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PCG vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PCGENB
YTD Return-0.05%6.66%
1Y Return5.63%3.22%
3Y Return (Ann)18.65%5.20%
5Y Return (Ann)-0.15%7.05%
10Y Return (Ann)-7.39%3.15%
Sharpe Ratio0.160.21
Daily Std Dev20.68%18.26%
Max Drawdown-94.65%-46.35%
Current Drawdown-74.60%-10.52%

Fundamentals


PCGENB
Market Cap$46.62B$80.35B
EPS$1.12$2.07
PE Ratio15.9218.26
PEG Ratio1.121.71
Revenue (TTM)$24.08B$43.65B
Gross Profit (TTM)$7.10B$20.72B
EBITDA (TTM)$7.75B$13.82B

Correlation

-0.50.00.51.00.2

The correlation between PCG and ENB is 0.15, 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

PCG vs. ENB - Performance Comparison

In the year-to-date period, PCG achieves a -0.05% return, which is significantly lower than ENB's 6.66% return. Over the past 10 years, PCG has underperformed ENB with an annualized return of -7.39%, while ENB has yielded a comparatively higher 3.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2024FebruaryMarchAprilMay
412.59%
9,085.50%
PCG
ENB

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PG&E Corporation

Enbridge Inc.

Risk-Adjusted Performance

PCG vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PG&E Corporation (PCG) and Enbridge Inc. (ENB). 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.


PCG
Sharpe ratio
The chart of Sharpe ratio for PCG, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.004.000.16
Sortino ratio
The chart of Sortino ratio for PCG, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.006.000.37
Omega ratio
The chart of Omega ratio for PCG, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for PCG, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for PCG, currently valued at 0.47, compared to the broader market-10.000.0010.0020.0030.000.47
ENB
Sharpe ratio
The chart of Sharpe ratio for ENB, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.004.000.21
Sortino ratio
The chart of Sortino ratio for ENB, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for ENB, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for ENB, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for ENB, currently valued at 0.51, compared to the broader market-10.000.0010.0020.0030.000.51

PCG vs. ENB - Sharpe Ratio Comparison

The current PCG Sharpe Ratio is 0.16, which roughly equals the ENB Sharpe Ratio of 0.21. The chart below compares the 12-month rolling Sharpe Ratio of PCG and ENB.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.16
0.21
PCG
ENB

Dividends

PCG vs. ENB - Dividend Comparison

PCG's dividend yield for the trailing twelve months is around 0.11%, less than ENB's 7.18% yield.


TTM20232022202120202019201820172016201520142013
PCG
PG&E Corporation
0.11%0.06%0.00%0.00%0.00%0.00%0.00%3.46%3.17%3.42%3.42%4.52%
ENB
Enbridge Inc.
7.18%7.29%6.78%6.86%7.54%5.57%6.69%4.73%3.78%4.41%2.47%2.82%

Drawdowns

PCG vs. ENB - Drawdown Comparison

The maximum PCG drawdown since its inception was -94.65%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for PCG and ENB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-74.60%
-10.52%
PCG
ENB

Volatility

PCG vs. ENB - Volatility Comparison

The current volatility for PG&E Corporation (PCG) is 4.16%, while Enbridge Inc. (ENB) has a volatility of 5.53%. This indicates that PCG experiences smaller price fluctuations and is considered to be less risky than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.16%
5.53%
PCG
ENB

Financials

PCG vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between PG&E Corporation and Enbridge Inc.. 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



Values in USD except per share items