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Great-West Lifeco Inc. (GWO.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Great-West Lifeco Inc. (GWO.TO)

Equity · Currency in CAD · Last updated Nov 14, 2024

Company Info

ISINCA39138C1068
CUSIP39138C106
SectorFinancial Services
IndustryInsurance - Life

Highlights

Market CapCA$45.55B
EPS (TTM)CA$3.89
PE Ratio12.58
PEG Ratio0.83
Total Revenue (TTM)CA$44.91B
Gross Profit (TTM)CA$34.00B
EBITDA (TTM)CA$409.00M
Year RangeCA$37.96 - CA$49.64
Target PriceCA$50.44
Short %10.48%
Short Ratio14.38

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: GWO.TO vs. POW.TO, GWO.TO vs. MFC.TO, GWO.TO vs. SLF.TO, GWO.TO vs. FM.TO, GWO.TO vs. ABX.TO, GWO.TO vs. WELL.TO, GWO.TO vs. KMP-UN.TO, GWO.TO vs. ^TNX, GWO.TO vs. TLT, GWO.TO vs. RY

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Great-West Lifeco Inc., 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%JuneJulyAugustSeptemberOctoberNovember
16.96%
16.02%
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

Returns By Period

Great-West Lifeco Inc. had a return of 14.54% year-to-date (YTD) and 21.32% in the last 12 months. Over the past 10 years, Great-West Lifeco Inc. had an annualized return of 9.16%, while the S&P 500 had an annualized return of 11.39%, indicating that Great-West Lifeco Inc. did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date14.54%25.48%
1 month3.65%2.14%
6 months16.96%12.76%
1 year21.32%33.14%
5 years (annualized)13.91%13.96%
10 years (annualized)9.16%11.39%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.33%-5.63%3.64%-6.02%1.77%-2.37%3.91%8.18%4.11%1.30%14.54%
202312.75%5.50%-2.43%7.54%1.09%0.10%3.38%-1.05%0.08%-1.13%14.25%1.13%47.70%
20224.61%-3.98%-2.10%-3.80%-2.06%-8.15%-0.99%0.70%-3.34%5.77%1.71%-0.92%-12.58%
2021-3.79%11.54%4.04%6.58%4.97%-0.41%1.96%3.97%-0.13%-5.53%1.84%3.75%31.45%
20203.10%-7.93%-21.91%-5.72%-2.18%8.27%-0.50%12.37%-0.58%4.34%11.27%1.93%-2.64%
20190.07%8.77%6.94%4.05%-7.93%-1.47%-3.88%-0.63%12.09%0.69%4.43%0.67%24.53%
2018-0.91%-1.53%-2.89%4.11%-2.72%-1.79%-0.53%0.25%-1.57%-3.61%2.16%-7.52%-15.76%
20171.39%1.63%2.72%-0.35%-7.55%4.68%1.22%-1.76%3.82%-0.03%-1.18%-0.03%4.08%
20160.55%0.81%3.13%3.30%-3.35%-3.57%-0.50%-6.63%3.10%4.34%5.99%-0.54%6.04%
2015-4.11%10.48%3.86%1.07%-1.78%0.92%1.87%-8.33%-4.94%8.41%4.70%-3.99%6.64%
2014-3.36%-1.72%-1.07%1.21%-4.82%3.89%5.24%1.14%1.23%-1.96%7.25%0.08%6.63%
20136.37%7.00%-0.62%0.48%7.04%-1.55%4.28%1.03%0.87%7.46%2.34%0.15%40.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of GWO.TO is 81, placing it in the top 19% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GWO.TO is 8181
Combined Rank
The Sharpe Ratio Rank of GWO.TO is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of GWO.TO is 7979Sortino Ratio Rank
The Omega Ratio Rank of GWO.TO is 7878Omega Ratio Rank
The Calmar Ratio Rank of GWO.TO is 8888Calmar Ratio Rank
The Martin Ratio Rank of GWO.TO is 7474Martin 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 Great-West Lifeco Inc. (GWO.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

GWO.TO
Sharpe ratio
The chart of Sharpe ratio for GWO.TO, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.67
Sortino ratio
The chart of Sortino ratio for GWO.TO, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for GWO.TO, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for GWO.TO, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Martin ratio
The chart of Martin ratio for GWO.TO, currently valued at 4.79, compared to the broader market0.0010.0020.0030.004.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current Great-West Lifeco Inc. Sharpe ratio is 1.67. 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 Great-West Lifeco Inc. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.67
3.29
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Great-West Lifeco Inc. provided a 4.52% dividend yield over the last twelve months, with an annual payout of CA$2.19 per share. The company has been increasing its dividends for 33 consecutive years, earning it the status of a dividend aristocrat.

4.00%4.50%5.00%5.50%6.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$2.19CA$2.08CA$1.96CA$1.80CA$1.75CA$1.65CA$1.56CA$1.47CA$1.38CA$1.30CA$1.23CA$1.23

Dividend yield

4.52%4.74%6.26%4.75%5.77%4.97%5.52%4.18%3.94%3.78%3.66%3.76%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West Lifeco Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.56CA$0.00CA$0.00CA$0.56CA$0.00CA$0.00CA$0.56CA$0.00CA$0.00CA$0.00CA$1.67
2023CA$0.00CA$0.00CA$0.52CA$0.00CA$0.52CA$0.00CA$0.00CA$0.52CA$0.00CA$0.00CA$0.52CA$0.00CA$2.08
2022CA$0.00CA$0.00CA$0.49CA$0.00CA$0.00CA$0.49CA$0.00CA$0.49CA$0.00CA$0.00CA$0.00CA$0.49CA$1.96
2021CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.49CA$1.80
2020CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$1.75
2019CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.00CA$0.41CA$1.65
2018CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$1.56
2017CA$0.00CA$0.00CA$0.37CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00CA$1.47
2016CA$0.00CA$0.00CA$0.35CA$0.00CA$0.35CA$0.00CA$0.00CA$0.35CA$0.00CA$0.00CA$0.35CA$0.00CA$1.38
2015CA$0.00CA$0.33CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.00CA$0.33CA$1.30
2014CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.00CA$0.31CA$1.23
2013CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$1.23

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%4.5%
Great-West Lifeco Inc. has a dividend yield of 4.52%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%49.9%
Great-West Lifeco Inc. has a payout ratio of 49.89%, which is quite average when compared to the overall market. This suggests that Great-West Lifeco Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.59%
0
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Great-West Lifeco Inc.. 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 Great-West Lifeco Inc. was 67.52%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.

The current Great-West Lifeco Inc. drawdown is 1.59%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.52%Nov 1, 2007339Mar 9, 20091053May 17, 20131392
-45.97%Mar 3, 1999251Mar 8, 2000129Sep 14, 2000380
-44.96%Feb 12, 202028Mar 23, 2020235Mar 1, 2021263
-41.91%Jan 22, 1990187Nov 14, 1990597Jun 25, 1993784
-33.33%Jul 22, 199855Oct 8, 199860Jan 7, 1999115

Volatility

Volatility Chart

The current Great-West Lifeco Inc. volatility is 4.15%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
4.13%
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Great-West Lifeco Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Valuation

The Valuation section provides an assessment of the market value of Great-West Lifeco Inc. compared to its peers in the Insurance - Life industry.

PE Ratio
20.040.060.080.0100.012.6
The chart displays the price to earnings (P/E) ratio for GWO.TO in comparison to other companies of the Insurance - Life industry. Currently, GWO.TO has a PE value of 12.6. This PE ratio falls in the average range for the industry.
PEG Ratio
0.51.01.52.02.53.00.8
The chart displays the price to earnings to growth (PEG) ratio for GWO.TO in comparison to other companies of the Insurance - Life industry. Currently, GWO.TO has a PEG value of 0.8. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Great-West Lifeco Inc..

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Income Statement

Income Statement
Balance Sheet
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Values in undefined except per share items