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STN.TO vs. HUBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


STN.TOHUBB
YTD Return6.02%43.62%
1Y Return29.61%66.44%
3Y Return (Ann)18.94%33.28%
5Y Return (Ann)28.21%28.91%
Sharpe Ratio1.392.35
Sortino Ratio2.182.82
Omega Ratio1.261.40
Calmar Ratio2.154.30
Martin Ratio5.8510.18
Ulcer Index5.13%6.73%
Daily Std Dev21.56%29.19%
Max Drawdown-60.46%-41.63%
Current Drawdown-7.49%-0.89%

Fundamentals


STN.TOHUBB
Market CapCA$12.79B$25.11B
EPSCA$2.90$13.90
PE Ratio38.6833.66
PEG Ratio1.002.52
Total Revenue (TTM)CA$5.22B$5.64B
Gross Profit (TTM)CA$2.00B$1.92B
EBITDA (TTM)CA$647.20M$1.22B

Correlation

-0.50.00.51.00.4

The correlation between STN.TO and HUBB is 0.38, 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. HUBB - Performance Comparison

In the year-to-date period, STN.TO achieves a 6.02% return, which is significantly lower than HUBB's 43.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.99%
17.12%
STN.TO
HUBB

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

STN.TO vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and Hubbell Incorporated (HUBB). 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.


STN.TO
Sharpe ratio
The chart of Sharpe ratio for STN.TO, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for STN.TO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.006.001.22
Omega ratio
The chart of Omega ratio for STN.TO, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for STN.TO, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for STN.TO, currently valued at 3.13, compared to the broader market0.0010.0020.0030.003.13
HUBB
Sharpe ratio
The chart of Sharpe ratio for HUBB, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.20
Sortino ratio
The chart of Sortino ratio for HUBB, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for HUBB, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for HUBB, currently valued at 4.00, compared to the broader market0.002.004.006.004.00
Martin ratio
The chart of Martin ratio for HUBB, currently valued at 9.40, compared to the broader market0.0010.0020.0030.009.40

STN.TO vs. HUBB - Sharpe Ratio Comparison

The current STN.TO Sharpe Ratio is 1.39, which is lower than the HUBB Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of STN.TO and HUBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.76
2.20
STN.TO
HUBB

Dividends

STN.TO vs. HUBB - Dividend Comparison

STN.TO's dividend yield for the trailing twelve months is around 0.74%, less than HUBB's 1.04% yield.


TTM20232022202120202019201820172016201520142013
STN.TO
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%
HUBB
Hubbell Incorporated
1.04%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%0.00%0.00%

Drawdowns

STN.TO vs. HUBB - Drawdown Comparison

The maximum STN.TO drawdown since its inception was -60.46%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for STN.TO and HUBB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.17%
-0.89%
STN.TO
HUBB

Volatility

STN.TO vs. HUBB - Volatility Comparison

The current volatility for Stantec Inc. (STN.TO) is 7.42%, while Hubbell Incorporated (HUBB) has a volatility of 9.97%. This indicates that STN.TO experiences smaller price fluctuations and is considered to be less risky than HUBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
9.97%
STN.TO
HUBB

Financials

STN.TO vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Stantec Inc. and Hubbell Incorporated. 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



Please note, different currencies. STN.TO values in CAD, HUBB values in USD