PortfoliosLab logoPortfoliosLab logo
PG vs. CDUAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PG vs. CDUAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Procter & Gamble Company (PG) and Canadian Utilities Limited (CDUAF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PG achieves a 3.07% return, which is significantly lower than CDUAF's 31.32% return. Both investments have delivered pretty close results over the past 10 years, with PG having a 8.14% annualized return and CDUAF not far behind at 7.88%.


PG

1D
0.37%
1M
-1.26%
6M
-3.36%
YTD
3.07%
1Y
-1.15%
3Y*
0.02%
5Y*
2.93%
10Y*
8.14%
ALL TIME*
10.08%

CDUAF

1D
-0.76%
1M
7.20%
6M
26.63%
YTD
31.32%
1Y
51.07%
3Y*
24.47%
5Y*
12.01%
10Y*
7.88%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.27M$2.89M$1.49M
$1.25B$1.28B$1.30B

PG vs. CDUAF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PG
The Procter & Gamble Company
3.07%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%
CDUAF
Canadian Utilities Limited
31.32%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%

Correlation

The correlation between PG and CDUAF is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.14

Fundamentals

Market Cap

PG:

$336.46B

CDUAF:

$8.23B

EPS

PG:

$6.62

CDUAF:

CA$0.35

PE Ratio

PG:

21.84

CDUAF:

158.91

PS Ratio

PG:

4.03

CDUAF:

4.32

PB Ratio

PG:

6.44

CDUAF:

3.03

Total Revenue (TTM)

PG:

$87.03B

CDUAF:

CA$3.54B

Gross Profit (TTM)

PG:

$43.67B

CDUAF:

CA$1.15B

EBITDA (TTM)

PG:

$21.25B

CDUAF:

CA$1.78B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PG vs. CDUAF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PG
PG Risk / Return Rank: 3939
Overall Rank
PG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PG Sortino Ratio Rank: 3434
Sortino Ratio Rank
PG Omega Ratio Rank: 3434
Omega Ratio Rank
PG Calmar Ratio Rank: 4242
Calmar Ratio Rank
PG Martin Ratio Rank: 4242
Martin Ratio Rank

CDUAF
CDUAF Risk / Return Rank: 9898
Overall Rank
CDUAF Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9898
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9898
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9999
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PG vs. CDUAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Canadian Utilities Limited (CDUAF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGCDUAFDifference
Sharpe ratioReturn per unit of total volatility

-3.24

Sortino ratioReturn per unit of downside risk

-4.30

Omega ratioGain probability vs. loss probability

1.01

1.61

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.07

9.60

-9.67

Martin ratioReturn relative to average drawdown

-0.13

23.94

-24.06

PG vs. CDUAF - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.06, which is lower than the CDUAF Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of PG and CDUAF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PG vs. CDUAF - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, smaller than the maximum CDUAF drawdown of -71.22%. Use the drawdown chart below to compare losses from any high point for PG and CDUAF.


Loading charts...

Drawdown Indicators


PGCDUAFDifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-71.22%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-5.35%

-10.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-13.56%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-31.94%

+8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-41.92%

+18.15%

Current Drawdown

Current decline from peak

-15.63%

-9.04%

-6.59%

Average Drawdown

Average peak-to-trough decline

-12.17%

-39.68%

+27.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.06%

2.14%

+6.92%

Volatility

PG vs. CDUAF - Volatility Comparison

The Procter & Gamble Company (PG) has a higher volatility of 6.95% compared to Canadian Utilities Limited (CDUAF) at 5.29%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than CDUAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PGCDUAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

5.29%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

12.42%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.64%

16.46%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

19.13%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

24.16%

-4.98%

Dividends

PG vs. CDUAF - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.97%, less than CDUAF's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CDUAF
Canadian Utilities Limited
3.34%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%
PG
The Procter & Gamble Company
2.97%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

PG vs. CDUAF - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company and Canadian Utilities 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

PG vs. CDUAF - Profitability Comparison

The chart below illustrates the profitability comparison between The Procter & Gamble Company and Canadian Utilities Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.

CDUAF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported a gross profit of 346.15M and revenue of 914.40M. Therefore, the gross margin over that period was 37.9%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.

CDUAF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported an operating income of 271.12M and revenue of 914.40M, resulting in an operating margin of 29.7%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.

CDUAF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Canadian Utilities Limited reported a net income of 128.06M and revenue of 914.40M, resulting in a net margin of 14.0%.


Frequently Asked Questions


PG and CDUAF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PG has higher volatility (6.95%) compared to CDUAF (5.29%). In terms of maximum drawdown, PG dropped -54.25% vs CDUAF's -71.22%.

CDUAF currently has the higher Sharpe Ratio (3.18 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PG and CDUAF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer