PPL.TO vs. RSPS

Last updated Jun 13, 2026

PPL.TO (Pembina Pipeline Corporation) is a stock, while RSPS (Invesco S&P 500 Equal Weight Consumer Staples ETF) is Consumer Staples Equities fund tracking the S&P 500 Equal Weighted / Consumer Staples -SEC. Over the past 10 years, PPL.TO returned 11.55%/yr vs 5.57%/yr for RSPS. At a 0.19 correlation, their price movements are largely independent.

Performance

PPL.TO vs. RSPS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Pembina Pipeline Corporation (PPL.TO) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PPL.TO is traded in CAD, while RSPS is traded in USD. To make them comparable, the RSPS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPL.TO achieves a 30.78% return, which is significantly higher than RSPS's 9.47% return. Over the past 10 years, PPL.TO has outperformed RSPS with an annualized return of 11.55%, while RSPS has yielded a comparatively lower 5.57% annualized return.

PPL.TO

• 1D: -0.46%
• 1M: 0.36%
• YTD: 30.78%
• 6M: 28.18%
• 1Y: 36.20%
• 3Y*: 23.83%
• 5Y*: 17.18%
• 10Y*: 11.55%

RSPS

• 1D: 0.83%
• 1M: 6.53%
• YTD: 9.47%
• 6M: 6.05%
• 1Y: 9.01%
• 3Y*: 1.63%
• 5Y*: 4.35%
• 10Y*: 5.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL.TO vs. RSPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PPL.TO Pembina Pipeline Corporation	30.78%	3.76%	22.71%	5.56%	26.63%	36.13%	-32.39%	24.75%	-6.28%	13.75%
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF	9.47%	-5.40%	6.88%	-7.64%	9.40%	14.63%	3.68%	22.88%	-3.37%	6.47%

Correlation

The correlation between PPL.TO and RSPS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Nov 7, 2006	0.19

The correlation between PPL.TO and RSPS shifts across timeframes, from 0.11 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

PPL.TO vs. RSPS — Risk / Return Rank

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

PPL.TO

PPL.TO Risk / Return Rank: 86
PPL.TO Sharpe Ratio Rank: 89
PPL.TO Sortino Ratio Rank: 87
PPL.TO Omega Ratio Rank: 86
PPL.TO Calmar Ratio Rank: 84
PPL.TO Martin Ratio Rank: 83

RSPS

RSPS Risk / Return Rank: 14
RSPS Sharpe Ratio Rank: 15
RSPS Sortino Ratio Rank: 15
RSPS Omega Ratio Rank: 14
RSPS Calmar Ratio Rank: 15
RSPS Martin Ratio Rank: 13

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.TO vs. RSPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PPL.TO	RSPS	Difference
Sharpe ratio: Return per unit of total volatility	1.99	0.50	+1.49
Sortino ratio: Return per unit of downside risk	2.71	0.79	+1.91
Omega ratio: Gain probability vs. loss probability	1.35	1.09	+0.26
Calmar ratio: Return relative to maximum drawdown	2.94	0.63	+2.31
Martin ratio: Return relative to average drawdown	6.93	1.18	+5.74

PPL.TO vs. RSPS - Sharpe Ratio Comparison

The current PPL.TO Sharpe Ratio is 1.99, which is higher than the RSPS Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PPL.TO and RSPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PPL.TO vs. RSPS - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.76%, which is greater than RSPS's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for PPL.TO and RSPS.

Drawdown Indicators

	PPL.TO	RSPS	Difference
Max Drawdown Largest peak-to-trough decline	-68.76%	-24.95%	-43.81%
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	-11.47%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-16.36%	-14.29%	-2.07%
Max Drawdown (5Y) Largest decline over 5 years	-20.19%	-18.40%	-1.79%
Max Drawdown (10Y) Largest decline over 10 years	-68.76%	-18.83%	-49.93%
Current Drawdown Current decline from peak	-1.26%	-4.42%	+3.16%
Average Drawdown Average peak-to-trough decline	-10.20%	-5.11%	-5.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.43%	6.10%	-0.67%

Volatility

PPL.TO vs. RSPS - Volatility Comparison

Pembina Pipeline Corporation (PPL.TO) has a higher volatility of 6.30% compared to Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) at 4.55%. This indicates that PPL.TO's price experiences larger fluctuations and is considered to be riskier than RSPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PPL.TO	RSPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.30%	4.55%	+1.75%
Volatility (6M) Calculated over the trailing 6-month period	13.47%	11.11%	+2.36%
Volatility (1Y) Calculated over the trailing 1-year period	18.99%	14.61%	+4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.62%	15.04%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.89%	16.17%	+14.72%

Dividends

PPL.TO vs. RSPS - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.20%, more than RSPS's 2.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PPL.TO Pembina Pipeline Corporation	4.20%	5.39%	5.15%	5.82%	5.55%	6.57%	8.37%	4.90%	5.53%	4.48%	4.52%	5.97%
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF	2.71%	2.82%	2.86%	2.78%	2.31%	2.07%	2.14%	2.12%	2.43%	1.90%	1.76%	1.77%

Frequently Asked Questions

Can I hold both PPL.TO and RSPS in my portfolio?

PPL.TO and RSPS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.