TAC vs. SBS
Compare and contrast key facts about TransAlta Corp (TAC) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS).
Performance
TAC vs. SBS - Performance Comparison
Loading graphics...
TAC vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAC TransAlta Corp | 4.02% | -9.24% | 73.96% | -5.50% | -18.03% | 48.90% | 8.06% | 77.05% | -29.03% | 11.23% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 28.84% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Fundamentals
TAC:
$3.89B
SBS:
$20.88B
TAC:
-$0.46
SBS:
$12.14
TAC:
1.64
SBS:
0.56
TAC:
8.52
SBS:
0.49
TAC:
$2.40B
SBS:
$37.34B
TAC:
$1.08B
SBS:
$13.68B
TAC:
$470.07M
SBS:
$14.20B
Returns By Period
In the year-to-date period, TAC achieves a 4.02% return, which is significantly lower than SBS's 28.84% return. Over the past 10 years, TAC has underperformed SBS with an annualized return of 13.34%, while SBS has yielded a comparatively higher 19.90% annualized return.
TAC
- 1D
- 3.07%
- 1M
- -4.66%
- YTD
- 4.02%
- 6M
- -3.51%
- 1Y
- 42.29%
- 3Y*
- 16.55%
- 5Y*
- 8.21%
- 10Y*
- 13.34%
SBS
- 1D
- 3.67%
- 1M
- 2.39%
- YTD
- 28.84%
- 6M
- 29.57%
- 1Y
- 86.69%
- 3Y*
- 51.63%
- 5Y*
- 37.85%
- 10Y*
- 19.90%
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
TAC vs. SBS — Risk / Return Rank
TAC
SBS
TAC vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransAlta Corp (TAC) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.
| TAC | SBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.62 | -1.61 |
Sortino ratioReturn per unit of downside risk | 1.54 | 3.26 | -1.72 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 6.38 | -5.16 |
Martin ratioReturn relative to average drawdown | 2.49 | 16.30 | -13.81 |
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
| TAC | SBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.62 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.03 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.46 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.37 | -0.24 |
Correlation
The correlation between TAC and SBS is 0.27, 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
TAC vs. SBS - Dividend Comparison
TAC's dividend yield for the trailing twelve months is around 1.44%, less than SBS's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAC TransAlta Corp | 1.44% | 1.44% | 1.24% | 2.13% | 1.76% | 1.38% | 1.69% | 1.68% | 3.20% | 2.69% | 2.74% | 20.34% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 4.17% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Drawdowns
TAC vs. SBS - Drawdown Comparison
The maximum TAC drawdown since its inception was -88.12%, which is greater than SBS's maximum drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for TAC and SBS.
Loading graphics...
Drawdown Indicators
| TAC | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -76.49% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.10% | -13.39% | -19.71% |
Max Drawdown (5Y)Largest decline over 5 years | -46.55% | -30.35% | -16.20% |
Max Drawdown (10Y)Largest decline over 10 years | -55.11% | -61.91% | +6.80% |
Current DrawdownCurrent decline from peak | -25.81% | 0.00% | -25.81% |
Average DrawdownAverage peak-to-trough decline | -40.70% | -25.83% | -14.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.25% | 5.24% | +11.01% |
Volatility
TAC vs. SBS - Volatility Comparison
The current volatility for TransAlta Corp (TAC) is 11.61%, while Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a volatility of 14.20%. This indicates that TAC experiences smaller price fluctuations and is considered to be less risky than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TAC | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.61% | 14.20% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 31.81% | 23.58% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.75% | 33.23% | +8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.09% | 37.08% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.47% | 43.62% | -8.15% |
Financials
TAC vs. SBS - Financials Comparison
This section allows you to compare key financial metrics between TransAlta Corp and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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
TAC vs. SBS - Profitability Comparison
TAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported a gross profit of 137.89M and revenue of 598.51M. Therefore, the gross margin over that period was 23.0%.
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.42B and revenue of 10.53B. Therefore, the gross margin over that period was 32.5%.
TAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported an operating income of -89.93M and revenue of 598.51M, resulting in an operating margin of -15.0%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.30B and revenue of 10.53B, resulting in an operating margin of 31.4%.
TAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, TransAlta Corp reported a net income of -35.97M and revenue of 598.51M, resulting in a net margin of -6.0%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 2.52B and revenue of 10.53B, resulting in a net margin of 23.9%.