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

Performance

RCI vs. TU - Performance Comparison

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

1,200.00%1,250.00%1,300.00%1,350.00%1,400.00%1,450.00%JuneJulyAugustSeptemberOctoberNovember
1,266.38%
1,250.97%
RCI
TU

Returns By Period

In the year-to-date period, RCI achieves a -21.56% return, which is significantly lower than TU's -10.34% return. Both investments have delivered pretty close results over the past 10 years, with RCI having a 2.42% annualized return and TU not far behind at 2.37%.


RCI

YTD

-21.56%

1M

-6.49%

6M

-8.67%

1Y

-12.28%

5Y (annualized)

-2.55%

10Y (annualized)

2.42%

TU

YTD

-10.34%

1M

-6.59%

6M

-5.55%

1Y

-8.40%

5Y (annualized)

0.55%

10Y (annualized)

2.37%

Fundamentals


RCITU
Market Cap$19.53B$23.45B
EPS$2.03$0.45
PE Ratio17.6334.82
PEG Ratio0.371.65
Total Revenue (TTM)$20.22B$14.92B
Gross Profit (TTM)$5.99B$4.60B
EBITDA (TTM)$9.35B$5.19B

Key characteristics


RCITU
Sharpe Ratio-0.74-0.56
Sortino Ratio-0.95-0.67
Omega Ratio0.890.92
Calmar Ratio-0.36-0.25
Martin Ratio-0.89-0.98
Ulcer Index14.54%9.64%
Daily Std Dev17.49%16.97%
Max Drawdown-83.79%-88.49%
Current Drawdown-36.03%-36.15%

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Correlation

-0.50.00.51.00.4

The correlation between RCI and TU is 0.40, 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.

Risk-Adjusted Performance

RCI vs. TU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and TELUS Corporation (TU). 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 -0.74, compared to the broader market-4.00-2.000.002.00-0.74-0.56
The chart of Sortino ratio for RCI, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.00-0.95-0.67
The chart of Omega ratio for RCI, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.92
The chart of Calmar ratio for RCI, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36-0.25
The chart of Martin ratio for RCI, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.89-0.98
RCI
TU

The current RCI Sharpe Ratio is -0.74, which is lower than the TU Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of RCI and TU, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.74
-0.56
RCI
TU

Dividends

RCI vs. TU - Dividend Comparison

RCI's dividend yield for the trailing twelve months is around 4.11%, less than TU's 7.42% yield.


TTM20232022202120202019201820172016201520142013
RCI
Rogers Communications Inc.
4.11%3.14%3.27%3.36%3.50%3.03%2.87%2.90%3.82%4.30%4.24%3.74%
TU
TELUS Corporation
7.42%6.02%5.39%4.31%4.51%4.73%4.84%4.01%4.42%4.68%3.81%3.78%

Drawdowns

RCI vs. TU - Drawdown Comparison

The maximum RCI drawdown since its inception was -83.79%, smaller than the maximum TU drawdown of -88.49%. Use the drawdown chart below to compare losses from any high point for RCI and TU. For additional features, visit the drawdowns tool.


-38.00%-36.00%-34.00%-32.00%-30.00%-28.00%-26.00%JuneJulyAugustSeptemberOctoberNovember
-36.03%
-36.15%
RCI
TU

Volatility

RCI vs. TU - Volatility Comparison

Rogers Communications Inc. (RCI) has a higher volatility of 6.51% compared to TELUS Corporation (TU) at 6.19%. This indicates that RCI's price experiences larger fluctuations and is considered to be riskier than TU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.51%
6.19%
RCI
TU

Financials

RCI vs. TU - Financials Comparison

This section allows you to compare key financial metrics between Rogers Communications Inc. and TELUS Corporation. 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