PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNC.TO vs. CVE.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SNC.TOCVE.TO

Fundamentals


SNC.TOCVE.TO
Market CapCA$7.63BCA$40.73B
EPSCA$0.47CA$1.96
PE Ratio92.5311.20
PEG Ratio0.400.28

Correlation

-0.50.00.51.00.4

The correlation between SNC.TO and CVE.TO is 0.42, 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.

Performance

SNC.TO vs. CVE.TO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
-19.65%
SNC.TO
CVE.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SNC.TO vs. CVE.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SNC-Lavalin Group Inc. (SNC.TO) and Cenovus Energy Inc. (CVE.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.


SNC.TO
Sharpe ratio
The chart of Sharpe ratio for SNC.TO, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68
Sortino ratio
The chart of Sortino ratio for SNC.TO, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.006.00-0.70
Omega ratio
The chart of Omega ratio for SNC.TO, currently valued at 0.30, compared to the broader market0.501.001.502.000.30
Calmar ratio
The chart of Calmar ratio for SNC.TO, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
No data
CVE.TO
Sharpe ratio
The chart of Sharpe ratio for CVE.TO, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.35
Sortino ratio
The chart of Sortino ratio for CVE.TO, currently valued at -0.30, compared to the broader market-4.00-2.000.002.004.006.00-0.30
Omega ratio
The chart of Omega ratio for CVE.TO, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for CVE.TO, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for CVE.TO, currently valued at -0.83, compared to the broader market0.0010.0020.0030.00-0.83

SNC.TO vs. CVE.TO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.68
-0.35
SNC.TO
CVE.TO

Dividends

SNC.TO vs. CVE.TO - Dividend Comparison

SNC.TO has not paid dividends to shareholders, while CVE.TO's dividend yield for the trailing twelve months is around 3.51%.


TTM20232022202120202019201820172016201520142013
SNC.TO
SNC-Lavalin Group Inc.
0.00%0.14%0.34%0.26%0.37%0.80%2.50%1.91%1.80%2.43%2.17%1.93%
CVE.TO
Cenovus Energy Inc.
3.51%2.40%1.83%0.64%0.77%1.59%2.08%1.74%0.99%4.87%4.44%3.18%

Drawdowns

SNC.TO vs. CVE.TO - Drawdown Comparison


-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-38.77%
-46.87%
SNC.TO
CVE.TO

Volatility

SNC.TO vs. CVE.TO - Volatility Comparison

The current volatility for SNC-Lavalin Group Inc. (SNC.TO) is 0.00%, while Cenovus Energy Inc. (CVE.TO) has a volatility of 6.99%. This indicates that SNC.TO experiences smaller price fluctuations and is considered to be less risky than CVE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
6.99%
SNC.TO
CVE.TO

Financials

SNC.TO vs. CVE.TO - Financials Comparison

This section allows you to compare key financial metrics between SNC-Lavalin Group Inc. and Cenovus Energy 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 CAD except per share items