SSEZY vs. FTS
SSEZY (SSE PLC ADR) and FTS (Fortis Inc.) are both stocks. Both are in the Utilities sector — SSEZY in Utilities - Diversified, FTS in Utilities - Regulated Electric. Over the past 5 years, SSEZY returned 13.98%/yr vs 8.98%/yr for FTS. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
SSEZY vs. FTS - Performance Comparison
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Returns By Period
In the year-to-date period, SSEZY achieves a 8.19% return, which is significantly lower than FTS's 11.58% return.
SSEZY
- 1D
- -0.69%
- 1M
- -3.12%
- 6M
- -4.13%
- YTD
- 8.19%
- 1Y
- 31.59%
- 3Y*
- 17.43%
- 5Y*
- 13.98%
- 10Y*
- 11.34%
- ALL TIME*
- 6.37%
FTS
- 1D
- -0.82%
- 1M
- -1.69%
- 6M
- 8.67%
- YTD
- 11.58%
- 1Y
- 18.23%
- 3Y*
- 15.57%
- 5Y*
- 8.98%
- 10Y*
- —
- ALL TIME*
- 10.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FTS Fortis Inc. | $44.36M | $43.80M | $42.19M |
SSEZY SSE PLC ADR | $14.88M | $10.68M | $10.40M |
SSEZY vs. FTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 8.19% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | 1.53% |
FTS Fortis Inc. | 11.58% | 29.62% | 5.81% | 7.38% | -13.69% | 22.73% | 1.91% | 29.00% | -5.86% | 24.45% |
Correlation
The correlation between SSEZY and FTS is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2016 | 0.38 |
The correlation between SSEZY and FTS shifts across timeframes, from 0.26 (1 year) to 0.44 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SSEZY:
$37.99B
FTS:
$29.02B
SSEZY:
£2.08
FTS:
CA$3.33
SSEZY:
11.20
FTS:
23.95
SSEZY:
1.32
FTS:
3.53
SSEZY:
1.80
FTS:
1.78
SSEZY:
£20.39B
FTS:
CA$12.22B
SSEZY:
£7.78B
FTS:
CA$7.44B
SSEZY:
£6.60B
FTS:
CA$5.80B
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Return for Risk
SSEZY vs. FTS — Risk / Return Rank
SSEZY
FTS
SSEZY vs. FTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) and Fortis Inc. (FTS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSEZY | FTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.30 | -1.49 |
| Martin ratioReturn relative to average drawdown | 4.34 | 8.14 | -3.80 |
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Drawdowns
SSEZY vs. FTS - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.69%, which is greater than FTS's maximum drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for SSEZY and FTS.
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Drawdown Indicators
| SSEZY | FTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -34.36% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -6.23% | -11.78% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -11.59% | -18.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -29.96% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -42.77% | — | — |
Current DrawdownCurrent decline from peak | -13.96% | -3.13% | -10.83% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -6.94% | -8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.47% | 2.52% | +4.95% |
Volatility
SSEZY vs. FTS - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 8.39% compared to Fortis Inc. (FTS) at 4.97%. This indicates that SSEZY's price experiences larger fluctuations and is considered to be riskier than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSEZY | FTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 4.97% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 21.80% | 11.30% | +10.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.04% | 13.74% | +17.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.09% | 16.45% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 18.94% | +8.68% |
Dividends
SSEZY vs. FTS - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.91%, less than FTS's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTS Fortis Inc. | 3.22% | 3.42% | 4.62% | 4.50% | 4.48% | 3.40% | 3.54% | 3.31% | 3.35% | 4.43% | 1.30% | 0.00% |
SSEZY SSE PLC ADR | 2.91% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Financials
SSEZY vs. FTS - Financials Comparison
This section allows you to compare key financial metrics between SSE PLC ADR and Fortis 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.
Total Revenue: Total amount of money received from sales and other business activities
SSEZY vs. FTS - Profitability Comparison
SSEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.
FTS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fortis Inc. reported a gross profit of 935.41M and revenue of 3.39B. Therefore, the gross margin over that period was 27.6%.
SSEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.
FTS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fortis Inc. reported an operating income of 935.41M and revenue of 3.39B, resulting in an operating margin of 27.6%.
SSEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.
FTS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fortis Inc. reported a net income of 524.35M and revenue of 3.39B, resulting in a net margin of 15.5%.
Frequently Asked Questions
SSEZY and FTS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSEZY has higher volatility (8.39%) compared to FTS (4.97%). In terms of maximum drawdown, SSEZY dropped -54.69% vs FTS's -34.36%.
FTS currently has the higher Sharpe Ratio (1.50 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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