TU vs. TRI.TO
Compare and contrast key facts about TELUS Corporation (TU) and Thomson Reuters Corporation (TRI.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TU or TRI.TO.
Performance
TU vs. TRI.TO - Performance Comparison
Returns By Period
In the year-to-date period, TU achieves a -8.39% return, which is significantly lower than TRI.TO's 17.02% return. Over the past 10 years, TU has underperformed TRI.TO with an annualized return of 2.84%, while TRI.TO has yielded a comparatively higher 21.73% annualized return.
TU
-8.39%
-5.20%
-2.14%
-6.19%
1.31%
2.84%
TRI.TO
17.02%
-3.56%
-4.66%
18.90%
21.69%
21.73%
Fundamentals
| TU | TRI.TO | |
|---|---|---|
| Market Cap | $23.45B | CA$106.41B |
| EPS | $0.45 | CA$6.86 |
| PE Ratio | 34.82 | 34.48 |
| PEG Ratio | 1.65 | 3.64 |
| Total Revenue (TTM) | $14.92B | CA$5.44B |
| Gross Profit (TTM) | $4.60B | CA$2.69B |
| EBITDA (TTM) | $5.19B | CA$1.80B |
Key characteristics
| TU | TRI.TO | |
|---|---|---|
| Sharpe Ratio | -0.37 | 1.24 |
| Sortino Ratio | -0.41 | 2.06 |
| Omega Ratio | 0.95 | 1.24 |
| Calmar Ratio | -0.17 | 2.10 |
| Martin Ratio | -0.65 | 5.54 |
| Ulcer Index | 9.71% | 3.67% |
| Daily Std Dev | 17.04% | 16.48% |
| Max Drawdown | -88.49% | -60.90% |
| Current Drawdown | -34.76% | -6.31% |
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Correlation
The correlation between TU and TRI.TO is 0.32, 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.
Risk-Adjusted Performance
TU vs. TRI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (TU) and Thomson Reuters Corporation (TRI.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.
Dividends
TU vs. TRI.TO - Dividend Comparison
TU's dividend yield for the trailing twelve months is around 7.26%, more than TRI.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TU TELUS Corporation | 7.26% | 6.02% | 5.39% | 4.31% | 4.51% | 4.73% | 4.84% | 4.01% | 4.42% | 4.68% | 3.81% | 3.78% |
TRI.TO Thomson Reuters Corporation | 0.98% | 4.69% | 1.55% | 1.39% | 2.03% | 1.07% | 19.64% | 2.52% | 3.19% | 1.63% | 3.23% | 3.45% |
Drawdowns
TU vs. TRI.TO - Drawdown Comparison
The maximum TU drawdown since its inception was -88.49%, which is greater than TRI.TO's maximum drawdown of -60.90%. Use the drawdown chart below to compare losses from any high point for TU and TRI.TO. For additional features, visit the drawdowns tool.
Volatility
TU vs. TRI.TO - Volatility Comparison
TELUS Corporation (TU) and Thomson Reuters Corporation (TRI.TO) have volatilities of 6.52% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TU vs. TRI.TO - Financials Comparison
This section allows you to compare key financial metrics between TELUS Corporation and Thomson Reuters Corporation. 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