NFG vs. AQN.TO
Compare and contrast key facts about National Fuel Gas Company (NFG) and Algonquin Power & Utilities Corp. (AQN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NFG or AQN.TO.
Key characteristics
| NFG | AQN.TO | |
|---|---|---|
| YTD Return | 22.52% | -18.56% |
| 1Y Return | 14.60% | -12.27% |
| 3Y Return (Ann) | 3.71% | -24.35% |
| 5Y Return (Ann) | 9.26% | -14.02% |
| 10Y Return (Ann) | 1.55% | 1.25% |
| Sharpe Ratio | 0.86 | -0.38 |
| Sortino Ratio | 1.41 | -0.34 |
| Omega Ratio | 1.16 | 0.96 |
| Calmar Ratio | 0.47 | -0.17 |
| Martin Ratio | 3.28 | -0.88 |
| Ulcer Index | 5.17% | 12.26% |
| Daily Std Dev | 19.56% | 28.57% |
| Max Drawdown | -70.97% | -78.58% |
| Current Drawdown | -13.53% | -64.57% |
Fundamentals
| NFG | AQN.TO | |
|---|---|---|
| Market Cap | $5.46B | CA$5.04B |
| EPS | $3.47 | CA$0.22 |
| PE Ratio | 17.23 | 29.86 |
| PEG Ratio | 2.05 | 1.41 |
| Total Revenue (TTM) | $1.50B | CA$2.00B |
| Gross Profit (TTM) | $598.28M | CA$1.51B |
| EBITDA (TTM) | $883.55M | CA$824.49M |
Correlation
The correlation between NFG and AQN.TO is 0.25, 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
NFG vs. AQN.TO - Performance Comparison
In the year-to-date period, NFG achieves a 22.52% return, which is significantly higher than AQN.TO's -18.56% return. Over the past 10 years, NFG has outperformed AQN.TO with an annualized return of 1.55%, while AQN.TO has yielded a comparatively lower 1.25% 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
NFG vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Algonquin Power & Utilities Corp. (AQN.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
NFG vs. AQN.TO - Dividend Comparison
NFG's dividend yield for the trailing twelve months is around 3.38%, less than AQN.TO's 8.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | 3.38% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% | 2.20% | 2.09% |
AQN.TO Algonquin Power & Utilities Corp. | 8.07% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
NFG vs. AQN.TO - Drawdown Comparison
The maximum NFG drawdown since its inception was -70.97%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for NFG and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
NFG vs. AQN.TO - Volatility Comparison
The current volatility for National Fuel Gas Company (NFG) is 4.52%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 6.23%. This indicates that NFG experiences smaller price fluctuations and is considered to be less risky than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NFG vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between National Fuel Gas Company and Algonquin Power & Utilities 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.
Total Revenue: Total amount of money received from sales and other business activities