STN.TO vs. ATRL.TO
Compare and contrast key facts about Stantec Inc. (STN.TO) and SNC-Lavalin Group Inc (ATRL.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STN.TO or ATRL.TO.
Key characteristics
STN.TO | ATRL.TO | |
---|---|---|
YTD Return | 6.02% | 62.37% |
1Y Return | 29.61% | 71.36% |
3Y Return (Ann) | 18.94% | 27.60% |
5Y Return (Ann) | 28.21% | 21.67% |
10Y Return (Ann) | 14.19% | 5.83% |
Sharpe Ratio | 1.39 | 2.58 |
Sortino Ratio | 2.18 | 3.58 |
Omega Ratio | 1.26 | 1.46 |
Calmar Ratio | 2.15 | 2.33 |
Martin Ratio | 5.85 | 12.61 |
Ulcer Index | 5.13% | 6.00% |
Daily Std Dev | 21.56% | 29.32% |
Max Drawdown | -60.46% | -74.02% |
Current Drawdown | -7.49% | -1.00% |
Fundamentals
STN.TO | ATRL.TO | |
---|---|---|
Market Cap | CA$12.79B | CA$12.25B |
EPS | CA$2.90 | CA$1.84 |
PE Ratio | 38.68 | 37.98 |
PEG Ratio | 1.00 | 0.61 |
Total Revenue (TTM) | CA$5.22B | CA$6.86B |
Gross Profit (TTM) | CA$2.00B | CA$521.73M |
EBITDA (TTM) | CA$647.20M | CA$550.58M |
Correlation
The correlation between STN.TO and ATRL.TO is 0.32, 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
STN.TO vs. ATRL.TO - Performance Comparison
In the year-to-date period, STN.TO achieves a 6.02% return, which is significantly lower than ATRL.TO's 62.37% return. Over the past 10 years, STN.TO has outperformed ATRL.TO with an annualized return of 14.19%, while ATRL.TO has yielded a comparatively lower 5.83% 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
STN.TO vs. ATRL.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and SNC-Lavalin Group Inc (ATRL.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
STN.TO vs. ATRL.TO - Dividend Comparison
STN.TO's dividend yield for the trailing twelve months is around 0.74%, more than ATRL.TO's 0.12% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Stantec Inc. | 0.74% | 0.73% | 1.11% | 0.93% | 1.50% | 1.98% | 1.84% | 1.42% | 1.33% | 1.22% | 0.29% | 0.00% |
SNC-Lavalin Group Inc | 0.12% | 0.19% | 0.34% | 0.26% | 0.37% | 0.80% | 2.50% | 1.91% | 1.80% | 2.43% | 2.17% | 1.93% |
Drawdowns
STN.TO vs. ATRL.TO - Drawdown Comparison
The maximum STN.TO drawdown since its inception was -60.46%, smaller than the maximum ATRL.TO drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for STN.TO and ATRL.TO. For additional features, visit the drawdowns tool.
Volatility
STN.TO vs. ATRL.TO - Volatility Comparison
Stantec Inc. (STN.TO) has a higher volatility of 7.42% compared to SNC-Lavalin Group Inc (ATRL.TO) at 5.17%. This indicates that STN.TO's price experiences larger fluctuations and is considered to be riskier than ATRL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
STN.TO vs. ATRL.TO - Financials Comparison
This section allows you to compare key financial metrics between Stantec Inc. and SNC-Lavalin Group 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