T.TO vs. BCE
Compare and contrast key facts about TELUS Corporation (T.TO) and BCE Inc. (BCE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: T.TO or BCE.
Key characteristics
T.TO | BCE | |
---|---|---|
YTD Return | -2.70% | -21.22% |
1Y Return | -3.99% | -20.85% |
3Y Return (Ann) | -3.92% | -11.27% |
5Y Return (Ann) | 3.13% | -3.50% |
10Y Return (Ann) | 3.01% | 1.28% |
Sharpe Ratio | -0.11 | -1.03 |
Sortino Ratio | -0.05 | -1.30 |
Omega Ratio | 0.99 | 0.82 |
Calmar Ratio | -0.05 | -0.46 |
Martin Ratio | -0.18 | -1.41 |
Ulcer Index | 9.05% | 13.65% |
Daily Std Dev | 14.75% | 18.45% |
Max Drawdown | -89.64% | -60.66% |
Current Drawdown | -26.88% | -41.28% |
Fundamentals
T.TO | BCE | |
---|---|---|
Market Cap | CA$32.34B | $29.33B |
EPS | CA$0.53 | $1.40 |
PE Ratio | 41.17 | 20.80 |
PEG Ratio | 1.94 | 5.09 |
Total Revenue (TTM) | CA$14.92B | $18.49B |
Gross Profit (TTM) | CA$4.60B | $4.98B |
EBITDA (TTM) | CA$5.19B | $7.83B |
Correlation
The correlation between T.TO and BCE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
T.TO vs. BCE - Performance Comparison
In the year-to-date period, T.TO achieves a -2.70% return, which is significantly higher than BCE's -21.22% return. Over the past 10 years, T.TO has outperformed BCE with an annualized return of 3.01%, while BCE has yielded a comparatively lower 1.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
T.TO vs. BCE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (T.TO) and BCE Inc. (BCE). 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
T.TO vs. BCE - Dividend Comparison
T.TO's dividend yield for the trailing twelve months is around 7.06%, less than BCE's 9.96% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TELUS Corporation | 7.06% | 6.15% | 5.20% | 4.30% | 4.11% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCE Inc. | 9.96% | 7.30% | 6.37% | 5.32% | 5.78% | 5.15% | 5.81% | 4.63% | 4.81% | 5.18% | 4.83% | 5.20% |
Drawdowns
T.TO vs. BCE - Drawdown Comparison
The maximum T.TO drawdown since its inception was -89.64%, which is greater than BCE's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for T.TO and BCE. For additional features, visit the drawdowns tool.
Volatility
T.TO vs. BCE - Volatility Comparison
The current volatility for TELUS Corporation (T.TO) is 3.42%, while BCE Inc. (BCE) has a volatility of 10.19%. This indicates that T.TO experiences smaller price fluctuations and is considered to be less risky than BCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
T.TO vs. BCE - Financials Comparison
This section allows you to compare key financial metrics between TELUS Corporation and BCE 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