TA.TO vs. FCR-UN.TO
Compare and contrast key facts about TransAlta Corporation (TA.TO) and First Capital Real Estate Investment Trust (FCR-UN.TO).
Performance
TA.TO vs. FCR-UN.TO - Performance Comparison
Loading graphics...
TA.TO vs. FCR-UN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TA.TO TransAlta Corporation | 5.74% | -13.24% | 88.48% | -7.32% | -12.42% | 47.57% | 6.20% | 69.12% | -23.22% | 2.43% |
FCR-UN.TO First Capital Real Estate Investment Trust | 9.92% | 17.08% | 16.59% | -3.27% | -7.64% | 42.71% | -30.44% | 13.36% | -4.95% | 4.62% |
Fundamentals
TA.TO:
CA$5.43B
FCR-UN.TO:
CA$4.38B
TA.TO:
-CA$0.46
FCR-UN.TO:
CA$4.99
TA.TO:
2.29
FCR-UN.TO:
5.91
TA.TO:
11.89
FCR-UN.TO:
0.91
TA.TO:
CA$2.41B
FCR-UN.TO:
CA$743.81M
TA.TO:
CA$732.00M
FCR-UN.TO:
CA$470.51M
TA.TO:
CA$638.00M
FCR-UN.TO:
CA$447.26M
Returns By Period
In the year-to-date period, TA.TO achieves a 5.74% return, which is significantly lower than FCR-UN.TO's 9.92% return. Over the past 10 years, TA.TO has outperformed FCR-UN.TO with an annualized return of 14.01%, while FCR-UN.TO has yielded a comparatively lower 4.37% annualized return.
TA.TO
- 1D
- 3.10%
- 1M
- -2.45%
- YTD
- 5.74%
- 6M
- -3.12%
- 1Y
- 38.31%
- 3Y*
- 17.78%
- 5Y*
- 10.52%
- 10Y*
- 14.01%
FCR-UN.TO
- 1D
- 1.28%
- 1M
- -3.60%
- YTD
- 9.92%
- 6M
- 6.31%
- 1Y
- 30.60%
- 3Y*
- 15.26%
- 5Y*
- 9.30%
- 10Y*
- 4.37%
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
TA.TO vs. FCR-UN.TO — Risk / Return Rank
TA.TO
FCR-UN.TO
TA.TO vs. FCR-UN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransAlta Corporation (TA.TO) and First Capital Real Estate Investment Trust (FCR-UN.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.
| TA.TO | FCR-UN.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.88 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.62 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.99 | -2.91 |
Martin ratioReturn relative to average drawdown | 2.16 | 12.71 | -10.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TA.TO | FCR-UN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.88 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.47 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.20 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.35 | — |
Correlation
The correlation between TA.TO and FCR-UN.TO is 0.14, 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.
Dividends
TA.TO vs. FCR-UN.TO - Dividend Comparison
TA.TO's dividend yield for the trailing twelve months is around 1.42%, less than FCR-UN.TO's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TA.TO TransAlta Corporation | 1.42% | 1.47% | 1.18% | 2.00% | 1.69% | 1.32% | 1.75% | 1.72% | 2.86% | 2.15% | 2.15% | 14.66% |
FCR-UN.TO First Capital Real Estate Investment Trust | 3.97% | 4.70% | 5.09% | 5.63% | 3.43% | 2.29% | 6.38% | 3.47% | 4.56% | 4.15% | 4.16% | 4.69% |
Drawdowns
TA.TO vs. FCR-UN.TO - Drawdown Comparison
The maximum TA.TO drawdown since its inception was -100.01%, which is greater than FCR-UN.TO's maximum drawdown of -63.96%. Use the drawdown chart below to compare losses from any high point for TA.TO and FCR-UN.TO.
Loading graphics...
Drawdown Indicators
| TA.TO | FCR-UN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.01% | -63.96% | -36.05% |
Max Drawdown (1Y)Largest decline over 1 year | -34.12% | -7.71% | -26.41% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -29.38% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -50.61% | -49.80% | -0.81% |
Current DrawdownCurrent decline from peak | -100.00% | -3.60% | -96.40% |
Average DrawdownAverage peak-to-trough decline | -99.53% | -15.37% | -84.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.12% | 2.42% | +14.70% |
Volatility
TA.TO vs. FCR-UN.TO - Volatility Comparison
TransAlta Corporation (TA.TO) has a higher volatility of 11.78% compared to First Capital Real Estate Investment Trust (FCR-UN.TO) at 5.02%. This indicates that TA.TO's price experiences larger fluctuations and is considered to be riskier than FCR-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TA.TO | FCR-UN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.78% | 5.02% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 30.21% | 11.33% | +18.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.67% | 16.36% | +23.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.68% | 19.80% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.03% | 22.36% | +9.67% |
Financials
TA.TO vs. FCR-UN.TO - Financials Comparison
This section allows you to compare key financial metrics between TransAlta Corporation and First Capital Real Estate Investment Trust. 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