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Loblaw Companies Limited (L.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Loblaw Companies Limited (L.TO)

Equity · Currency in CAD · Last updated Apr 23, 2024

Company Info

ISINCA5394811015
CUSIP539481101
SectorConsumer Defensive
IndustryGrocery Stores

Highlights

Market CapCA$45.85B
EPSCA$6.52
PE Ratio22.74
PEG Ratio3.56
Revenue (TTM)CA$59.53B
Gross Profit (TTM)CA$17.98B
EBITDA (TTM)CA$5.01B
Year RangeCA$109.80 - CA$154.70
Target PriceCA$155.22
Short %3.28%
Short Ratio3.36

Share Price Chart

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Loblaw Companies Limited

Popular comparisons: L.TO vs. DOL.TO, L.TO vs. SLF.TO, L.TO vs. MRU.TO, L.TO vs. QQQ, L.TO vs. SPY, L.TO vs. VOO, L.TO vs. ATD.TO, L.TO vs. T.TO

Performance

Performance Chart

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

0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
36.59%
17.61%
L.TO (Loblaw Companies Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Loblaw Companies Limited had a return of 17.73% year-to-date (YTD) and 22.26% in the last 12 months. Over the past 10 years, Loblaw Companies Limited had an annualized return of 17.12%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.

PeriodReturnBenchmark
Year-To-Date17.73%5.05%
1 month-1.47%-4.27%
6 months35.61%18.82%
1 year22.26%21.22%
5 years (annualized)20.40%11.38%
10 years (annualized)17.12%10.42%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20244.73%7.66%4.08%
2023-1.27%-1.72%3.16%10.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of L.TO is 84, placing it in the top 16% of the market 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 L.TO is 8484
Loblaw Companies Limited(L.TO)
The Sharpe Ratio Rank of L.TO is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of L.TO is 8282Sortino Ratio Rank
The Omega Ratio Rank of L.TO is 8181Omega Ratio Rank
The Calmar Ratio Rank of L.TO is 9292Calmar Ratio Rank
The Martin Ratio Rank of L.TO is 8080Martin 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 Loblaw Companies Limited (L.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

L.TO
Sharpe ratio
The chart of Sharpe ratio for L.TO, currently valued at 1.40, compared to the broader market-2.00-1.000.001.002.003.001.40
Sortino ratio
The chart of Sortino ratio for L.TO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.98
Omega ratio
The chart of Omega ratio for L.TO, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for L.TO, currently valued at 1.81, compared to the broader market0.001.002.003.004.005.001.81
Martin ratio
The chart of Martin ratio for L.TO, currently valued at 3.71, compared to the broader market0.0010.0020.0030.003.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Loblaw Companies Limited Sharpe ratio is 1.40. A Sharpe ratio greater than 1.0 is considered acceptable.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.40
2.28
L.TO (Loblaw Companies Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Loblaw Companies Limited granted a 1.18% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.78 per share.

PeriodTTM20232022202120202019201820172016201520142013
DividendCA$1.78CA$1.74CA$1.58CA$1.40CA$1.28CA$1.24CA$0.99CA$0.86CA$0.83CA$0.80CA$0.78CA$0.76

Dividend yield

1.18%1.36%1.32%1.35%2.04%1.85%1.61%1.95%1.81%1.90%1.95%2.76%

Monthly Dividends

The table displays the monthly dividend distributions for Loblaw Companies Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.45
2023CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.45
2022CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41
2021CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.37
2020CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.34
2019CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.32
2018CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.30
2017CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22
2016CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21
2015CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20
2014CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20
2013CA$0.18CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%1.2%
Loblaw Companies Limited has a dividend yield of 1.18%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%23.0%
Loblaw Companies Limited has a payout ratio of 23.02%, which is quite average when compared to the overall market. This suggests that Loblaw Companies Limited 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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.00%
-3.64%
L.TO (Loblaw Companies Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Loblaw Companies Limited. 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 Loblaw Companies Limited was 63.24%, occurring on Oct 27, 2008. Recovery took 1546 trading sessions.

The current Loblaw Companies Limited drawdown is 2.00%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.24%May 2, 2005878Oct 27, 20081546Dec 23, 20142424
-26.2%Apr 1, 1999199Jan 24, 200076May 11, 2000275
-24.7%Apr 19, 1991159Dec 10, 1991291Feb 12, 1993450
-24.43%Mar 22, 199464Jun 24, 1994166Feb 28, 1995230
-21.96%Jul 14, 199876Oct 30, 199835Dec 21, 1998111

Volatility

Volatility Chart

The current Loblaw Companies Limited volatility is 4.47%, 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%8.00%NovemberDecember2024FebruaryMarchApril
4.47%
3.14%
L.TO (Loblaw Companies Limited)
Benchmark (^GSPC)

Financials

Financial Performance

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

Income Statement

Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly
TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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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

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

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Other Items

0.00
Values in undefined except per share items