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

Correlation

The correlation between TU and ZTS is 0.29, 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.


-0.50.00.51.00.3

Performance

TU vs. ZTS - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-7.77%
-5.54%
TU
ZTS

Key characteristics

Sharpe Ratio

TU:

-1.13

ZTS:

-0.68

Sortino Ratio

TU:

-1.51

ZTS:

-0.83

Omega Ratio

TU:

0.82

ZTS:

0.90

Calmar Ratio

TU:

-0.45

ZTS:

-0.42

Martin Ratio

TU:

-1.98

ZTS:

-1.47

Ulcer Index

TU:

9.67%

ZTS:

11.52%

Daily Std Dev

TU:

16.98%

ZTS:

25.02%

Max Drawdown

TU:

-88.50%

ZTS:

-46.52%

Current Drawdown

TU:

-42.32%

ZTS:

-32.58%

Fundamentals

Market Cap

TU:

$20.15B

ZTS:

$74.26B

EPS

TU:

$0.44

ZTS:

$5.32

PE Ratio

TU:

30.66

ZTS:

30.94

PEG Ratio

TU:

0.58

ZTS:

2.57

Total Revenue (TTM)

TU:

$19.96B

ZTS:

$9.15B

Gross Profit (TTM)

TU:

$7.78B

ZTS:

$6.30B

EBITDA (TTM)

TU:

$6.61B

ZTS:

$3.85B

Returns By Period

In the year-to-date period, TU achieves a -19.02% return, which is significantly lower than ZTS's -16.98% return. Over the past 10 years, TU has underperformed ZTS with an annualized return of 2.04%, while ZTS has yielded a comparatively higher 14.99% annualized return.


TU

YTD

-19.02%

1M

-11.83%

6M

-7.76%

1Y

-19.02%

5Y*

-1.99%

10Y*

2.04%

ZTS

YTD

-16.98%

1M

-7.42%

6M

-5.54%

1Y

-16.98%

5Y*

4.95%

10Y*

14.99%

*Annualized

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Risk-Adjusted Performance

TU vs. ZTS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (TU) and Zoetis Inc. (ZTS). 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-4.00-2.000.002.00-1.13-0.68
The chart of Sortino ratio for TU, currently valued at -1.51, compared to the broader market-4.00-2.000.002.004.00-1.51-0.83
The chart of Omega ratio for TU, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.90
The chart of Calmar ratio for TU, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.42
The chart of Martin ratio for TU, currently valued at -1.98, compared to the broader market0.005.0010.0015.0020.0025.00-1.98-1.47
TU
ZTS

The current TU Sharpe Ratio is -1.13, which is lower than the ZTS Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of TU and ZTS, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember
-1.13
-0.68
TU
ZTS

Dividends

TU vs. ZTS - Dividend Comparison

TU's dividend yield for the trailing twelve months is around 8.46%, more than ZTS's 1.07% 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%
ZTS
Zoetis Inc.
1.07%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%

Drawdowns

TU vs. ZTS - Drawdown Comparison

The maximum TU drawdown since its inception was -88.50%, which is greater than ZTS's maximum drawdown of -46.52%. Use the drawdown chart below to compare losses from any high point for TU and ZTS. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember
-42.32%
-32.58%
TU
ZTS

Volatility

TU vs. ZTS - Volatility Comparison

The current volatility for TELUS Corporation (TU) is 4.76%, while Zoetis Inc. (ZTS) has a volatility of 5.19%. This indicates that TU experiences smaller price fluctuations and is considered to be less risky than ZTS 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%9.00%AugustSeptemberOctoberNovemberDecember
4.76%
5.19%
TU
ZTS

Financials

TU vs. ZTS - Financials Comparison

This section allows you to compare key financial metrics between TELUS Corporation and Zoetis 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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