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PPL.TO vs. CGO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PPL.TOCGO.TO
YTD Return26.13%2.38%
1Y Return39.74%21.13%
3Y Return (Ann)18.23%-11.31%
5Y Return (Ann)9.04%-7.30%
10Y Return (Ann)6.77%3.05%
Sharpe Ratio3.370.80
Daily Std Dev11.57%26.56%
Max Drawdown-68.76%-86.01%
Current Drawdown-0.22%-36.79%

Fundamentals


PPL.TOCGO.TO
Market CapCA$32.08BCA$528.29M
EPSCA$3.26CA$8.39
PE Ratio16.966.66
PEG Ratio1.372.33
Total Revenue (TTM)CA$8.18BCA$2.31B
Gross Profit (TTM)CA$2.84BCA$683.61M
EBITDA (TTM)CA$3.15BCA$1.09B

Correlation

-0.50.00.51.00.3

The correlation between PPL.TO and CGO.TO is 0.25, 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

PPL.TO vs. CGO.TO - Performance Comparison

In the year-to-date period, PPL.TO achieves a 26.13% return, which is significantly higher than CGO.TO's 2.38% return. Over the past 10 years, PPL.TO has outperformed CGO.TO with an annualized return of 6.77%, while CGO.TO has yielded a comparatively lower 3.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
19.14%
0.34%
PPL.TO
CGO.TO

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Risk-Adjusted Performance

PPL.TO vs. CGO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and Cogeco Inc. (CGO.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.TO
Sharpe ratio
The chart of Sharpe ratio for PPL.TO, currently valued at 2.75, compared to the broader market-4.00-2.000.002.002.75
Sortino ratio
The chart of Sortino ratio for PPL.TO, currently valued at 3.74, compared to the broader market-6.00-4.00-2.000.002.004.003.74
Omega ratio
The chart of Omega ratio for PPL.TO, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for PPL.TO, currently valued at 1.41, compared to the broader market0.001.002.003.004.005.001.41
Martin ratio
The chart of Martin ratio for PPL.TO, currently valued at 21.39, compared to the broader market-10.000.0010.0020.0021.39
CGO.TO
Sharpe ratio
The chart of Sharpe ratio for CGO.TO, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.73
Sortino ratio
The chart of Sortino ratio for CGO.TO, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.001.27
Omega ratio
The chart of Omega ratio for CGO.TO, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for CGO.TO, currently valued at 0.37, compared to the broader market0.001.002.003.004.005.000.37
Martin ratio
The chart of Martin ratio for CGO.TO, currently valued at 1.81, compared to the broader market-10.000.0010.0020.001.81

PPL.TO vs. CGO.TO - Sharpe Ratio Comparison

The current PPL.TO Sharpe Ratio is 3.37, which is higher than the CGO.TO Sharpe Ratio of 0.80. The chart below compares the 12-month rolling Sharpe Ratio of PPL.TO and CGO.TO.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.75
0.73
PPL.TO
CGO.TO

Dividends

PPL.TO vs. CGO.TO - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.91%, less than CGO.TO's 6.11% yield.


TTM20232022202120202019201820172016201520142013
PPL.TO
Pembina Pipeline Corporation
4.91%5.82%5.55%6.57%8.37%4.90%5.53%4.48%4.52%5.97%4.06%4.40%
CGO.TO
Cogeco Inc.
6.11%5.33%4.10%2.78%2.40%1.70%2.75%1.56%2.16%2.07%1.50%1.61%

Drawdowns

PPL.TO vs. CGO.TO - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.76%, smaller than the maximum CGO.TO drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for PPL.TO and CGO.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-0.30%
-40.64%
PPL.TO
CGO.TO

Volatility

PPL.TO vs. CGO.TO - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PPL.TO) is 3.38%, while Cogeco Inc. (CGO.TO) has a volatility of 5.78%. This indicates that PPL.TO experiences smaller price fluctuations and is considered to be less risky than CGO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
3.38%
5.78%
PPL.TO
CGO.TO

Financials

PPL.TO vs. CGO.TO - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation and Cogeco 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



Values in CAD except per share items