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T.TO vs. BTO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


T.TOBTO.TO
YTD Return-2.70%12.50%
1Y Return-3.99%4.51%
3Y Return (Ann)-3.92%-1.81%
5Y Return (Ann)3.13%2.50%
10Y Return (Ann)3.01%10.62%
Sharpe Ratio-0.110.19
Sortino Ratio-0.050.55
Omega Ratio0.991.07
Calmar Ratio-0.050.12
Martin Ratio-0.180.46
Ulcer Index9.05%16.54%
Daily Std Dev14.75%39.91%
Max Drawdown-89.64%-86.75%
Current Drawdown-26.88%-45.49%

Fundamentals


T.TOBTO.TO
Market CapCA$32.34BCA$6.02B
EPSCA$0.53-CA$0.17
PEG Ratio1.940.00
Total Revenue (TTM)CA$14.92BCA$1.47B
Gross Profit (TTM)CA$4.60BCA$602.94M
EBITDA (TTM)CA$5.19BCA$833.27M

Correlation

-0.50.00.51.00.2

The correlation between T.TO and BTO.TO is 0.18, 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

T.TO vs. BTO.TO - Performance Comparison

In the year-to-date period, T.TO achieves a -2.70% return, which is significantly lower than BTO.TO's 12.50% return. Over the past 10 years, T.TO has underperformed BTO.TO with an annualized return of 3.01%, while BTO.TO has yielded a comparatively higher 10.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-1.26%
31.68%
T.TO
BTO.TO

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Risk-Adjusted Performance

T.TO vs. BTO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (T.TO) and B2Gold Corp. (BTO.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.


T.TO
Sharpe ratio
The chart of Sharpe ratio for T.TO, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.17
Sortino ratio
The chart of Sortino ratio for T.TO, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.12
Omega ratio
The chart of Omega ratio for T.TO, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for T.TO, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for T.TO, currently valued at -0.30, compared to the broader market-10.000.0010.0020.0030.00-0.30
BTO.TO
Sharpe ratio
The chart of Sharpe ratio for BTO.TO, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.15
Sortino ratio
The chart of Sortino ratio for BTO.TO, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.51
Omega ratio
The chart of Omega ratio for BTO.TO, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for BTO.TO, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for BTO.TO, currently valued at 0.37, compared to the broader market-10.000.0010.0020.0030.000.37

T.TO vs. BTO.TO - Sharpe Ratio Comparison

The current T.TO Sharpe Ratio is -0.11, which is lower than the BTO.TO Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of T.TO and BTO.TO, 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 Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.17
0.15
T.TO
BTO.TO

Dividends

T.TO vs. BTO.TO - Dividend Comparison

T.TO's dividend yield for the trailing twelve months is around 7.06%, more than BTO.TO's 3.51% yield.


TTM20232022202120202019201820172016201520142013
T.TO
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%
BTO.TO
B2Gold Corp.
3.51%3.82%4.41%3.21%1.54%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

T.TO vs. BTO.TO - Drawdown Comparison

The maximum T.TO drawdown since its inception was -89.64%, roughly equal to the maximum BTO.TO drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for T.TO and BTO.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-33.88%
-47.97%
T.TO
BTO.TO

Volatility

T.TO vs. BTO.TO - Volatility Comparison

The current volatility for TELUS Corporation (T.TO) is 3.49%, while B2Gold Corp. (BTO.TO) has a volatility of 8.96%. This indicates that T.TO experiences smaller price fluctuations and is considered to be less risky than BTO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
8.96%
T.TO
BTO.TO

Financials

T.TO vs. BTO.TO - Financials Comparison

This section allows you to compare key financial metrics between TELUS Corporation and B2Gold 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items