% |
Daily Std Dev | 14.45% | 26.18% |
Max Drawdown | -73.59% | -79.68% |
Current Drawdown | -3.05% | -13.40% |
Fundamentals
KEY.TO | CNQ.TO | |
---|---|---|
Market Cap | CA$9.84B | CA$100.65B |
EPS | CA$1.49 | CA$3.54 |
PE Ratio | 28.81 | 13.45 |
PEG Ratio | 1.52 | 0.33 |
Total Revenue (TTM) | CA$5.53B | CA$26.85B |
Gross Profit (TTM) | CA$836.56M | CA$7.84B |
EBITDA (TTM) | CA$989.15M | CA$12.66B |
Correlation
The correlation between KEY.TO and CNQ.TO is 0.47, 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
KEY.TO vs. CNQ.TO - Performance Comparison
In the year-to-date period, KEY.TO achieves a 39.55% return, which is significantly higher than CNQ.TO's 13.54% return. Over the past 10 years, KEY.TO has underperformed CNQ.TO with an annualized return of 4.57%, while CNQ.TO has yielded a comparatively higher 11.61% annualized return. 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
KEY.TO vs. CNQ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Keyera Corp. (KEY.TO) and Canadian Natural Resources Limited (CNQ.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
KEY.TO vs. CNQ.TO - Dividend Comparison
KEY.TO's dividend yield for the trailing twelve months is around 4.71%, more than CNQ.TO's 4.38% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Keyera Corp. | 4.71% | 6.12% | 6.49% | 6.73% | 8.49% | 5.44% | 6.70% | 4.66% | 3.80% | 2.70% | 0.00% | 0.00% |
Canadian Natural Resources Limited | 4.38% | 4.26% | 6.08% | 3.66% | 4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
KEY.TO vs. CNQ.TO - Drawdown Comparison
The maximum KEY.TO drawdown since its inception was -73.59%, smaller than the maximum CNQ.TO drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for KEY.TO and CNQ.TO. For additional features, visit the drawdowns tool.
Volatility
KEY.TO vs. CNQ.TO - Volatility Comparison
The current volatility for Keyera Corp. (KEY.TO) is 2.81%, while Canadian Natural Resources Limited (CNQ.TO) has a volatility of 8.27%. This indicates that KEY.TO experiences smaller price fluctuations and is considered to be less risky than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KEY.TO vs. CNQ.TO - Financials Comparison
This section allows you to compare key financial metrics between Keyera Corp. and Canadian Natural Resources 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