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

Key characteristics


PPL.TOCNQ.TO
YTD Return34.05%14.06%
1Y Return40.69%12.01%
3Y Return (Ann)18.50%28.87%
5Y Return (Ann)10.71%26.79%
10Y Return (Ann)9.20%11.85%
Sharpe Ratio3.600.40
Sortino Ratio4.810.71
Omega Ratio1.661.09
Calmar Ratio3.790.49
Martin Ratio29.851.01
Ulcer Index1.36%10.23%
Daily Std Dev11.23%25.89%
Max Drawdown-68.76%-79.68%
Current Drawdown-1.77%-13.00%

Fundamentals


PPL.TOCNQ.TO
Market CapCA$33.49BCA$100.80B
EPSCA$3.29CA$3.47
PE Ratio17.5413.56
PEG Ratio1.360.33
Total Revenue (TTM)CA$7.73BCA$37.25B
Gross Profit (TTM)CA$2.92BCA$10.84B
EBITDA (TTM)CA$2.42BCA$12.66B

Correlation

-0.50.00.51.00.5

The correlation between PPL.TO and CNQ.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PPL.TO vs. CNQ.TO - Performance Comparison

In the year-to-date period, PPL.TO achieves a 34.05% return, which is significantly higher than CNQ.TO's 14.06% return. Over the past 10 years, PPL.TO has underperformed CNQ.TO with an annualized return of 9.20%, while CNQ.TO has yielded a comparatively higher 11.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.60%
-8.03%
PPL.TO
CNQ.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and Canadian Natural Resources Limited (CNQ.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 2.79, compared to the broader market-4.00-2.000.002.004.002.79
Sortino ratio
The chart of Sortino ratio for PPL.TO, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for PPL.TO, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for PPL.TO, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Martin ratio
The chart of Martin ratio for PPL.TO, currently valued at 21.57, compared to the broader market0.0010.0020.0030.0021.57
CNQ.TO
Sharpe ratio
The chart of Sharpe ratio for CNQ.TO, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28
Sortino ratio
The chart of Sortino ratio for CNQ.TO, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.006.000.56
Omega ratio
The chart of Omega ratio for CNQ.TO, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for CNQ.TO, currently valued at 0.36, compared to the broader market0.002.004.006.000.36
Martin ratio
The chart of Martin ratio for CNQ.TO, currently valued at 0.73, compared to the broader market0.0010.0020.0030.000.73

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

The current PPL.TO Sharpe Ratio is 3.60, which is higher than the CNQ.TO Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PPL.TO and CNQ.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.79
0.28
PPL.TO
CNQ.TO

Dividends

PPL.TO vs. CNQ.TO - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.63%, more than CNQ.TO's 3.29% yield.


TTM20232022202120202019201820172016201520142013
PPL.TO
Pembina Pipeline Corporation
4.63%5.83%5.57%6.57%8.37%4.90%5.53%4.48%4.52%5.97%4.06%4.40%
CNQ.TO
Canadian Natural Resources Limited
3.29%2.13%3.02%1.79%2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PPL.TO vs. CNQ.TO - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.76%, smaller than the maximum CNQ.TO drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for PPL.TO and CNQ.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.61%
-15.33%
PPL.TO
CNQ.TO

Volatility

PPL.TO vs. CNQ.TO - Volatility Comparison

Pembina Pipeline Corporation (PPL.TO) and Canadian Natural Resources Limited (CNQ.TO) have volatilities of 5.24% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
5.10%
PPL.TO
CNQ.TO

Financials

PPL.TO vs. CNQ.TO - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation and Canadian Natural Resources 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 CAD except per share items