QBR-B.TO vs. H.TO
Compare and contrast key facts about Quebecor Inc (QBR-B.TO) and Hydro One Limited (H.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QBR-B.TO or H.TO.
Key characteristics
| QBR-B.TO | H.TO | |
|---|---|---|
| YTD Return | 5.37% | 13.31% |
| 1Y Return | 9.19% | 18.57% |
| 3Y Return (Ann) | 6.22% | 17.30% |
| 5Y Return (Ann) | 2.74% | 16.55% |
| Sharpe Ratio | 0.58 | 1.58 |
| Sortino Ratio | 0.95 | 2.32 |
| Omega Ratio | 1.11 | 1.29 |
| Calmar Ratio | 0.64 | 2.20 |
| Martin Ratio | 1.35 | 5.44 |
| Ulcer Index | 7.88% | 3.67% |
| Daily Std Dev | 18.49% | 12.64% |
| Max Drawdown | -88.22% | -27.68% |
| Current Drawdown | -9.63% | -8.18% |
Fundamentals
| QBR-B.TO | H.TO | |
|---|---|---|
| Market Cap | CA$7.63B | CA$26.62B |
| EPS | CA$3.10 | CA$1.89 |
| PE Ratio | 10.47 | 23.50 |
| PEG Ratio | 1.40 | 3.14 |
| Total Revenue (TTM) | CA$4.25B | CA$6.18B |
| Gross Profit (TTM) | CA$2.32B | CA$1.35B |
| EBITDA (TTM) | CA$1.74B | CA$2.11B |
Correlation
The correlation between QBR-B.TO and H.TO is 0.33, 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
QBR-B.TO vs. H.TO - Performance Comparison
In the year-to-date period, QBR-B.TO achieves a 5.37% return, which is significantly lower than H.TO's 13.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QBR-B.TO vs. H.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quebecor Inc (QBR-B.TO) and Hydro One Limited (H.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.
Dividends
QBR-B.TO vs. H.TO - Dividend Comparison
QBR-B.TO's dividend yield for the trailing twelve months is around 3.96%, more than H.TO's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QBR-B.TO Quebecor Inc | 3.96% | 3.81% | 3.97% | 3.85% | 2.44% | 1.18% | 0.67% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% |
H.TO Hydro One Limited | 2.77% | 2.94% | 3.78% | 3.20% | 3.50% | 3.81% | 4.49% | 3.88% | 4.11% | 0.00% | 0.00% | 0.00% |
Drawdowns
QBR-B.TO vs. H.TO - Drawdown Comparison
The maximum QBR-B.TO drawdown since its inception was -88.22%, which is greater than H.TO's maximum drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for QBR-B.TO and H.TO. For additional features, visit the drawdowns tool.
Volatility
QBR-B.TO vs. H.TO - Volatility Comparison
Quebecor Inc (QBR-B.TO) has a higher volatility of 6.48% compared to Hydro One Limited (H.TO) at 3.89%. This indicates that QBR-B.TO's price experiences larger fluctuations and is considered to be riskier than H.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
QBR-B.TO vs. H.TO - Financials Comparison
This section allows you to compare key financial metrics between Quebecor Inc and Hydro One 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.
Total Revenue: Total amount of money received from sales and other business activities