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QBR-B.TO vs. BCE-PK.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

QBR-B.TO vs. BCE-PK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Quebecor Inc (QBR-B.TO) and BCE Inc. (BCE-PK.TO). The values are adjusted to include any dividend payments, if applicable.

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QBR-B.TO vs. BCE-PK.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QBR-B.TO
Quebecor Inc
13.42%69.85%4.16%8.44%10.30%-9.74%1.42%16.75%22.17%27.61%
BCE-PK.TO
BCE Inc.
3.38%40.19%11.23%7.18%-24.40%55.01%0.46%-4.50%-13.48%26.79%

Fundamentals

Returns By Period

In the year-to-date period, QBR-B.TO achieves a 13.42% return, which is significantly higher than BCE-PK.TO's 3.38% return. Over the past 10 years, QBR-B.TO has outperformed BCE-PK.TO with an annualized return of 16.01%, while BCE-PK.TO has yielded a comparatively lower 10.11% annualized return.


QBR-B.TO

1D
-1.41%
1M
0.93%
YTD
13.42%
6M
32.11%
1Y
63.32%
3Y*
24.91%
5Y*
15.79%
10Y*
16.01%

BCE-PK.TO

1D
0.59%
1M
-0.10%
YTD
3.38%
6M
13.33%
1Y
28.88%
3Y*
19.22%
5Y*
10.52%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QBR-B.TO vs. BCE-PK.TO — Risk / Return Rank

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

QBR-B.TO
QBR-B.TO Risk / Return Rank: 9696
Overall Rank
QBR-B.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
QBR-B.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
QBR-B.TO Omega Ratio Rank: 9494
Omega Ratio Rank
QBR-B.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
QBR-B.TO Martin Ratio Rank: 9797
Martin Ratio Rank

BCE-PK.TO
BCE-PK.TO Risk / Return Rank: 8585
Overall Rank
BCE-PK.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCE-PK.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
BCE-PK.TO Omega Ratio Rank: 8989
Omega Ratio Rank
BCE-PK.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
BCE-PK.TO Martin Ratio Rank: 8888
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.

QBR-B.TO vs. BCE-PK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quebecor Inc (QBR-B.TO) and BCE Inc. (BCE-PK.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.


QBR-B.TOBCE-PK.TODifference

Sharpe ratio

Return per unit of total volatility

2.99

1.88

+1.11

Sortino ratio

Return per unit of downside risk

3.80

2.38

+1.42

Omega ratio

Gain probability vs. loss probability

1.49

1.39

+0.10

Calmar ratio

Return relative to maximum drawdown

5.61

1.96

+3.65

Martin ratio

Return relative to average drawdown

21.14

10.16

+10.98

QBR-B.TO vs. BCE-PK.TO - Sharpe Ratio Comparison

The current QBR-B.TO Sharpe Ratio is 2.99, which is higher than the BCE-PK.TO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of QBR-B.TO and BCE-PK.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.


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Sharpe Ratios by Period


QBR-B.TOBCE-PK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

1.88

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.72

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.54

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.22

-0.22

Correlation

The correlation between QBR-B.TO and BCE-PK.TO is 0.06, 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.


Dividends

QBR-B.TO vs. BCE-PK.TO - Dividend Comparison

QBR-B.TO's dividend yield for the trailing twelve months is around 2.49%, less than BCE-PK.TO's 4.06% yield.


TTM20252024202320222021202020192018201720162015
QBR-B.TO
Quebecor Inc
2.49%2.71%4.13%3.81%3.97%3.85%2.44%1.19%0.67%0.45%0.46%0.38%
BCE-PK.TO
BCE Inc.
4.06%4.15%5.53%5.82%5.89%3.78%5.61%5.30%4.79%3.98%6.80%6.90%

Drawdowns

QBR-B.TO vs. BCE-PK.TO - Drawdown Comparison

The maximum QBR-B.TO drawdown since its inception was -100.00%, which is greater than BCE-PK.TO's maximum drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for QBR-B.TO and BCE-PK.TO.


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Drawdown Indicators


QBR-B.TOBCE-PK.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-53.54%

-46.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-14.76%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.40%

-30.94%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-30.06%

-53.54%

+23.48%

Current Drawdown

Current decline from peak

-99.97%

-1.40%

-98.57%

Average Drawdown

Average peak-to-trough decline

-84.41%

-15.60%

-68.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.85%

+0.25%

Volatility

QBR-B.TO vs. BCE-PK.TO - Volatility Comparison

Quebecor Inc (QBR-B.TO) has a higher volatility of 4.48% compared to BCE Inc. (BCE-PK.TO) at 3.88%. This indicates that QBR-B.TO's price experiences larger fluctuations and is considered to be riskier than BCE-PK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBR-B.TOBCE-PK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

3.88%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

7.30%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

21.34%

15.44%

+5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

14.67%

+6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

18.64%

+2.09%

Financials

QBR-B.TO vs. BCE-PK.TO - Financials Comparison

This section allows you to compare key financial metrics between Quebecor Inc and BCE 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


800.00M1.00B1.20B1.40B1.60BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.55B
(QBR-B.TO) Total Revenue
(BCE-PK.TO) Total Revenue
Values in CAD except per share items