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

Correlation

The correlation between T.TO and ZWS is 0.40, 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. ZWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TELUS Corporation (T.TO) and Zurn Water Solutions Corporation (ZWS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

T.TO:

0.49

ZWS:

0.62

Sortino Ratio

T.TO:

0.89

ZWS:

1.02

Omega Ratio

T.TO:

1.11

ZWS:

1.12

Calmar Ratio

T.TO:

0.29

ZWS:

0.31

Martin Ratio

T.TO:

1.44

ZWS:

1.61

Ulcer Index

T.TO:

6.77%

ZWS:

10.41%

Daily Std Dev

T.TO:

18.85%

ZWS:

28.73%

Max Drawdown

T.TO:

-89.64%

ZWS:

-69.31%

Current Drawdown

T.TO:

-21.94%

ZWS:

-42.58%

Fundamentals

Market Cap

T.TO:

CA$33.87B

ZWS:

$6.14B

EPS

T.TO:

CA$0.79

ZWS:

$0.96

PE Ratio

T.TO:

28.32

ZWS:

38.01

PEG Ratio

T.TO:

0.66

ZWS:

1.65

PS Ratio

T.TO:

1.67

ZWS:

3.88

PB Ratio

T.TO:

2.15

ZWS:

3.97

Total Revenue (TTM)

T.TO:

CA$20.29B

ZWS:

$1.58B

Gross Profit (TTM)

T.TO:

CA$10.29B

ZWS:

$703.10M

EBITDA (TTM)

T.TO:

CA$3.30B

ZWS:

$257.30M

Returns By Period

In the year-to-date period, T.TO achieves a 17.36% return, which is significantly higher than ZWS's -2.50% return. Over the past 10 years, T.TO has underperformed ZWS with an annualized return of 3.31%, while ZWS has yielded a comparatively higher 11.06% annualized return.


T.TO

YTD

17.36%

1M

5.94%

6M

6.84%

1Y

9.22%

3Y*

-5.31%

5Y*

4.28%

10Y*

3.31%

ZWS

YTD

-2.50%

1M

6.82%

6M

-8.67%

1Y

17.59%

3Y*

9.01%

5Y*

4.56%

10Y*

11.06%

*Annualized

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TELUS Corporation

Zurn Water Solutions Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

T.TO vs. ZWS — Risk-Adjusted Performance Rank

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

T.TO
The Risk-Adjusted Performance Rank of T.TO is 6464
Overall Rank
The Sharpe Ratio Rank of T.TO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of T.TO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of T.TO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of T.TO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of T.TO is 6868
Martin Ratio Rank

ZWS
The Risk-Adjusted Performance Rank of ZWS is 6767
Overall Rank
The Sharpe Ratio Rank of ZWS is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ZWS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ZWS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ZWS is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ZWS is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (T.TO) and Zurn Water Solutions Corporation (ZWS). 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.


The current T.TO Sharpe Ratio is 0.49, which is comparable to the ZWS Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of T.TO and ZWS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

T.TO vs. ZWS - Dividend Comparison

T.TO's dividend yield for the trailing twelve months is around 7.03%, more than ZWS's 0.97% yield.


TTM20242023202220212020201920182017201620152014
T.TO
TELUS Corporation
7.03%8.00%6.15%5.20%4.30%3.54%0.00%0.00%0.00%0.00%0.00%0.00%
ZWS
Zurn Water Solutions Corporation
0.97%0.88%0.99%0.95%0.44%0.39%0.00%0.00%41.74%0.00%0.00%0.00%

Drawdowns

T.TO vs. ZWS - Drawdown Comparison

The maximum T.TO drawdown since its inception was -89.64%, which is greater than ZWS's maximum drawdown of -69.31%. Use the drawdown chart below to compare losses from any high point for T.TO and ZWS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

T.TO vs. ZWS - Volatility Comparison

The current volatility for TELUS Corporation (T.TO) is 7.97%, while Zurn Water Solutions Corporation (ZWS) has a volatility of 9.00%. This indicates that T.TO experiences smaller price fluctuations and is considered to be less risky than ZWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

T.TO vs. ZWS - Financials Comparison

This section allows you to compare key financial metrics between TELUS Corporation and Zurn Water Solutions 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.


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
5.02B
388.80M
(T.TO) Total Revenue
(ZWS) Total Revenue
Please note, different currencies. T.TO values in CAD, ZWS values in USD

T.TO vs. ZWS - Profitability Comparison

The chart below illustrates the profitability comparison between TELUS Corporation and Zurn Water Solutions Corporation 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%30.0%40.0%50.0%60.0%20212022202320242025
63.2%
46.6%
(T.TO) Gross Margin
(ZWS) Gross Margin
T.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, TELUS Corporation reported a gross profit of 3.17B and revenue of 5.02B. Therefore, the gross margin over that period was 63.2%.

ZWS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Zurn Water Solutions Corporation reported a gross profit of 181.00M and revenue of 388.80M. Therefore, the gross margin over that period was 46.6%.

T.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, TELUS Corporation reported an operating income of 706.00M and revenue of 5.02B, resulting in an operating margin of 14.1%.

ZWS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Zurn Water Solutions Corporation reported an operating income of 65.10M and revenue of 388.80M, resulting in an operating margin of 16.7%.

T.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, TELUS Corporation reported a net income of 321.00M and revenue of 5.02B, resulting in a net margin of 6.4%.

ZWS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Zurn Water Solutions Corporation reported a net income of 43.60M and revenue of 388.80M, resulting in a net margin of 11.2%.