SBS vs. TAC
Compare and contrast key facts about Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and TransAlta Corp (TAC).
Performance
SBS vs. TAC - Performance Comparison
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SBS vs. TAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 28.84% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
TAC TransAlta Corp | 4.02% | -9.24% | 73.96% | -5.50% | -18.03% | 48.90% | 8.06% | 77.05% | -29.03% | 11.23% |
Fundamentals
SBS:
$20.88B
TAC:
$3.89B
SBS:
$12.14
TAC:
-$0.46
SBS:
0.56
TAC:
1.64
SBS:
0.49
TAC:
8.52
SBS:
$37.34B
TAC:
$2.40B
SBS:
$13.68B
TAC:
$1.08B
SBS:
$14.20B
TAC:
$470.07M
Returns By Period
In the year-to-date period, SBS achieves a 28.84% return, which is significantly higher than TAC's 4.02% return. Over the past 10 years, SBS has outperformed TAC with an annualized return of 19.90%, while TAC has yielded a comparatively lower 13.34% annualized return.
SBS
- 1D
- 3.67%
- 1M
- 2.39%
- YTD
- 28.84%
- 6M
- 29.57%
- 1Y
- 86.69%
- 3Y*
- 51.63%
- 5Y*
- 37.85%
- 10Y*
- 19.90%
TAC
- 1D
- 3.07%
- 1M
- -4.66%
- YTD
- 4.02%
- 6M
- -3.51%
- 1Y
- 42.29%
- 3Y*
- 16.55%
- 5Y*
- 8.21%
- 10Y*
- 13.34%
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Return for Risk
SBS vs. TAC — Risk / Return Rank
SBS
TAC
SBS vs. TAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and TransAlta Corp (TAC). 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.
| SBS | TAC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.62 | 1.02 | +1.61 |
Sortino ratioReturn per unit of downside risk | 3.26 | 1.54 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 6.38 | 1.22 | +5.16 |
Martin ratioReturn relative to average drawdown | 16.30 | 2.49 | +13.81 |
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
| SBS | TAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 1.02 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.24 | +0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.12 | +0.24 |
Correlation
The correlation between SBS and TAC is 0.27, 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
SBS vs. TAC - Dividend Comparison
SBS's dividend yield for the trailing twelve months is around 4.17%, more than TAC's 1.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 4.17% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
TAC TransAlta Corp | 1.44% | 1.44% | 1.24% | 2.13% | 1.76% | 1.38% | 1.69% | 1.68% | 3.20% | 2.69% | 2.74% | 20.34% |
Drawdowns
SBS vs. TAC - Drawdown Comparison
The maximum SBS drawdown since its inception was -76.49%, smaller than the maximum TAC drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for SBS and TAC.
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Drawdown Indicators
| SBS | TAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -88.12% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -33.10% | +19.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -46.55% | +16.20% |
Max Drawdown (10Y)Largest decline over 10 years | -61.91% | -55.11% | -6.80% |
Current DrawdownCurrent decline from peak | 0.00% | -25.81% | +25.81% |
Average DrawdownAverage peak-to-trough decline | -25.83% | -40.70% | +14.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 16.25% | -11.01% |
Volatility
SBS vs. TAC - Volatility Comparison
Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a higher volatility of 14.20% compared to TransAlta Corp (TAC) at 11.61%. This indicates that SBS's price experiences larger fluctuations and is considered to be riskier than TAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBS | TAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 11.61% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 23.58% | 31.81% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.23% | 41.75% | -8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.08% | 34.09% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.62% | 35.47% | +8.15% |
Financials
SBS vs. TAC - Financials Comparison
This section allows you to compare key financial metrics between Companhia de Saneamento Básico do Estado de São Paulo - SABESP and TransAlta Corp. 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
SBS vs. TAC - Profitability Comparison
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.42B and revenue of 10.53B. Therefore, the gross margin over that period was 32.5%.
TAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported a gross profit of 137.89M and revenue of 598.51M. Therefore, the gross margin over that period was 23.0%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.30B and revenue of 10.53B, resulting in an operating margin of 31.4%.
TAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported an operating income of -89.93M and revenue of 598.51M, resulting in an operating margin of -15.0%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 2.52B and revenue of 10.53B, resulting in a net margin of 23.9%.
TAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported a net income of -35.97M and revenue of 598.51M, resulting in a net margin of -6.0%.