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TU vs. ZTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TU achieves a -10.54% return, which is significantly higher than ZTS's -37.33% return. Over the past 10 years, TU has underperformed ZTS with an annualized return of 2.33%, while ZTS has yielded a comparatively higher 6.21% annualized return.


TU

1D
-2.26%
1M
-7.79%
YTD
-10.54%
6M
-8.03%
1Y
-23.38%
3Y*
-9.90%
5Y*
-7.15%
10Y*
2.33%

ZTS

1D
1.73%
1M
-3.87%
YTD
-37.33%
6M
-37.17%
1Y
-49.68%
3Y*
-21.63%
5Y*
-15.18%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TU vs. ZTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TU
TELUS Corporation
-10.54%4.99%-18.39%-2.40%-14.32%24.49%7.29%22.32%-8.23%25.82%
ZTS
Zoetis Inc.
-37.33%-21.75%-16.63%35.91%-39.51%48.26%25.76%55.71%19.45%35.55%

Correlation

The correlation between TU and ZTS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2013

0.28

The correlation between TU and ZTS shifts across timeframes, from 0.18 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TU:

$17.54B

ZTS:

$33.02B

EPS

TU:

CA$0.60

ZTS:

$6.04

PE Ratio

TU:

26.47

ZTS:

12.94

PS Ratio

TU:

1.20

ZTS:

3.60

PB Ratio

TU:

1.60

ZTS:

10.21

Total Revenue (TTM)

TU:

CA$20.49B

ZTS:

$9.51B

Gross Profit (TTM)

TU:

CA$8.67B

ZTS:

$6.73B

EBITDA (TTM)

TU:

CA$7.67B

ZTS:

$3.95B

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Return for Risk

TU vs. ZTS — Risk / Return Rank

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

TU
TU Risk / Return Rank: 44
Overall Rank
TU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TU Sortino Ratio Rank: 44
Sortino Ratio Rank
TU Omega Ratio Rank: 55
Omega Ratio Rank
TU Calmar Ratio Rank: 77
Calmar Ratio Rank
TU Martin Ratio Rank: 44
Martin Ratio Rank

ZTS
ZTS Risk / Return Rank: 22
Overall Rank
ZTS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZTS Sortino Ratio Rank: 33
Sortino Ratio Rank
ZTS Omega Ratio Rank: 11
Omega Ratio Rank
ZTS Calmar Ratio Rank: 44
Calmar Ratio Rank
ZTS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TU vs. ZTS - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TUZTSDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.78

0.68

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.90

-0.95

+0.05

Martin ratioReturn relative to average drawdown

-1.62

-2.03

+0.41

TU vs. ZTS - Sharpe Ratio Comparison

The current TU Sharpe Ratio is -1.33, which is comparable to the ZTS Sharpe Ratio of -1.39. The chart below compares the historical Sharpe Ratios of TU and ZTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TU vs. ZTS - Drawdown Comparison

The maximum TU drawdown since its inception was -88.28%, which is greater than ZTS's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for TU and ZTS.


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Drawdown Indicators


TUZTSDifference

Max Drawdown

Largest peak-to-trough decline

-88.28%

-68.48%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-26.14%

-52.65%

+26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-28.37%

-61.77%

+33.40%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-68.48%

+23.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-68.48%

+23.08%

Current Drawdown

Current decline from peak

-45.40%

-66.80%

+21.40%

Average Drawdown

Average peak-to-trough decline

-19.31%

-14.95%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.47%

24.51%

-10.04%

Volatility

TU vs. ZTS - Volatility Comparison

The current volatility for TELUS Corporation (TU) is 4.70%, while Zoetis Inc. (ZTS) has a volatility of 8.54%. 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.


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Volatility by Period


TUZTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

8.54%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

31.72%

-17.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

35.73%

-18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

28.87%

-10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

27.13%

-7.86%

Dividends

TU vs. ZTS - Dividend Comparison

TU's dividend yield for the trailing twelve months is around 10.84%, more than ZTS's 2.64% yield.


PositionTTM20252024202320222021202020192018201720162015
TU
TELUS Corporation
10.84%9.01%8.35%6.02%5.39%4.31%4.51%4.37%5.19%5.20%5.78%6.08%
ZTS
Zoetis Inc.
2.64%1.59%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%

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


2.00B3.00B4.00B5.00B20222023202420252026
5.00B
2.26B
(TU) Total Revenue
(ZTS) Total Revenue
Please note, different currencies. TU values in CAD, ZTS values in USD

TU vs. ZTS - Profitability Comparison

The chart below illustrates the profitability comparison between TELUS Corporation and Zoetis Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
16.5%
71.7%
Portfolio components
TU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported a gross profit of 826.13M and revenue of 5.00B. Therefore, the gross margin over that period was 16.5%.

ZTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a gross profit of 1.62B and revenue of 2.26B. Therefore, the gross margin over that period was 71.7%.

TU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported an operating income of 826.13M and revenue of 5.00B, resulting in an operating margin of 16.5%.

ZTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported an operating income of 853.00M and revenue of 2.26B, resulting in an operating margin of 37.7%.

TU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TELUS Corporation reported a net income of 136.35M and revenue of 5.00B, resulting in a net margin of 2.7%.

ZTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a net income of 601.00M and revenue of 2.26B, resulting in a net margin of 26.6%.


Frequently Asked Questions


TU and ZTS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZTS has higher volatility (8.54%) compared to TU (4.70%). In terms of maximum drawdown, TU dropped -88.28% vs ZTS's -68.48%.

TU currently has the higher Sharpe Ratio (-1.33 vs -1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TU and ZTS

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