TAC vs. FTS
Compare and contrast key facts about TransAlta Corp (TAC) and Fortis Inc (FTS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAC or FTS.
Key characteristics
| TAC | FTS | |
|---|---|---|
| YTD Return | 22.59% | 11.06% |
| 1Y Return | 26.41% | 14.68% |
| 3Y Return (Ann) | -0.64% | 3.66% |
| 5Y Return (Ann) | 10.23% | 5.80% |
| Sharpe Ratio | 0.76 | 0.93 |
| Sortino Ratio | 1.30 | 1.41 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 0.35 | 0.65 |
| Martin Ratio | 1.81 | 3.56 |
| Ulcer Index | 13.23% | 4.02% |
| Daily Std Dev | 31.72% | 15.36% |
| Max Drawdown | -88.52% | -34.36% |
| Current Drawdown | -47.34% | -5.23% |
Fundamentals
| TAC | FTS | |
|---|---|---|
| Market Cap | $2.99B | $22.05B |
| EPS | $0.27 | $2.32 |
| PE Ratio | 37.07 | 19.07 |
| PEG Ratio | -2.34 | 2.93 |
| Total Revenue (TTM) | $2.15B | $8.91B |
| Gross Profit (TTM) | $917.00M | $3.72B |
| EBITDA (TTM) | $889.00M | $2.56B |
Correlation
The correlation between TAC and FTS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TAC vs. FTS - Performance Comparison
In the year-to-date period, TAC achieves a 22.59% return, which is significantly higher than FTS's 11.06% 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
TAC vs. FTS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TransAlta Corp (TAC) and Fortis Inc (FTS). 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
TAC vs. FTS - Dividend Comparison
TAC's dividend yield for the trailing twelve months is around 1.72%, less than FTS's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAC TransAlta Corp | 1.72% | 1.95% | 1.76% | 1.33% | 1.69% | 1.68% | 2.97% | 2.08% | 2.21% | 15.85% | 7.18% | 8.82% |
FTS Fortis Inc | 3.92% | 4.11% | 4.18% | 3.40% | 3.54% | 3.31% | 4.01% | 3.41% | 3.72% | 0.00% | 0.00% | 0.00% |
Drawdowns
TAC vs. FTS - Drawdown Comparison
The maximum TAC drawdown since its inception was -88.52%, which is greater than FTS's maximum drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for TAC and FTS. For additional features, visit the drawdowns tool.
Volatility
TAC vs. FTS - Volatility Comparison
TransAlta Corp (TAC) has a higher volatility of 11.98% compared to Fortis Inc (FTS) at 5.20%. This indicates that TAC's price experiences larger fluctuations and is considered to be riskier than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TAC vs. FTS - Financials Comparison
This section allows you to compare key financial metrics between TransAlta Corp and Fortis Inc. 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