PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADEN.TO vs. FFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADEN.TO and FFH.TO is 0.20, 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.


-0.50.00.51.00.2

Performance

ADEN.TO vs. FFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADENTRA Inc. (ADEN.TO) and Fairfax Financial Holdings Limited (FFH.TO). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2025FebruaryMarch
572.53%
1,331.35%
ADEN.TO
FFH.TO

Key characteristics

Sharpe Ratio

ADEN.TO:

-0.31

FFH.TO:

1.96

Sortino Ratio

ADEN.TO:

-0.25

FFH.TO:

2.79

Omega Ratio

ADEN.TO:

0.97

FFH.TO:

1.37

Calmar Ratio

ADEN.TO:

-0.32

FFH.TO:

3.67

Martin Ratio

ADEN.TO:

-0.77

FFH.TO:

14.71

Ulcer Index

ADEN.TO:

13.26%

FFH.TO:

2.77%

Daily Std Dev

ADEN.TO:

32.85%

FFH.TO:

20.75%

Max Drawdown

ADEN.TO:

-93.25%

FFH.TO:

-88.18%

Current Drawdown

ADEN.TO:

-31.34%

FFH.TO:

-2.46%

Fundamentals

Market Cap

ADEN.TO:

CA$793.60M

FFH.TO:

CA$43.96B

EPS

ADEN.TO:

CA$2.88

FFH.TO:

CA$230.27

PE Ratio

ADEN.TO:

11.01

FFH.TO:

8.81

Total Revenue (TTM)

ADEN.TO:

CA$1.65B

FFH.TO:

CA$21.47B

Gross Profit (TTM)

ADEN.TO:

CA$358.84M

FFH.TO:

CA$23.03B

EBITDA (TTM)

ADEN.TO:

CA$85.50M

FFH.TO:

CA$2.63B

Returns By Period

In the year-to-date period, ADEN.TO achieves a -14.57% return, which is significantly lower than FFH.TO's 2.55% return. Over the past 10 years, ADEN.TO has underperformed FFH.TO with an annualized return of 11.17%, while FFH.TO has yielded a comparatively higher 13.99% annualized return.


ADEN.TO

YTD

-14.57%

1M

-9.71%

6M

-18.84%

1Y

-10.23%

5Y*

18.21%

10Y*

11.17%

FFH.TO

YTD

2.55%

1M

2.20%

6M

24.77%

1Y

39.39%

5Y*

32.66%

10Y*

13.99%

*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

ADEN.TO vs. FFH.TO — Risk-Adjusted Performance Rank

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

ADEN.TO
The Risk-Adjusted Performance Rank of ADEN.TO is 3030
Overall Rank
The Sharpe Ratio Rank of ADEN.TO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ADEN.TO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ADEN.TO is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ADEN.TO is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ADEN.TO is 3333
Martin Ratio Rank

FFH.TO
The Risk-Adjusted Performance Rank of FFH.TO is 9494
Overall Rank
The Sharpe Ratio Rank of FFH.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FFH.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FFH.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FFH.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FFH.TO is 9696
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.

ADEN.TO vs. FFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ADENTRA Inc. (ADEN.TO) and Fairfax Financial Holdings Limited (FFH.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.


Sharpe ratio
The chart of Sharpe ratio for ADEN.TO, currently valued at -0.43, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.431.60
The chart of Sortino ratio for ADEN.TO, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.452.30
The chart of Omega ratio for ADEN.TO, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.30
The chart of Calmar ratio for ADEN.TO, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00-0.363.14
The chart of Martin ratio for ADEN.TO, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0210.56
ADEN.TO
FFH.TO

The current ADEN.TO Sharpe Ratio is -0.31, which is lower than the FFH.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ADEN.TO and FFH.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 Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.43
1.60
ADEN.TO
FFH.TO

Dividends

ADEN.TO vs. FFH.TO - Dividend Comparison

ADEN.TO's dividend yield for the trailing twelve months is around 1.32%, more than FFH.TO's 1.06% yield.


TTM20242023202220212020201920182017201620152014
ADEN.TO
ADENTRA Inc.
1.32%1.51%1.63%1.69%0.89%1.34%1.96%2.71%1.29%1.27%1.11%1.48%
FFH.TO
Fairfax Financial Holdings Limited
1.06%1.01%1.10%1.56%2.05%3.01%2.17%2.06%1.96%2.24%1.81%1.80%

Drawdowns

ADEN.TO vs. FFH.TO - Drawdown Comparison

The maximum ADEN.TO drawdown since its inception was -93.25%, which is greater than FFH.TO's maximum drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for ADEN.TO and FFH.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-40.26%
-3.12%
ADEN.TO
FFH.TO

Volatility

ADEN.TO vs. FFH.TO - Volatility Comparison

ADENTRA Inc. (ADEN.TO) and Fairfax Financial Holdings Limited (FFH.TO) have volatilities of 6.36% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
6.36%
6.38%
ADEN.TO
FFH.TO

Financials

ADEN.TO vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between ADENTRA Inc. and Fairfax Financial Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in CAD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab