PortfoliosLab logoPortfoliosLab logo
T.TO vs. CU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T.TO vs. CU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TELUS Corporation (T.TO) and Canadian Utilities Limited (CU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T.TO achieves a -3.54% return, which is significantly lower than CU.TO's 23.51% return. Over the past 10 years, T.TO has outperformed CU.TO with an annualized return of 12.80%, while CU.TO has yielded a comparatively lower 8.34% annualized return.


T.TO

1D
0.06%
1M
1.59%
YTD
-3.54%
6M
-1.02%
1Y
-17.01%
3Y*
-6.72%
5Y*
-3.61%
10Y*
12.80%

CU.TO

1D
0.10%
1M
7.14%
YTD
23.51%
6M
27.11%
1Y
41.81%
3Y*
19.57%
5Y*
13.22%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T.TO vs. CU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T.TO
TELUS Corporation
-3.54%0.34%-11.50%-4.41%-8.27%23.58%113.11%21.76%3.92%21.55%
CU.TO
Canadian Utilities Limited
23.51%28.75%15.61%-8.24%4.73%24.14%-16.53%31.00%-12.18%7.28%

Correlation

The correlation between T.TO and CU.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.24

The correlation between T.TO and CU.TO shifts across timeframes, from 0.10 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

T.TO:

CA$25.99B

CU.TO:

CA$14.11B

EPS

T.TO:

CA$0.60

CU.TO:

CA$0.39

PE Ratio

T.TO:

27.67

CU.TO:

131.64

PS Ratio

T.TO:

1.26

CU.TO:

3.82

PB Ratio

T.TO:

1.67

CU.TO:

2.82

Total Revenue (TTM)

T.TO:

CA$20.32B

CU.TO:

CA$3.69B

Gross Profit (TTM)

T.TO:

CA$8.88B

CU.TO:

CA$905.00M

EBITDA (TTM)

T.TO:

CA$7.49B

CU.TO:

CA$1.82B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

T.TO vs. CU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

T.TO
T.TO Risk / Return Rank: 1010
Overall Rank
T.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
T.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
T.TO Omega Ratio Rank: 77
Omega Ratio Rank
T.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
T.TO Martin Ratio Rank: 1414
Martin Ratio Rank

CU.TO
CU.TO Risk / Return Rank: 9696
Overall Rank
CU.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CU.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CU.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CU.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
CU.TO Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

T.TO vs. CU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (T.TO) and Canadian Utilities Limited (CU.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.

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.


T.TOCU.TODifference
Sharpe ratioReturn per unit of total volatility

-4.27

Sortino ratioReturn per unit of downside risk

-5.73

Omega ratioGain probability vs. loss probability

0.82

1.60

-0.78

Calmar ratioReturn relative to maximum drawdown

-0.72

5.84

-6.56

Martin ratioReturn relative to average drawdown

-1.26

20.12

-21.38

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

The current T.TO Sharpe Ratio is -1.06, which is lower than the CU.TO Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of T.TO and CU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

T.TO vs. CU.TO - Drawdown Comparison

The maximum T.TO drawdown since its inception was -39.72%, roughly equal to the maximum CU.TO drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for T.TO and CU.TO.


Loading charts...

Drawdown Indicators


T.TOCU.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.72%

-40.15%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.59%

-7.24%

-17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-17.57%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.60%

-27.68%

-10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.60%

-40.15%

+1.55%

Current Drawdown

Current decline from peak

-35.63%

0.00%

-35.63%

Average Drawdown

Average peak-to-trough decline

-10.14%

-9.71%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.06%

2.10%

+11.96%

Volatility

T.TO vs. CU.TO - Volatility Comparison

The current volatility for TELUS Corporation (T.TO) is 3.35%, while Canadian Utilities Limited (CU.TO) has a volatility of 4.44%. This indicates that T.TO experiences smaller price fluctuations and is considered to be less risky than CU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


T.TOCU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

4.44%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

10.50%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

13.20%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

14.54%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.56%

18.42%

+15.14%

Dividends

T.TO vs. CU.TO - Dividend Comparison

T.TO's dividend yield for the trailing twelve months is around 10.05%, more than CU.TO's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
CU.TO
Canadian Utilities Limited
3.56%4.28%5.20%5.63%4.85%4.79%5.60%4.32%5.02%3.82%3.59%3.69%
T.TO
TELUS Corporation
10.05%9.14%7.99%6.17%5.19%4.27%4.70%8.96%9.28%8.27%8.61%8.78%

Financials

T.TO vs. CU.TO - Financials Comparison

This section allows you to compare key financial metrics between TELUS Corporation and Canadian Utilities Limited. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
4.99B
1.08B
(T.TO) Total Revenue
(CU.TO) Total Revenue
Values in CAD except per share items

T.TO vs. CU.TO - Profitability Comparison

The chart below illustrates the profitability comparison between TELUS Corporation and Canadian Utilities Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20222023202420252026
16.5%
43.7%
Portfolio components
T.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported a gross profit of 824.00M and revenue of 4.99B. Therefore, the gross margin over that period was 16.5%.

CU.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a gross profit of 474.00M and revenue of 1.08B. Therefore, the gross margin over that period was 43.7%.

T.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported an operating income of 824.00M and revenue of 4.99B, resulting in an operating margin of 16.5%.

CU.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported an operating income of 393.00M and revenue of 1.08B, resulting in an operating margin of 36.3%.

T.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported a net income of 136.00M and revenue of 4.99B, resulting in a net margin of 2.7%.

CU.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a net income of 224.00M and revenue of 1.08B, resulting in a net margin of 20.7%.


Frequently Asked Questions


T.TO and CU.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for T.TO and CU.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer