TU vs. BCE

In the year-to-date period, TU achieves a -8.75% return, which is significantly higher than BCE's -26.33% return. Over the past 10 years, TU has outperformed BCE with an annualized return of 2.80%, while BCE has yielded a comparatively lower 0.07% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (TU) and BCE Inc. (BCE). 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 TU Sharpe Ratio is -0.40, which is higher than the BCE Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of TU and BCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TU's dividend yield for the trailing twelve months is around 7.29%, less than BCE's 10.69% yield.

The maximum TU drawdown since its inception was -88.49%, which is greater than BCE's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for TU and BCE. For additional features, visit the drawdowns tool.

The current volatility for TELUS Corporation (TU) is 6.53%, while BCE Inc. (BCE) has a volatility of 10.03%. This indicates that TU experiences smaller price fluctuations and is considered to be less risky than BCE 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 TELUS Corporation and BCE 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.