PortfoliosLab logo
ACO-X.TO vs. VDY.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACO-X.TO and VDY.TO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ACO-X.TO vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ATCO Ltd (ACO-X.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
46.29%
136.12%
ACO-X.TO
VDY.TO

Key characteristics

Sharpe Ratio

ACO-X.TO:

2.20

VDY.TO:

1.30

Sortino Ratio

ACO-X.TO:

3.21

VDY.TO:

1.82

Omega Ratio

ACO-X.TO:

1.40

VDY.TO:

1.27

Calmar Ratio

ACO-X.TO:

2.54

VDY.TO:

1.52

Martin Ratio

ACO-X.TO:

10.97

VDY.TO:

6.23

Ulcer Index

ACO-X.TO:

3.30%

VDY.TO:

2.66%

Daily Std Dev

ACO-X.TO:

15.47%

VDY.TO:

12.11%

Max Drawdown

ACO-X.TO:

-84.73%

VDY.TO:

-39.21%

Current Drawdown

ACO-X.TO:

-1.56%

VDY.TO:

-1.53%

Returns By Period

In the year-to-date period, ACO-X.TO achieves a 8.34% return, which is significantly higher than VDY.TO's 1.68% return. Over the past 10 years, ACO-X.TO has underperformed VDY.TO with an annualized return of 5.33%, while VDY.TO has yielded a comparatively higher 9.20% annualized return.


ACO-X.TO

YTD

8.34%

1M

5.54%

6M

9.64%

1Y

33.78%

5Y*

11.17%

10Y*

5.33%

VDY.TO

YTD

1.68%

1M

10.48%

6M

0.94%

1Y

15.63%

5Y*

16.84%

10Y*

9.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACO-X.TO vs. VDY.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACO-X.TO
The Risk-Adjusted Performance Rank of ACO-X.TO is 9595
Overall Rank
The Sharpe Ratio Rank of ACO-X.TO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ACO-X.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ACO-X.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ACO-X.TO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ACO-X.TO is 9595
Martin Ratio Rank

VDY.TO
The Risk-Adjusted Performance Rank of VDY.TO is 8888
Overall Rank
The Sharpe Ratio Rank of VDY.TO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VDY.TO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VDY.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VDY.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VDY.TO is 8888
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.

ACO-X.TO vs. VDY.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ATCO Ltd (ACO-X.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). 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.


The current ACO-X.TO Sharpe Ratio is 2.20, which is higher than the VDY.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ACO-X.TO and VDY.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.89
0.98
ACO-X.TO
VDY.TO

Dividends

ACO-X.TO vs. VDY.TO - Dividend Comparison

ACO-X.TO's dividend yield for the trailing twelve months is around 3.86%, less than VDY.TO's 4.51% yield.


TTM20242023202220212020201920182017201620152014
ACO-X.TO
ATCO Ltd
3.86%4.12%4.97%4.34%4.22%4.80%3.25%3.90%2.91%2.55%2.77%1.80%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
4.51%4.39%4.63%4.41%3.58%4.58%4.24%4.42%3.81%3.24%4.11%3.24%

Drawdowns

ACO-X.TO vs. VDY.TO - Drawdown Comparison

The maximum ACO-X.TO drawdown since its inception was -84.73%, which is greater than VDY.TO's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for ACO-X.TO and VDY.TO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-2.47%
-1.05%
ACO-X.TO
VDY.TO

Volatility

ACO-X.TO vs. VDY.TO - Volatility Comparison

The current volatility for ATCO Ltd (ACO-X.TO) is 4.97%, while Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) has a volatility of 6.49%. This indicates that ACO-X.TO experiences smaller price fluctuations and is considered to be less risky than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
4.97%
6.49%
ACO-X.TO
VDY.TO