AII.TO vs. WDC

Last updated Apr 2, 2026

Compare and contrast key facts about Almonty Industries Inc. (AII.TO) and Western Digital Corporation (WDC).

Performance

AII.TO vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Almonty Industries Inc. (AII.TO) and Western Digital Corporation (WDC). The values are adjusted to include any dividend payments, if applicable.

AII.TO vs. WDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AII.TO Almonty Industries Inc.	73.24%	784.25%	68.52%	-20.59%	-23.60%	39.06%	52.38%	-35.38%	18.18%	103.70%
WDC Western Digital Corporation	75.10%	266.08%	23.64%	62.33%	-48.17%	16.66%	-12.39%	68.43%	-47.82%	12.20%

Different Trading Currencies

AII.TO is traded in CAD, while WDC is traded in USD. To make them comparable, the WDC values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap AII.TO : CA$5.49B WDC : $111.95B
EPS AII.TO : -CA$0.75 WDC : $10.25
PS Ratio AII.TO : 139.19 WDC : 10.30
PB Ratio AII.TO : 15.36 WDC : 15.74
Total Revenue (TTM) AII.TO : CA$32.51M WDC : $10.73B
Gross Profit (TTM) AII.TO : CA$2.38M WDC : $4.59B
EBITDA (TTM) AII.TO : -CA$156.37M WDC : $4.32B

Returns By Period

The year-to-date returns for both investments are quite close, with AII.TO having a 73.24% return and WDC slightly higher at 75.10%. Over the past 10 years, AII.TO has outperformed WDC with an annualized return of 46.32%, while WDC has yielded a comparatively lower 26.38% annualized return.

AII.TO

• 1D: 3.31%
• 1M: -26.11%
• YTD: 73.24%
• 6M: 151.32%
• 1Y: 563.81%
• 3Y*: 180.74%
• 5Y*: 68.05%
• 10Y*: 46.32%

WDC

• 1D: 9.92%
• 1M: 12.09%
• YTD: 75.10%
• 6M: 127.64%
• 1Y: 610.48%
• 3Y*: 121.02%
• 5Y*: 43.76%
• 10Y*: 26.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AII.TO vs. WDC — Risk / Return Rank

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

AII.TO

AII.TO Risk / Return Rank: 98
AII.TO Sharpe Ratio Rank: 100
AII.TO Sortino Ratio Rank: 98
AII.TO Omega Ratio Rank: 96
AII.TO Calmar Ratio Rank: 99
AII.TO Martin Ratio Rank: 98

WDC

WDC Risk / Return Rank: 99
WDC Sharpe Ratio Rank: 100
WDC Sortino Ratio Rank: 99
WDC Omega Ratio Rank: 98
WDC Calmar Ratio Rank: 100
WDC Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AII.TO vs. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Almonty Industries Inc. (AII.TO) and Western Digital Corporation (WDC). 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.

	AII.TO	WDC	Difference
Sharpe ratio Return per unit of total volatility	6.28	9.24	-2.95
Sortino ratio Return per unit of downside risk	4.34	5.48	-1.14
Omega ratio Gain probability vs. loss probability	1.54	1.81	-0.27
Calmar ratio Return relative to maximum drawdown	11.94	22.81	-10.87
Martin ratio Return relative to average drawdown	26.67	86.70	-60.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AII.TO vs. WDC - Sharpe Ratio Comparison

The current AII.TO Sharpe Ratio is 6.28, which is lower than the WDC Sharpe Ratio of 9.24. The chart below compares the historical Sharpe Ratios of AII.TO and WDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AII.TO	WDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.28	9.24	-2.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.94	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.56	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.50	-0.49

Correlation

The correlation between AII.TO and WDC is 0.07, 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.

Dividends

AII.TO vs. WDC - Dividend Comparison

AII.TO has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AII.TO Almonty Industries Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDC Western Digital Corporation	0.15%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

Drawdowns

AII.TO vs. WDC - Drawdown Comparison

The maximum AII.TO drawdown since its inception was -80.14%, which is greater than WDC's maximum drawdown of -67.87%. Use the drawdown chart below to compare losses from any high point for AII.TO and WDC.

Drawdown Indicators

	AII.TO	WDC	Difference
Max Drawdown Largest peak-to-trough decline	-80.14%	-96.20%	+16.06%
Max Drawdown (1Y) Largest decline over 1 year	-43.53%	-26.90%	-16.63%
Max Drawdown (5Y) Largest decline over 5 years	-66.14%	-60.85%	-5.29%
Max Drawdown (10Y) Largest decline over 10 years	-68.52%	-70.49%	+1.97%
Current Drawdown Current decline from peak	-31.04%	-6.06%	-24.98%
Average Drawdown Average peak-to-trough decline	-33.31%	-52.32%	+19.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.48%	6.90%	+12.58%

Volatility

AII.TO vs. WDC - Volatility Comparison

Almonty Industries Inc. (AII.TO) has a higher volatility of 28.31% compared to Western Digital Corporation (WDC) at 25.01%. This indicates that AII.TO's price experiences larger fluctuations and is considered to be riskier than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AII.TO	WDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.31%	25.01%	+3.30%
Volatility (6M) Calculated over the trailing 6-month period	69.24%	55.01%	+14.23%
Volatility (1Y) Calculated over the trailing 1-year period	90.86%	66.69%	+24.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.70%	46.73%	+19.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.73%	46.95%	+25.78%

Financials