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The Toronto-Dominion Bank (TD.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

The Toronto-Dominion Bank (TD.TO)

Equity · Currency in CAD · Last updated May 1, 2024

Company Info

ISINCA8911605092
CUSIP891160509
SectorFinancial Services
IndustryBanks—Diversified

Highlights

Market CapCA$143.58B
EPSCA$6.33
PE Ratio12.83
PEG Ratio1.09
Revenue (TTM)CA$50.40B
Gross Profit (TTM)CA$47.74B
Year RangeCA$72.70 - CA$84.78
Target PriceCA$89.27
Short %3.20%
Short Ratio5.09

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.

The Toronto-Dominion Bank

Popular comparisons: TD.TO vs. VDY.TO, TD.TO vs. RY.TO, TD.TO vs. ENB.TO, TD.TO vs. BNS.TO, TD.TO vs. DGS.TO, TD.TO vs. SCHD, TD.TO vs. VTI, TD.TO vs. TLT, TD.TO vs. RY, TD.TO vs. DFN.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in The Toronto-Dominion Bank, 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%December2024FebruaryMarchApril
4,525.10%
1,639.36%
TD.TO (The Toronto-Dominion Bank)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Toronto-Dominion Bank had a return of -2.24% year-to-date (YTD) and 4.57% in the last 12 months. Over the past 10 years, The Toronto-Dominion Bank had an annualized return of 8.86%, while the S&P 500 had an annualized return of 10.37%, indicating that The Toronto-Dominion Bank did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date-2.24%5.57%
1 month1.18%-4.16%
6 months8.05%20.07%
1 year4.57%20.82%
5 years (annualized)5.96%11.56%
10 years (annualized)8.86%10.37%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.48%-0.22%0.32%
2023-4.18%6.82%3.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TD.TO is 55, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of TD.TO is 5555
The Toronto-Dominion Bank(TD.TO)
The Sharpe Ratio Rank of TD.TO is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of TD.TO is 4949Sortino Ratio Rank
The Omega Ratio Rank of TD.TO is 4848Omega Ratio Rank
The Calmar Ratio Rank of TD.TO is 5858Calmar Ratio Rank
The Martin Ratio Rank of TD.TO is 6060Martin 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 The Toronto-Dominion Bank (TD.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

TD.TO
Sharpe ratio
The chart of Sharpe ratio for TD.TO, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.000.28
Sortino ratio
The chart of Sortino ratio for TD.TO, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.006.000.47
Omega ratio
The chart of Omega ratio for TD.TO, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for TD.TO, currently valued at 0.18, compared to the broader market0.002.004.006.000.18
Martin ratio
The chart of Martin ratio for TD.TO, currently valued at 0.88, compared to the broader market-10.000.0010.0020.0030.000.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market-10.000.0010.0020.0030.006.92

Sharpe Ratio

The current The Toronto-Dominion Bank Sharpe ratio is 0.28. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of The Toronto-Dominion Bank 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
0.28
2.24
TD.TO (The Toronto-Dominion Bank)
Benchmark (^GSPC)

Dividends

Dividend History

The Toronto-Dominion Bank granted a 4.85% dividend yield in the last twelve months. The annual payout for that period amounted to CA$3.96 per share.

PeriodTTM20232022202120202019201820172016201520142013
DividendCA$3.96CA$3.84CA$3.56CA$3.16CA$3.11CA$2.89CA$2.61CA$2.35CA$2.16CA$2.00CA$1.84CA$1.62

Dividend yield

4.85%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%3.31%3.24%

Monthly Dividends

The table displays the monthly dividend distributions for The Toronto-Dominion Bank. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$1.02CA$0.00CA$0.00
2023CA$0.96CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00CA$0.96CA$0.00CA$0.00
2022CA$0.89CA$0.00CA$0.00CA$0.89CA$0.00CA$0.00CA$0.89CA$0.00CA$0.00CA$0.89CA$0.00CA$0.00
2021CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00
2020CA$0.74CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00
2019CA$0.67CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00CA$0.74CA$0.00CA$0.00
2018CA$0.60CA$0.00CA$0.00CA$0.67CA$0.00CA$0.00CA$0.67CA$0.00CA$0.00CA$0.67CA$0.00CA$0.00
2017CA$0.55CA$0.00CA$0.00CA$0.60CA$0.00CA$0.00CA$0.60CA$0.00CA$0.00CA$0.60CA$0.00CA$0.00
2016CA$0.51CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00
2015CA$0.47CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00CA$0.51CA$0.00CA$0.00
2014CA$0.43CA$0.00CA$0.00CA$0.47CA$0.00CA$0.00CA$0.47CA$0.00CA$0.00CA$0.47CA$0.00CA$0.00
2013CA$0.39CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.43CA$0.00CA$0.00

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%4.9%
The Toronto-Dominion Bank has a dividend yield of 4.85%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%51.0%
The Toronto-Dominion Bank has a payout ratio of 51.03%, which is quite average when compared to the overall market. This suggests that The Toronto-Dominion Bank 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.

-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-16.19%
-2.58%
TD.TO (The Toronto-Dominion Bank)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Toronto-Dominion Bank. 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 The Toronto-Dominion Bank was 54.79%, occurring on Feb 23, 2009. Recovery took 258 trading sessions.

The current The Toronto-Dominion Bank drawdown is 16.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.79%Oct 2, 2007350Feb 23, 2009258Mar 4, 2010608
-47.82%Apr 17, 1998116Oct 5, 1998123Apr 6, 1999239
-42.86%Apr 22, 2002116Oct 4, 2002258Oct 15, 2003374
-40.01%Apr 14, 199980Aug 10, 1999261Aug 30, 2000341
-35.8%Nov 26, 201981Mar 23, 2020198Jan 6, 2021279

Volatility

Volatility Chart

The current The Toronto-Dominion Bank volatility is 3.54%, 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%December2024FebruaryMarchApril
3.54%
3.55%
TD.TO (The Toronto-Dominion Bank)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Toronto-Dominion Bank 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
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Quarterly
TTM
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

0.00

EBIT

0.00

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

0.00

Other Items

0.00
Values in undefined except per share items