WCP.TO vs. CNQ.TO
Compare and contrast key facts about Whitecap Resources Inc. (WCP.TO) and Canadian Natural Resources Limited (CNQ.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCP.TO or CNQ.TO.
Key characteristics
| WCP.TO | CNQ.TO | |
|---|---|---|
| YTD Return | 23.59% | 13.54% |
| 1Y Return | 4.21% | 8.94% |
| 3Y Return (Ann) | 18.21% | 27.23% |
| 5Y Return (Ann) | 28.26% | 28.81% |
| 10Y Return (Ann) | 1.47% | 11.61% |
| Sharpe Ratio | 0.12 | 0.26 |
| Sortino Ratio | 0.33 | 0.53 |
| Omega Ratio | 1.04 | 1.07 |
| Calmar Ratio | 0.10 | 0.32 |
| Martin Ratio | 0.31 | 0.69 |
| Ulcer Index | 9.17% | 9.96% |
| Daily Std Dev | 24.82% | 26.18% |
| Max Drawdown | -94.41% | -79.68% |
| Current Drawdown | -7.07% | -13.40% |
Fundamentals
| WCP.TO | CNQ.TO | |
|---|---|---|
| Market Cap | CA$6.10B | CA$100.65B |
| EPS | CA$1.45 | CA$3.54 |
| PE Ratio | 7.16 | 13.45 |
| PEG Ratio | -1.01 | 0.33 |
| Total Revenue (TTM) | CA$2.66B | CA$26.85B |
| Gross Profit (TTM) | CA$1.27B | CA$7.84B |
| EBITDA (TTM) | CA$1.48B | CA$12.66B |
Correlation
The correlation between WCP.TO and CNQ.TO is 0.51, 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.
Performance
WCP.TO vs. CNQ.TO - Performance Comparison
In the year-to-date period, WCP.TO achieves a 23.59% return, which is significantly higher than CNQ.TO's 13.54% return. Over the past 10 years, WCP.TO has underperformed CNQ.TO with an annualized return of 1.47%, while CNQ.TO has yielded a comparatively higher 11.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WCP.TO vs. CNQ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Whitecap Resources Inc. (WCP.TO) and Canadian Natural Resources Limited (CNQ.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
WCP.TO vs. CNQ.TO - Dividend Comparison
WCP.TO's dividend yield for the trailing twelve months is around 6.44%, more than CNQ.TO's 4.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCP.TO Whitecap Resources Inc. | 6.44% | 6.96% | 3.59% | 2.75% | 4.40% | 6.05% | 7.30% | 3.14% | 2.86% | 8.27% | 6.35% | 4.81% |
CNQ.TO Canadian Natural Resources Limited | 4.38% | 4.26% | 6.08% | 3.66% | 4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WCP.TO vs. CNQ.TO - Drawdown Comparison
The maximum WCP.TO drawdown since its inception was -94.41%, which is greater than CNQ.TO's maximum drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for WCP.TO and CNQ.TO. For additional features, visit the drawdowns tool.
Volatility
WCP.TO vs. CNQ.TO - Volatility Comparison
Whitecap Resources Inc. (WCP.TO) and Canadian Natural Resources Limited (CNQ.TO) have volatilities of 8.55% and 8.27%, 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
WCP.TO vs. CNQ.TO - Financials Comparison
This section allows you to compare key financial metrics between Whitecap Resources Inc. and Canadian Natural Resources Limited. 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