POW.TO vs. XUT.TO
POW.TO (Power Corporation of Canada) is a stock, while XUT.TO (iShares S&P/TSX Capped Utilities Index ETF) is Utilities Equities fund tracking the Morningstar Gbl GR CAD. Over the past 10 years, POW.TO returned 17.18%/yr vs 9.43%/yr for XUT.TO. At a 0.32 correlation, their price movements are largely independent.
Performance
POW.TO vs. XUT.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with POW.TO having a 14.49% return and XUT.TO slightly higher at 14.90%. Over the past 10 years, POW.TO has outperformed XUT.TO with an annualized return of 17.18%, while XUT.TO has yielded a comparatively lower 9.43% annualized return.
POW.TO
- 1D
- -1.45%
- 1M
- 9.18%
- YTD
- 14.49%
- 6M
- 20.06%
- 1Y
- 66.43%
- 3Y*
- 39.60%
- 5Y*
- 21.72%
- 10Y*
- 17.18%
XUT.TO
- 1D
- 0.14%
- 1M
- 3.21%
- YTD
- 14.90%
- 6M
- 13.55%
- 1Y
- 23.81%
- 3Y*
- 12.29%
- 5Y*
- 7.97%
- 10Y*
- 9.43%
POW.TO vs. XUT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POW.TO Power Corporation of Canada | 14.49% | 69.74% | 25.05% | 26.19% | -19.21% | 49.93% | -4.77% | 44.07% | -20.08% | 12.80% |
XUT.TO iShares S&P/TSX Capped Utilities Index ETF | 14.90% | 18.91% | 13.09% | -0.45% | -11.02% | 10.80% | 14.74% | 36.63% | -8.30% | 10.16% |
Correlation
The correlation between POW.TO and XUT.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2011 | 0.32 |
Over the past year, the correlation between POW.TO and XUT.TO has dropped to 0.10 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
POW.TO vs. XUT.TO — Risk / Return Rank
POW.TO
XUT.TO
POW.TO vs. XUT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power Corporation of Canada (POW.TO) and iShares S&P/TSX Capped Utilities Index ETF (XUT.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.
| POW.TO | XUT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.57 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.66 | 4.78 | -0.12 |
| Martin ratioReturn relative to average drawdown | 14.18 | 12.45 | +1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| POW.TO | XUT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.61 | 2.99 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 0.63 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.54 | -0.02 |
Drawdowns
POW.TO vs. XUT.TO - Drawdown Comparison
The maximum POW.TO drawdown since its inception was -62.40%, which is greater than XUT.TO's maximum drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for POW.TO and XUT.TO.
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Drawdown Indicators
| POW.TO | XUT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -37.65% | -24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -5.00% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -19.77% | +4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -28.54% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -37.65% | -11.51% |
Current DrawdownCurrent decline from peak | -1.45% | -1.20% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -5.70% | -5.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 1.94% | +2.76% |
Volatility
POW.TO vs. XUT.TO - Volatility Comparison
Power Corporation of Canada (POW.TO) has a higher volatility of 6.02% compared to iShares S&P/TSX Capped Utilities Index ETF (XUT.TO) at 2.50%. This indicates that POW.TO's price experiences larger fluctuations and is considered to be riskier than XUT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POW.TO | XUT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 2.50% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 6.68% | +8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 8.05% | +10.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 12.65% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 16.09% | +7.11% |
Dividends
POW.TO vs. XUT.TO - Dividend Comparison
POW.TO's dividend yield for the trailing twelve months is around 3.03%, less than XUT.TO's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POW.TO Power Corporation of Canada | 3.03% | 3.36% | 5.02% | 5.54% | 6.22% | 4.40% | 7.51% | 4.77% | 6.13% | 4.36% | 4.38% | 4.23% |
XUT.TO iShares S&P/TSX Capped Utilities Index ETF | 3.23% | 3.79% | 4.00% | 3.90% | 3.80% | 2.99% | 4.51% | 3.57% | 4.52% | 3.57% | 3.74% | 4.05% |
Frequently Asked Questions
POW.TO and XUT.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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