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

Correlation

The correlation between PCG and ENB is 0.33, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in PG&E Corporation (PCG) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PCG:

-0.15

ENB:

1.95

Sortino Ratio

PCG:

0.02

ENB:

2.69

Omega Ratio

PCG:

1.00

ENB:

1.36

Calmar Ratio

PCG:

-0.04

ENB:

2.09

Martin Ratio

PCG:

-0.21

ENB:

10.85

Ulcer Index

PCG:

14.11%

ENB:

3.09%

Daily Std Dev

PCG:

26.00%

ENB:

16.35%

Max Drawdown

PCG:

-94.65%

ENB:

-46.35%

Current Drawdown

PCG:

-75.75%

ENB:

-1.62%

Fundamentals

Market Cap

PCG:

$37.21B

ENB:

$101.15B

EPS

PCG:

$1.09

ENB:

$1.69

PE Ratio

PCG:

15.53

ENB:

27.28

PEG Ratio

PCG:

0.99

ENB:

2.23

PS Ratio

PCG:

1.52

ENB:

1.89

PB Ratio

PCG:

1.28

ENB:

2.33

Total Revenue (TTM)

PCG:

$24.54B

ENB:

$42.40B

Gross Profit (TTM)

PCG:

$9.23B

ENB:

$14.47B

EBITDA (TTM)

PCG:

$9.70B

ENB:

$12.82B

Returns By Period

In the year-to-date period, PCG achieves a -14.99% return, which is significantly lower than ENB's 10.26% return. Over the past 10 years, PCG has underperformed ENB with an annualized return of -9.70%, while ENB has yielded a comparatively higher 4.93% annualized return.


PCG

YTD

-14.99%

1M

1.90%

6M

-16.62%

1Y

-3.94%

5Y*

8.26%

10Y*

-9.70%

ENB

YTD

10.26%

1M

10.37%

6M

12.22%

1Y

31.67%

5Y*

15.23%

10Y*

4.93%

*Annualized

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Risk-Adjusted Performance

PCG vs. ENB — Risk-Adjusted Performance Rank

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

PCG
The Risk-Adjusted Performance Rank of PCG is 4343
Overall Rank
The Sharpe Ratio Rank of PCG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of PCG is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PCG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PCG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of PCG is 4747
Martin Ratio Rank

ENB
The Risk-Adjusted Performance Rank of ENB is 9494
Overall Rank
The Sharpe Ratio Rank of ENB is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PCG Sharpe Ratio is -0.15, which is lower than the ENB Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PCG and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PCG vs. ENB - Dividend Comparison

PCG's dividend yield for the trailing twelve months is around 0.41%, less than ENB's 5.77% yield.


TTM20242023202220212020201920182017201620152014
PCG
PG&E Corporation
0.41%0.27%0.06%0.00%0.00%0.00%0.00%0.00%3.46%3.17%3.42%3.42%
ENB
Enbridge Inc.
5.77%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%

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.


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Volatility

PCG vs. ENB - Volatility Comparison


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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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
5.98B
16.22B
(PCG) Total Revenue
(ENB) Total Revenue
Values in USD except per share items

PCG vs. ENB - Profitability Comparison

The chart below illustrates the profitability comparison between PG&E Corporation and Enbridge Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
40.8%
32.9%
(PCG) Gross Margin
(ENB) Gross Margin
PCG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, PG&E Corporation reported a gross profit of 2.44B and revenue of 5.98B. Therefore, the gross margin over that period was 40.8%.

ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a gross profit of 5.34B and revenue of 16.22B. Therefore, the gross margin over that period was 32.9%.

PCG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, PG&E Corporation reported an operating income of 1.22B and revenue of 5.98B, resulting in an operating margin of 20.4%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported an operating income of 2.45B and revenue of 16.22B, resulting in an operating margin of 15.1%.

PCG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, PG&E Corporation reported a net income of 634.00M and revenue of 5.98B, resulting in a net margin of 10.6%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a net income of 595.00M and revenue of 16.22B, resulting in a net margin of 3.7%.