SRE vs. AQN.TO
Compare and contrast key facts about Sempra Energy (SRE) and Algonquin Power & Utilities Corp. (AQN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRE or AQN.TO.
Key characteristics
| SRE | AQN.TO | |
|---|---|---|
| YTD Return | -1.56% | 8.89% |
| 1Y Return | -1.75% | -18.89% |
| 3Y Return (Ann) | 5.19% | -18.41% |
| 5Y Return (Ann) | 6.11% | -5.20% |
| 10Y Return (Ann) | 7.22% | 6.47% |
| Sharpe Ratio | -0.06 | -0.70 |
| Daily Std Dev | 18.30% | 28.05% |
| Max Drawdown | -45.00% | -78.58% |
| Current Drawdown | -12.20% | -52.05% |
Fundamentals
| SRE | AQN.TO | |
|---|---|---|
| Market Cap | $46.13B | CA$6.17B |
| EPS | $4.79 | CA$0.04 |
| PE Ratio | 15.22 | 223.50 |
| PEG Ratio | 3.49 | 1.41 |
| Revenue (TTM) | $16.72B | CA$2.70B |
| Gross Profit (TTM) | $4.58B | CA$1.05B |
| EBITDA (TTM) | $5.84B | CA$944.79M |
Correlation
The correlation between SRE and AQN.TO is 0.25, 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.
Performance
SRE vs. AQN.TO - Performance Comparison
In the year-to-date period, SRE achieves a -1.56% return, which is significantly lower than AQN.TO's 8.89% return. Over the past 10 years, SRE has outperformed AQN.TO with an annualized return of 7.22%, while AQN.TO has yielded a comparatively lower 6.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SRE vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) and Algonquin Power & Utilities Corp. (AQN.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.
Dividends
SRE vs. AQN.TO - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 3.30%, less than AQN.TO's 6.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 3.30% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.00% | 2.98% | 2.37% | 2.81% |
AQN.TO Algonquin Power & Utilities Corp. | 6.49% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
SRE vs. AQN.TO - Drawdown Comparison
The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum AQN.TO drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for SRE and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
SRE vs. AQN.TO - Volatility Comparison
The current volatility for Sempra Energy (SRE) is 6.08%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 9.19%. This indicates that SRE experiences smaller price fluctuations and is considered to be less risky than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SRE vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between Sempra Energy and Algonquin Power & Utilities 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