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

Company Info

ISINCA39138C1068
CUSIP39138C106
SectorFinancial Services
IndustryInsurance—Life

Highlights

Market CapCA$40.07B
EPSCA$2.93
PE Ratio14.67
PEG Ratio2.05
Revenue (TTM)CA$36.05B
Gross Profit (TTM)CA$12.32B
EBITDA (TTM)CA$12.41B
Year RangeCA$32.82 - CA$44.59
Target PriceCA$44.00
Short %10.48%
Short Ratio1.91

Share Price Chart


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Great-West Lifeco Inc.

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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.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
1,168.63%
4,793.62%
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Great-West Lifeco Inc. had a return of 0.08% year-to-date (YTD) and 30.65% in the last 12 months. Over the past 10 years, Great-West Lifeco Inc. had an annualized return of 8.82%, while the S&P 500 had an annualized return of 10.89%, indicating that Great-West Lifeco Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.08%10.16%
1 month3.40%3.47%
6 months13.04%22.20%
1 year30.65%30.45%
5 years (annualized)12.17%13.16%
10 years (annualized)8.82%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.33%-5.63%
2023-1.05%0.08%-1.13%14.25%1.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GWO.TO
Great-West Lifeco Inc.
2.25
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Great-West Lifeco Inc. Sharpe ratio is 2.25. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00OctoberNovemberDecember2024FebruaryMarch
2.25
3.17
GWO.TO (Great-West Lifeco Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Great-West Lifeco Inc. granted a 4.88% dividend yield in the last twelve months. The annual payout for that period amounted to CA$2.12 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$2.12CA$2.08CA$1.96CA$1.80CA$1.75CA$1.65CA$1.56CA$1.47CA$1.38CA$1.30CA$1.23CA$1.23

Dividend yield

4.88%4.74%6.26%4.76%5.77%4.97%5.52%4.18%3.94%3.78%3.67%3.75%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.56
2023CA$0.00CA$0.00CA$0.52CA$0.00CA$0.52CA$0.00CA$0.00CA$0.52CA$0.00CA$0.00CA$0.52CA$0.00
2022CA$0.00CA$0.00CA$0.49CA$0.00CA$0.00CA$0.49CA$0.00CA$0.49CA$0.00CA$0.00CA$0.00CA$0.49
2021CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.49
2020CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44
2019CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.00CA$0.41
2018CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.39CA$0.00
2017CA$0.00CA$0.00CA$0.37CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37CA$0.00
2016CA$0.00CA$0.00CA$0.35CA$0.00CA$0.35CA$0.00CA$0.00CA$0.35CA$0.00CA$0.00CA$0.35CA$0.00
2015CA$0.00CA$0.33CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.00CA$0.33
2014CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.00CA$0.31
2013CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.9%
Great-West Lifeco Inc. has a dividend yield of 4.88%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%54.0%
Great-West Lifeco Inc. has a payout ratio of 53.95%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.52%
-0.12%
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 68.06%, occurring on Mar 8, 2000. Recovery took 978 trading sessions.

The current Great-West Lifeco Inc. drawdown is 2.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.06%Jul 22, 1998411Mar 8, 2000978Jan 27, 20041389
-67.51%Nov 1, 2007339Mar 9, 20091053May 17, 20131392
-56.3%Nov 8, 199652Jan 27, 1997297Mar 31, 1998349
-56%Jul 3, 1986370Dec 18, 19871404Nov 8, 19931774
-44.96%Feb 12, 202028Mar 23, 2020235Mar 1, 2021263

Volatility

Volatility Chart

The current Great-West Lifeco Inc. volatility is 4.57%, 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%7.00%OctoberNovemberDecember2024FebruaryMarch
4.57%
2.50%
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

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Income Statement


Income Statement
Balance Sheet
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Operating Expenses

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Total Operating Expenses

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Income

Income Before Tax

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items