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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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2025February
60.35%
490.45%
TU
ZTS

Key characteristics

Sharpe Ratio

TU:

-0.38

ZTS:

-0.61

Sortino Ratio

TU:

-0.43

ZTS:

-0.72

Omega Ratio

TU:

0.95

ZTS:

0.91

Calmar Ratio

TU:

-0.15

ZTS:

-0.38

Martin Ratio

TU:

-0.74

ZTS:

-1.15

Ulcer Index

TU:

8.77%

ZTS:

13.07%

Daily Std Dev

TU:

16.77%

ZTS:

24.82%

Max Drawdown

TU:

-88.45%

ZTS:

-46.52%

Current Drawdown

TU:

-33.69%

ZTS:

-30.29%

Fundamentals

Market Cap

TU:

$23.73B

ZTS:

$75.47B

EPS

TU:

$0.47

ZTS:

$5.36

PE Ratio

TU:

33.28

ZTS:

30.78

PEG Ratio

TU:

0.73

ZTS:

2.97

Total Revenue (TTM)

TU:

$20.14B

ZTS:

$9.26B

Gross Profit (TTM)

TU:

$7.90B

ZTS:

$6.47B

EBITDA (TTM)

TU:

$6.77B

ZTS:

$3.92B

Returns By Period

In the year-to-date period, TU achieves a 14.09% return, which is significantly higher than ZTS's 2.96% return. Over the past 10 years, TU has underperformed ZTS with an annualized return of 3.69%, while ZTS has yielded a comparatively higher 14.55% annualized return.


TU

YTD

14.09%

1M

6.76%

6M

-0.72%

1Y

-5.67%

5Y*

1.58%

10Y*

3.69%

ZTS

YTD

2.96%

1M

-2.14%

6M

-8.36%

1Y

-11.42%

5Y*

4.87%

10Y*

14.55%

*Annualized

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Risk-Adjusted Performance

TU vs. ZTS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TU
The Risk-Adjusted Performance Rank of TU is 3030
Overall Rank
The Sharpe Ratio Rank of TU is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of TU is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TU is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TU is 3939
Calmar Ratio Rank
The Martin Ratio Rank of TU is 3333
Martin Ratio Rank

ZTS
The Risk-Adjusted Performance Rank of ZTS is 2020
Overall Rank
The Sharpe Ratio Rank of ZTS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ZTS is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ZTS is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ZTS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ZTS is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.38, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.38-0.61
The chart of Sortino ratio for TU, currently valued at -0.43, compared to the broader market-4.00-2.000.002.004.00-0.43-0.72
The chart of Omega ratio for TU, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.91
The chart of Calmar ratio for TU, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.006.00-0.15-0.38
The chart of Martin ratio for TU, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.74-1.15
TU
ZTS

The current TU Sharpe Ratio is -0.38, which is higher than the ZTS Sharpe Ratio of -0.61. 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-1.00-0.500.000.501.00OctoberNovemberDecember2025February
-0.38
-0.61
TU
ZTS

Dividends

TU vs. ZTS - Dividend Comparison

TU's dividend yield for the trailing twelve months is around 7.33%, more than ZTS's 1.07% yield.


TTM20242023202220212020201920182017201620152014
TU
TELUS Corporation
7.33%8.36%6.02%5.39%4.31%4.51%4.73%4.84%4.01%4.42%4.68%3.81%
ZTS
Zoetis Inc.
1.07%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%

Drawdowns

TU vs. ZTS - Drawdown Comparison

The maximum TU drawdown since its inception was -88.45%, 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%OctoberNovemberDecember2025February
-33.69%
-30.29%
TU
ZTS

Volatility

TU vs. ZTS - Volatility Comparison

The current volatility for TELUS Corporation (TU) is 5.42%, while Zoetis Inc. (ZTS) has a volatility of 9.44%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2025February
5.42%
9.44%
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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