PFIE vs. TK

Over the past 10 years, PFIE has outperformed TK with an annualized return of 1.10%, while TK has yielded a comparatively lower -11.23% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Profire Energy, Inc. (PFIE) and Teekay Corporation (TK). 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 PFIE Sharpe Ratio is 0.59, which is higher than the TK Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PFIE and TK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFIE has not paid dividends to shareholders, while TK's dividend yield for the trailing twelve months is around 47.45%.

The maximum PFIE drawdown since its inception was -88.74%, smaller than the maximum TK drawdown of -97.03%. Use the drawdown chart below to compare losses from any high point for PFIE and TK. For additional features, visit the drawdowns tool.

The current volatility for Profire Energy, Inc. (PFIE) is 0.49%, while Teekay Corporation (TK) has a volatility of 11.49%. This indicates that PFIE experiences smaller price fluctuations and is considered to be less risky than TK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Profire Energy, Inc. and Teekay Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.