T.TO vs. TU
Compare and contrast key facts about TELUS Corporation (T.TO) and TELUS Corporation (TU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: T.TO or TU.
Key characteristics
| T.TO | TU | |
|---|---|---|
| YTD Return | -2.70% | -7.15% |
| 1Y Return | -3.99% | -5.51% |
| 3Y Return (Ann) | -3.92% | -7.37% |
| 5Y Return (Ann) | 3.13% | 2.52% |
| 10Y Return (Ann) | 3.01% | 3.43% |
| Sharpe Ratio | -0.11 | -0.16 |
| Sortino Ratio | -0.05 | -0.11 |
| Omega Ratio | 0.99 | 0.99 |
| Calmar Ratio | -0.05 | -0.07 |
| Martin Ratio | -0.18 | -0.29 |
| Ulcer Index | 9.05% | 9.33% |
| Daily Std Dev | 14.75% | 16.47% |
| Max Drawdown | -89.64% | -88.49% |
| Current Drawdown | -26.88% | -33.87% |
Fundamentals
| T.TO | TU | |
|---|---|---|
| Market Cap | CA$32.34B | $23.28B |
| EPS | CA$0.53 | $0.38 |
| PE Ratio | 41.17 | 41.34 |
| PEG Ratio | 1.94 | 1.65 |
| Total Revenue (TTM) | CA$14.92B | $14.92B |
| Gross Profit (TTM) | CA$4.60B | $4.60B |
| EBITDA (TTM) | CA$5.19B | $5.19B |
Correlation
The correlation between T.TO and TU is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
T.TO vs. TU - Performance Comparison
In the year-to-date period, T.TO achieves a -2.70% return, which is significantly higher than TU's -7.15% return. Over the past 10 years, T.TO has underperformed TU with an annualized return of 3.01%, while TU has yielded a comparatively higher 3.43% 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
T.TO vs. TU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (T.TO) and TELUS Corporation (TU). 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. TU - Dividend Comparison
T.TO's dividend yield for the trailing twelve months is around 7.06%, less than TU's 7.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TU TELUS Corporation | 7.16% | 6.01% | 5.39% | 4.31% | 4.52% | 4.74% | 4.83% | 4.01% | 4.43% | 4.70% | 3.80% | 3.80% |
Drawdowns
T.TO vs. TU - Drawdown Comparison
The maximum T.TO drawdown since its inception was -89.64%, roughly equal to the maximum TU drawdown of -88.49%. Use the drawdown chart below to compare losses from any high point for T.TO and TU. For additional features, visit the drawdowns tool.
Volatility
T.TO vs. TU - Volatility Comparison
TELUS Corporation (T.TO) and TELUS Corporation (TU) have volatilities of 3.42% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
T.TO vs. TU - Financials Comparison
This section allows you to compare key financial metrics between TELUS Corporation and TELUS Corporation. 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