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^SPTSX60 vs. AAPL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^SPTSX60 vs. AAPL

Last updated May 12, 2025

Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) and Apple Inc (AAPL).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPTSX60 or AAPL.

Correlation

The correlation between ^SPTSX60 and AAPL is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

^SPTSX60 vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/TSX 60 Index (^SPTSX60) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^SPTSX60:

6.36%

AAPL:

32.38%

Max Drawdown

^SPTSX60:

-0.17%

AAPL:

-81.80%

Current Drawdown

^SPTSX60:

0.00%

AAPL:

-23.27%

Returns By Period

^SPTSX60

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AAPL

YTD

-20.63%

1M

0.19%

6M

-12.43%

1Y

8.82%

5Y*

21.32%

10Y*

21.31%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^SPTSX60 vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SPTSX60
The Risk-Adjusted Performance Rank of ^SPTSX60 is 9292
Overall Rank
The Sharpe Ratio Rank of ^SPTSX60 is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPTSX60 is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SPTSX60 is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^SPTSX60 is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ^SPTSX60 is 9595
Martin Ratio Rank
AAPL
The Risk-Adjusted Performance Rank of AAPL is 6161
Overall Rank
The Sharpe Ratio Rank of AAPL is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6464
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.

^SPTSX60 vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) and Apple Inc (AAPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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Drawdowns

^SPTSX60 vs. AAPL - Drawdown Comparison

The maximum ^SPTSX60 drawdown since its inception was -0.17%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and AAPL. For additional features, visit the drawdowns tool.

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Volatility

^SPTSX60 vs. AAPL - Volatility Comparison

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