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S&P/TSX Dividend Aristocrats (^GSPTXDV)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^GSPTXDV vs. IBIT ^GSPTXDV vs. ^TNX ^GSPTXDV vs. VUSA.L ^GSPTXDV vs. V ^GSPTXDV vs. KNG ^GSPTXDV vs. COST ^GSPTXDV vs. SPYD ^GSPTXDV vs. QYLD ^GSPTXDV vs. VFV.TO ^GSPTXDV vs. SCHD
Popular comparisons:
^GSPTXDV vs. IBIT ^GSPTXDV vs. ^TNX ^GSPTXDV vs. VUSA.L ^GSPTXDV vs. V ^GSPTXDV vs. KNG ^GSPTXDV vs. COST ^GSPTXDV vs. SPYD ^GSPTXDV vs. QYLD ^GSPTXDV vs. VFV.TO ^GSPTXDV vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P/TSX Dividend Aristocrats, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.11%
7.36%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

Returns By Period

S&P/TSX Dividend Aristocrats had a return of 14.06% year-to-date (YTD) and 16.56% in the last 12 months. Over the past 10 years, S&P/TSX Dividend Aristocrats had an annualized return of 2.97%, while the S&P 500 had an annualized return of 11.10%, indicating that S&P/TSX Dividend Aristocrats did not perform as well as the benchmark.


^GSPTXDV

YTD

14.06%

1M

-3.78%

6M

15.01%

1Y

16.56%

5Y*

4.33%

10Y*

2.97%

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

The table below presents the monthly returns of ^GSPTXDV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.70%0.47%1.83%-3.19%1.34%-0.28%6.94%1.55%5.04%1.02%3.52%14.06%
20236.17%-1.49%-1.46%1.57%-3.70%1.05%0.70%-2.30%-3.86%-3.57%6.69%6.00%5.07%
20221.56%-0.42%3.40%-4.01%0.05%-7.63%4.56%-2.67%-6.83%3.12%4.85%-3.11%-7.83%
20210.66%3.46%5.49%3.38%2.32%1.04%1.84%0.87%-2.06%2.50%-3.93%3.96%20.93%
20202.05%-6.50%-25.74%8.76%0.90%1.62%4.12%2.33%-0.12%-1.91%11.17%1.56%-6.87%
20197.70%2.57%0.70%1.35%-1.81%1.30%1.62%0.33%2.20%-1.38%4.21%0.67%20.90%
2018-2.76%-3.17%-2.34%1.21%1.43%1.42%1.66%1.09%-1.91%-4.14%0.25%-5.83%-12.66%
2017-0.08%0.09%1.78%-0.04%-4.55%0.67%-1.43%0.11%2.26%1.96%0.83%-0.15%1.27%
2016-2.82%0.68%5.86%3.27%1.18%-0.54%1.54%0.36%-0.17%-0.65%3.98%2.54%16.00%
2015-1.62%2.60%-4.23%3.17%-1.81%-3.12%-2.49%-1.27%-3.08%3.10%-2.23%-4.31%-14.62%
2014-0.11%3.02%1.62%0.74%0.63%1.44%-0.26%3.57%-3.35%0.05%2.26%-0.24%9.60%
20134.74%0.91%-2.60%-1.06%0.57%-2.44%3.41%-0.77%0.98%3.53%0.46%1.96%9.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^GSPTXDV is 71, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^GSPTXDV is 7171
Overall Rank
The Sharpe Ratio Rank of ^GSPTXDV is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTXDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTXDV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTXDV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTXDV is 7777
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^GSPTXDV, currently valued at 1.62, compared to the broader market-1.000.001.002.001.622.12
The chart of Sortino ratio for ^GSPTXDV, currently valued at 2.29, compared to the broader market-1.000.001.002.003.002.292.83
The chart of Omega ratio for ^GSPTXDV, currently valued at 1.29, compared to the broader market0.800.901.001.101.201.301.401.291.39
The chart of Calmar ratio for ^GSPTXDV, currently valued at 1.46, compared to the broader market0.001.002.003.004.001.463.13
The chart of Martin ratio for ^GSPTXDV, currently valued at 9.45, compared to the broader market0.005.0010.0015.009.4513.67
^GSPTXDV
^GSPC

The current S&P/TSX Dividend Aristocrats Sharpe ratio is 1.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P/TSX Dividend Aristocrats with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.62
1.83
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.72%
-3.66%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P/TSX Dividend Aristocrats. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the S&P/TSX Dividend Aristocrats was 46.09%, occurring on Mar 23, 2020. Recovery took 279 trading sessions.

The current S&P/TSX Dividend Aristocrats drawdown is 5.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.09%Feb 21, 202022Mar 23, 2020279May 3, 2021301
-45.7%Jun 6, 2008188Mar 9, 2009392Sep 29, 2010580
-24.54%Sep 4, 2014362Feb 11, 2016901Sep 16, 20191263
-20.09%Apr 21, 2022382Oct 27, 2023215Aug 26, 2024597
-11.01%Jul 25, 201150Oct 4, 201173Jan 19, 2012123

Volatility

Volatility Chart

The current S&P/TSX Dividend Aristocrats volatility is 2.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.34%
3.62%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)
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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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