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TRP vs. KEY.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRP and KEY.TO is 0.44, 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.


-0.50.00.51.00.4

Performance

TRP vs. KEY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TC Energy Corporation (TRP) and Keyera Corp. (KEY.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
34.26%
15.09%
TRP
KEY.TO

Key characteristics

Sharpe Ratio

TRP:

2.11

KEY.TO:

2.92

Sortino Ratio

TRP:

2.88

KEY.TO:

3.98

Omega Ratio

TRP:

1.36

KEY.TO:

1.51

Calmar Ratio

TRP:

1.26

KEY.TO:

4.11

Martin Ratio

TRP:

8.97

KEY.TO:

19.06

Ulcer Index

TRP:

4.14%

KEY.TO:

2.24%

Daily Std Dev

TRP:

17.58%

KEY.TO:

14.64%

Max Drawdown

TRP:

-54.94%

KEY.TO:

-73.59%

Current Drawdown

TRP:

-9.66%

KEY.TO:

-9.23%

Fundamentals

Market Cap

TRP:

$47.91B

KEY.TO:

CA$9.84B

EPS

TRP:

$3.45

KEY.TO:

CA$1.95

PE Ratio

TRP:

13.35

KEY.TO:

22.01

PEG Ratio

TRP:

1.69

KEY.TO:

1.52

Total Revenue (TTM)

TRP:

$16.20B

KEY.TO:

CA$7.49B

Gross Profit (TTM)

TRP:

$7.29B

KEY.TO:

CA$1.17B

EBITDA (TTM)

TRP:

$9.34B

KEY.TO:

CA$1.15B

Returns By Period

In the year-to-date period, TRP achieves a 34.79% return, which is significantly lower than KEY.TO's 40.28% return. Over the past 10 years, TRP has outperformed KEY.TO with an annualized return of 7.53%, while KEY.TO has yielded a comparatively lower 7.00% annualized return.


TRP

YTD

34.79%

1M

-8.93%

6M

35.42%

1Y

37.14%

5Y*

6.55%

10Y*

7.53%

KEY.TO

YTD

40.28%

1M

-4.40%

6M

21.27%

1Y

42.28%

5Y*

11.89%

10Y*

7.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TRP vs. KEY.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) and Keyera Corp. (KEY.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.


Sharpe ratio
The chart of Sharpe ratio for TRP, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.981.76
The chart of Sortino ratio for TRP, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.42
The chart of Omega ratio for TRP, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.31
The chart of Calmar ratio for TRP, currently valued at 1.17, compared to the broader market0.002.004.006.001.171.80
The chart of Martin ratio for TRP, currently valued at 8.28, compared to the broader market0.0010.0020.008.2810.16
TRP
KEY.TO

The current TRP Sharpe Ratio is 2.11, which is comparable to the KEY.TO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of TRP and KEY.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.98
1.76
TRP
KEY.TO

Dividends

TRP vs. KEY.TO - Dividend Comparison

TRP's dividend yield for the trailing twelve months is around 6.23%, more than KEY.TO's 4.78% yield.


TTM20232022202120202019201820172016201520142013
TRP
TC Energy Corporation
6.23%7.81%10.02%8.57%6.49%4.67%8.42%4.37%6.89%7.15%3.86%4.24%
KEY.TO
Keyera Corp.
4.78%6.12%6.49%6.73%8.49%5.44%6.70%4.66%3.80%2.70%0.00%0.00%

Drawdowns

TRP vs. KEY.TO - Drawdown Comparison

The maximum TRP drawdown since its inception was -54.94%, smaller than the maximum KEY.TO drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for TRP and KEY.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.66%
-11.91%
TRP
KEY.TO

Volatility

TRP vs. KEY.TO - Volatility Comparison

The current volatility for TC Energy Corporation (TRP) is 3.89%, while Keyera Corp. (KEY.TO) has a volatility of 6.61%. This indicates that TRP experiences smaller price fluctuations and is considered to be less risky than KEY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
6.61%
TRP
KEY.TO

Financials

TRP vs. KEY.TO - Financials Comparison

This section allows you to compare key financial metrics between TC Energy Corporation and Keyera Corp.. 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


Please note, different currencies. TRP values in USD, KEY.TO values in CAD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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