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RCI vs. BCE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RCI vs. BCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rogers Communications Inc. (RCI) and BCE Inc. (BCE). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JuneJulyAugustSeptemberOctoberNovember
1,048.70%
2,644.80%
RCI
BCE

Returns By Period

In the year-to-date period, RCI achieves a -22.37% return, which is significantly higher than BCE's -27.56% return. Over the past 10 years, RCI has outperformed BCE with an annualized return of 2.17%, while BCE has yielded a comparatively lower -0.01% annualized return.


RCI

YTD

-22.37%

1M

-9.81%

6M

-8.26%

1Y

-14.52%

5Y (annualized)

-2.49%

10Y (annualized)

2.17%

BCE

YTD

-27.56%

1M

-19.22%

6M

-16.78%

1Y

-26.85%

5Y (annualized)

-5.20%

10Y (annualized)

-0.01%

Fundamentals


RCIBCE
Market Cap$19.26B$24.34B
EPS$2.03$0.06
PE Ratio17.38444.67
PEG Ratio0.375.09
Total Revenue (TTM)$20.22B$24.46B
Gross Profit (TTM)$5.99B$9.21B
EBITDA (TTM)$9.04B$8.19B

Key characteristics


RCIBCE
Sharpe Ratio-0.83-1.40
Sortino Ratio-1.08-1.84
Omega Ratio0.880.76
Calmar Ratio-0.39-0.57
Martin Ratio-0.97-1.70
Ulcer Index14.92%15.32%
Daily Std Dev17.47%18.68%
Max Drawdown-83.79%-60.67%
Current Drawdown-36.69%-45.99%

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Correlation

-0.50.00.51.00.4

The correlation between RCI and BCE is 0.43, 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.

Risk-Adjusted Performance

RCI vs. BCE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and BCE Inc. (BCE). 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.


Sharpe ratio
The chart of Sharpe ratio for RCI, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.83-1.40
The chart of Sortino ratio for RCI, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.08-1.84
The chart of Omega ratio for RCI, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.76
The chart of Calmar ratio for RCI, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.57
The chart of Martin ratio for RCI, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.97-1.70
RCI
BCE

The current RCI Sharpe Ratio is -0.83, which is higher than the BCE Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of RCI and BCE, 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 Ratio-1.50-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.83
-1.40
RCI
BCE

Dividends

RCI vs. BCE - Dividend Comparison

RCI's dividend yield for the trailing twelve months is around 4.16%, less than BCE's 10.87% yield.


TTM20232022202120202019201820172016201520142013
RCI
Rogers Communications Inc.
4.16%3.14%3.27%3.36%3.50%3.03%2.87%2.90%3.82%4.30%4.24%3.74%
BCE
BCE Inc.
10.87%7.28%6.43%5.33%5.76%5.16%5.84%4.63%4.83%5.19%4.84%5.20%

Drawdowns

RCI vs. BCE - Drawdown Comparison

The maximum RCI drawdown since its inception was -83.79%, which is greater than BCE's maximum drawdown of -60.67%. Use the drawdown chart below to compare losses from any high point for RCI and BCE. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-36.69%
-45.99%
RCI
BCE

Volatility

RCI vs. BCE - Volatility Comparison

The current volatility for Rogers Communications Inc. (RCI) is 5.76%, while BCE Inc. (BCE) has a volatility of 10.11%. This indicates that RCI experiences smaller price fluctuations and is considered to be less risky than BCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.76%
10.11%
RCI
BCE

Financials

RCI vs. BCE - Financials Comparison

This section allows you to compare key financial metrics between Rogers Communications 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


Values in USD except per share items