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

Key characteristics


PPL.TOFTS.TO
YTD Return26.13%16.77%
1Y Return39.74%14.10%
3Y Return (Ann)18.23%6.53%
5Y Return (Ann)9.04%6.13%
10Y Return (Ann)6.77%10.09%
Sharpe Ratio3.370.95
Daily Std Dev11.57%14.59%
Max Drawdown-68.76%-41.48%
Current Drawdown-0.22%-0.53%

Fundamentals


PPL.TOFTS.TO
Market CapCA$32.08BCA$30.53B
EPSCA$3.26CA$3.19
PE Ratio16.9619.33
PEG Ratio1.372.95
Total Revenue (TTM)CA$8.18BCA$11.39B
Gross Profit (TTM)CA$2.84BCA$5.55B
EBITDA (TTM)CA$3.15BCA$5.14B

Correlation

-0.50.00.51.00.4

The correlation between PPL.TO and FTS.TO is 0.39, 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. FTS.TO - Performance Comparison

In the year-to-date period, PPL.TO achieves a 26.13% return, which is significantly higher than FTS.TO's 16.77% return. Over the past 10 years, PPL.TO has underperformed FTS.TO with an annualized return of 6.77%, while FTS.TO has yielded a comparatively higher 10.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
19.20%
16.69%
PPL.TO
FTS.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and Fortis Inc. (FTS.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 market0.501.001.501.49
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
FTS.TO
Sharpe ratio
The chart of Sharpe ratio for FTS.TO, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.79
Sortino ratio
The chart of Sortino ratio for FTS.TO, currently valued at 1.23, compared to the broader market-6.00-4.00-2.000.002.004.001.23
Omega ratio
The chart of Omega ratio for FTS.TO, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for FTS.TO, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.000.55
Martin ratio
The chart of Martin ratio for FTS.TO, currently valued at 3.03, compared to the broader market-10.000.0010.0020.003.03

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

The current PPL.TO Sharpe Ratio is 3.37, which is higher than the FTS.TO Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of PPL.TO and FTS.TO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.75
0.79
PPL.TO
FTS.TO

Dividends

PPL.TO vs. FTS.TO - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.91%, more than FTS.TO's 3.83% 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%
FTS.TO
Fortis Inc.
3.83%4.19%4.01%3.36%3.73%3.39%3.79%3.52%3.68%3.73%3.29%4.07%

Drawdowns

PPL.TO vs. FTS.TO - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.76%, which is greater than FTS.TO's maximum drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for PPL.TO and FTS.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.30%
-2.77%
PPL.TO
FTS.TO

Volatility

PPL.TO vs. FTS.TO - Volatility Comparison

Pembina Pipeline Corporation (PPL.TO) and Fortis Inc. (FTS.TO) have volatilities of 3.38% and 3.35%, 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%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.38%
3.35%
PPL.TO
FTS.TO

Financials

PPL.TO vs. FTS.TO - Financials Comparison

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