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PPL-PO.TO vs. ARX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PPL-PO.TO vs. ARX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Pembina Pipeline Corporation (PPL-PO.TO) and ARC Resources Ltd. (ARX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPL-PO.TO achieves a 3.97% return, which is significantly lower than ARX.TO's 24.96% return. Over the past 10 years, PPL-PO.TO has outperformed ARX.TO with an annualized return of 12.59%, while ARX.TO has yielded a comparatively lower 7.65% annualized return.


PPL-PO.TO

1D
0.00%
1M
-0.15%
YTD
3.97%
6M
5.31%
1Y
14.48%
3Y*
16.42%
5Y*
9.74%
10Y*
12.59%

ARX.TO

1D
-0.03%
1M
2.14%
YTD
24.96%
6M
21.23%
1Y
13.09%
3Y*
27.87%
5Y*
31.53%
10Y*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL-PO.TO vs. ARX.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL-PO.TO
Pembina Pipeline Corporation
3.97%18.83%28.07%4.74%-6.64%49.97%-1.38%-2.91%-14.28%36.41%
ARX.TO
ARC Resources Ltd.
24.96%1.65%36.47%11.75%63.30%97.09%-22.60%9.60%-42.37%-33.93%

Correlation

The correlation between PPL-PO.TO and ARX.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2012

0.11

Fundamentals

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Return for Risk

PPL-PO.TO vs. ARX.TO — Risk / Return Rank

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

PPL-PO.TO
PPL-PO.TO Risk / Return Rank: 8686
Overall Rank
PPL-PO.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPL-PO.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
PPL-PO.TO Omega Ratio Rank: 8585
Omega Ratio Rank
PPL-PO.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
PPL-PO.TO Martin Ratio Rank: 9292
Martin Ratio Rank

ARX.TO
ARX.TO Risk / Return Rank: 5252
Overall Rank
ARX.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ARX.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
ARX.TO Omega Ratio Rank: 5050
Omega Ratio Rank
ARX.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
ARX.TO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPL-PO.TO vs. ARX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL-PO.TO) and ARC Resources Ltd. (ARX.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.


PPL-PO.TOARX.TODifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.35

1.11

+0.25

Calmar ratioReturn relative to maximum drawdown

3.71

0.51

+3.21

Martin ratioReturn relative to average drawdown

13.83

0.86

+12.97

PPL-PO.TO vs. ARX.TO - Sharpe Ratio Comparison

The current PPL-PO.TO Sharpe Ratio is 1.81, which is higher than the ARX.TO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PPL-PO.TO and ARX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PPL-PO.TOARX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.36

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.86

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.19

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.49

+0.70

Drawdowns

PPL-PO.TO vs. ARX.TO - Drawdown Comparison

The maximum PPL-PO.TO drawdown since its inception was -63.75%, smaller than the maximum ARX.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for PPL-PO.TO and ARX.TO.


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Drawdown Indicators


PPL-PO.TOARX.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.75%

-100.00%

+36.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.88%

-25.41%

+21.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-25.41%

+7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

-35.42%

+13.46%

Max Drawdown (10Y)

Largest decline over 10 years

-62.70%

-86.80%

+24.10%

Current Drawdown

Current decline from peak

-2.88%

-99.82%

+96.94%

Average Drawdown

Average peak-to-trough decline

-14.12%

-99.67%

+85.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

14.90%

-13.86%

Volatility

PPL-PO.TO vs. ARX.TO - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PPL-PO.TO) is 3.61%, while ARC Resources Ltd. (ARX.TO) has a volatility of 6.11%. This indicates that PPL-PO.TO experiences smaller price fluctuations and is considered to be less risky than ARX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPL-PO.TOARX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

6.11%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

30.05%

-24.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

35.91%

-27.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

36.81%

-21.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

40.60%

-19.07%

Dividends

PPL-PO.TO vs. ARX.TO - Dividend Comparison

PPL-PO.TO's dividend yield for the trailing twelve months is around 5.92%, more than ARX.TO's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
ARX.TO
ARC Resources Ltd.
2.50%3.03%2.69%3.36%2.68%2.49%5.00%7.33%7.41%4.07%2.81%7.19%
PPL-PO.TO
Pembina Pipeline Corporation
5.92%6.07%6.77%8.07%6.19%4.99%7.10%6.41%5.82%3.53%0.00%0.00%

Financials

PPL-PO.TO vs. ARX.TO - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation and ARC Resources Ltd.. 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


1.20B1.40B1.60B1.80B2.00B2.20B2.40BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.12B
(PPL-PO.TO) Total Revenue
(ARX.TO) Total Revenue
Values in CAD except per share items

Frequently Asked Questions


PPL-PO.TO and ARX.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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