TK vs. PFIE

In the year-to-date period, TK achieves a 46.11% return, which is significantly higher than PFIE's 39.23% return. Over the past 10 years, TK has underperformed PFIE with an annualized return of -13.46%, while PFIE has yielded a comparatively higher -2.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Teekay Corporation (TK) and Profire Energy, Inc. (PFIE). 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 TK Sharpe Ratio is 0.93, which is higher than the PFIE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TK and PFIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TK's dividend yield for the trailing twelve months is around 28.48%, while PFIE has not paid dividends to shareholders.

The maximum TK drawdown since its inception was -97.03%, which is greater than PFIE's maximum drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for TK and PFIE. For additional features, visit the drawdowns tool.

The current volatility for Teekay Corporation (TK) is 14.50%, while Profire Energy, Inc. (PFIE) has a volatility of 38.05%. This indicates that TK experiences smaller price fluctuations and is considered to be less risky than PFIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Teekay Corporation and Profire Energy, 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.