RY-PS.TO vs. PPL
RY-PS.TO (Royal Bank of Canada) and PPL (PPL Corporation) are both stocks. RY-PS.TO operates in Banks - Diversified (Financial Services), while PPL operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, RY-PS.TO returned 6.34%/yr vs 11.37%/yr for PPL. At a 0.06 correlation, their price movements are largely independent.
Performance
RY-PS.TO vs. PPL - Performance Comparison
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Different Trading Currencies
RY-PS.TO is traded in CAD, while PPL is traded in USD. To make them comparable, the PPL values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RY-PS.TO achieves a 0.54% return, which is significantly lower than PPL's 4.44% return.
RY-PS.TO
- 1D
- 0.04%
- 1M
- -1.05%
- YTD
- 0.54%
- 6M
- 1.33%
- 1Y
- 7.64%
- 3Y*
- 15.99%
- 5Y*
- 6.34%
- 10Y*
- —
PPL
- 1D
- 1.86%
- 1M
- -0.93%
- YTD
- 4.44%
- 6M
- 8.16%
- 1Y
- 10.23%
- 3Y*
- 15.67%
- 5Y*
- 11.37%
- 10Y*
- 4.47%
RY-PS.TO vs. PPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RY-PS.TO Royal Bank of Canada | 0.54% | 10.29% | 21.22% | 20.80% | -18.63% | 19.47% | 22.84% | -8.46% | -8.61% |
PPL PPL Corporation | 4.44% | 6.27% | 34.64% | -5.89% | 7.50% | 11.86% | -18.28% | 26.85% | -2.97% |
Correlation
The correlation between RY-PS.TO and PPL is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2018 | 0.06 |
Fundamentals
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Return for Risk
RY-PS.TO vs. PPL — Risk / Return Rank
RY-PS.TO
PPL
RY-PS.TO vs. PPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY-PS.TO) and PPL Corporation (PPL). 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.
| RY-PS.TO | PPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 0.78 | +2.35 |
| Martin ratioReturn relative to average drawdown | 8.82 | 1.85 | +6.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RY-PS.TO | PPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.59 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.13 |
Drawdowns
RY-PS.TO vs. PPL - Drawdown Comparison
The maximum RY-PS.TO drawdown since its inception was -42.08%, roughly equal to the maximum PPL drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for RY-PS.TO and PPL.
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Drawdown Indicators
| RY-PS.TO | PPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.08% | -43.70% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -13.24% | +10.92% |
Max Drawdown (3Y)Largest decline over 3 years | -5.90% | -15.96% | +10.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -23.31% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.70% | — |
Current DrawdownCurrent decline from peak | -1.31% | -9.39% | +8.08% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -12.36% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 5.53% | -4.71% |
Volatility
RY-PS.TO vs. PPL - Volatility Comparison
The current volatility for Royal Bank of Canada (RY-PS.TO) is 1.89%, while PPL Corporation (PPL) has a volatility of 6.07%. This indicates that RY-PS.TO experiences smaller price fluctuations and is considered to be less risky than PPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RY-PS.TO | PPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 6.07% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 13.49% | -8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.86% | 17.35% | -11.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.56% | 17.70% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 21.73% | -7.78% |
Dividends
RY-PS.TO vs. PPL - Dividend Comparison
RY-PS.TO's dividend yield for the trailing twelve months is around 5.59%, more than PPL's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPL PPL Corporation | 3.08% | 3.11% | 3.17% | 3.54% | 2.99% | 5.52% | 5.89% | 4.60% | 5.79% | 5.11% | 4.46% | 11.74% |
RY-PS.TO Royal Bank of Canada | 5.59% | 5.47% | 5.44% | 5.32% | 6.06% | 4.69% | 5.33% | 6.54% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
RY-PS.TO vs. PPL - Financials Comparison
This section allows you to compare key financial metrics between Royal Bank of Canada and PPL 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RY-PS.TO and PPL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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