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TU vs. RCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TU and RCI is 0.40, 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

TU vs. RCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TELUS Corporation (TU) and Rogers Communications Inc. (RCI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember
-7.76%
-15.10%
TU
RCI

Key characteristics

Sharpe Ratio

TU:

-1.13

RCI:

-1.84

Sortino Ratio

TU:

-1.51

RCI:

-2.61

Omega Ratio

TU:

0.82

RCI:

0.70

Calmar Ratio

TU:

-0.45

RCI:

-0.72

Martin Ratio

TU:

-1.98

RCI:

-1.87

Ulcer Index

TU:

9.67%

RCI:

17.27%

Daily Std Dev

TU:

16.98%

RCI:

17.59%

Max Drawdown

TU:

-88.50%

RCI:

-83.79%

Current Drawdown

TU:

-42.32%

RCI:

-44.93%

Fundamentals

Market Cap

TU:

$20.15B

RCI:

$16.54B

EPS

TU:

$0.44

RCI:

$1.97

PE Ratio

TU:

30.66

RCI:

15.41

PEG Ratio

TU:

0.58

RCI:

0.26

Total Revenue (TTM)

TU:

$19.96B

RCI:

$20.46B

Gross Profit (TTM)

TU:

$7.78B

RCI:

$9.41B

EBITDA (TTM)

TU:

$6.61B

RCI:

$9.05B

Returns By Period

In the year-to-date period, TU achieves a -19.02% return, which is significantly higher than RCI's -32.47% return. Over the past 10 years, TU has outperformed RCI with an annualized return of 2.04%, while RCI has yielded a comparatively lower 1.02% annualized return.


TU

YTD

-19.02%

1M

-11.83%

6M

-7.76%

1Y

-19.02%

5Y*

-1.99%

10Y*

2.04%

RCI

YTD

-32.47%

1M

-13.89%

6M

-15.10%

1Y

-32.47%

5Y*

-6.15%

10Y*

1.02%

*Annualized

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Risk-Adjusted Performance

TU vs. RCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (TU) and Rogers Communications Inc. (RCI). 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 TU, currently valued at -1.13, compared to the broader market-4.00-2.000.002.00-1.13-1.84
The chart of Sortino ratio for TU, currently valued at -1.51, compared to the broader market-4.00-2.000.002.004.00-1.51-2.61
The chart of Omega ratio for TU, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.70
The chart of Calmar ratio for TU, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.72
The chart of Martin ratio for TU, currently valued at -1.98, compared to the broader market0.005.0010.0015.0020.0025.00-1.98-1.87
TU
RCI

The current TU Sharpe Ratio is -1.13, which is higher than the RCI Sharpe Ratio of -1.84. The chart below compares the historical Sharpe Ratios of TU and RCI, 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 Ratio-2.00-1.50-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember
-1.13
-1.84
TU
RCI

Dividends

TU vs. RCI - Dividend Comparison

TU's dividend yield for the trailing twelve months is around 8.46%, more than RCI's 4.81% yield.


TTM20232022202120202019201820172016201520142013
TU
TELUS Corporation
8.46%6.02%5.39%4.31%4.51%4.73%4.84%4.01%4.42%4.68%3.81%3.78%
RCI
Rogers Communications Inc.
4.81%3.14%3.27%3.36%3.50%3.03%2.87%2.90%3.82%4.30%4.24%3.74%

Drawdowns

TU vs. RCI - Drawdown Comparison

The maximum TU drawdown since its inception was -88.50%, which is greater than RCI's maximum drawdown of -83.79%. Use the drawdown chart below to compare losses from any high point for TU and RCI. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember
-42.32%
-44.93%
TU
RCI

Volatility

TU vs. RCI - Volatility Comparison

The current volatility for TELUS Corporation (TU) is 4.76%, while Rogers Communications Inc. (RCI) has a volatility of 6.26%. This indicates that TU experiences smaller price fluctuations and is considered to be less risky than RCI 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%AugustSeptemberOctoberNovemberDecember
4.76%
6.26%
TU
RCI

Financials

TU vs. RCI - Financials Comparison

This section allows you to compare key financial metrics between TELUS Corporation and Rogers Communications 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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