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.
Performance
SRE vs. AQN.TO - Performance Comparison
Returns By Period
In the year-to-date period, SRE achieves a 26.42% return, which is significantly higher than AQN.TO's -14.92% return. Over the past 10 years, SRE has outperformed AQN.TO with an annualized return of 8.58%, while AQN.TO has yielded a comparatively lower 1.72% annualized return.
SRE
26.42%
7.62%
19.80%
31.94%
8.25%
8.58%
AQN.TO
-14.92%
-5.18%
-22.94%
-11.60%
-13.54%
1.72%
Fundamentals
| SRE | AQN.TO | |
|---|---|---|
| Market Cap | $58.40B | CA$5.25B |
| EPS | $4.54 | CA$0.73 |
| PE Ratio | 20.31 | 9.12 |
| PEG Ratio | 2.54 | 1.41 |
| Total Revenue (TTM) | $12.67B | CA$2.58B |
| Gross Profit (TTM) | $3.80B | CA$1.97B |
| EBITDA (TTM) | $3.75B | CA$824.49M |
Key characteristics
| SRE | AQN.TO | |
|---|---|---|
| Sharpe Ratio | 1.71 | -0.32 |
| Sortino Ratio | 2.55 | -0.25 |
| Omega Ratio | 1.31 | 0.97 |
| Calmar Ratio | 1.61 | -0.14 |
| Martin Ratio | 6.87 | -0.70 |
| Ulcer Index | 4.71% | 12.91% |
| Daily Std Dev | 18.95% | 28.45% |
| Max Drawdown | -45.00% | -78.58% |
| Current Drawdown | -0.01% | -62.51% |
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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.
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 2.66%, less than AQN.TO's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 2.66% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.04% | 2.98% | 2.37% | 2.81% |
AQN.TO Algonquin Power & Utilities Corp. | 7.83% | 6.94% | 10.66% | 4.65% | 3.91% | 3.95% | 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
Sempra Energy (SRE) has a higher volatility of 9.15% compared to Algonquin Power & Utilities Corp. (AQN.TO) at 6.82%. This indicates that SRE's price experiences larger fluctuations and is considered to be riskier 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