ALV.V vs. IPO.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Alvopetro Energy (ALV.V) and InPlay Oil Corp. (IPO.TO).

Performance

ALV.V vs. IPO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alvopetro Energy (ALV.V) and InPlay Oil Corp. (IPO.TO). The values are adjusted to include any dividend payments, if applicable.

ALV.V vs. IPO.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALV.V Alvopetro Energy	36.34%	49.36%	-13.34%	-3.57%	88.47%	104.64%	-7.69%	87.95%	137.14%	-25.53%
IPO.TO InPlay Oil Corp.	48.96%	32.50%	-14.79%	-21.88%	40.32%	847.83%	-65.15%	-32.65%	-49.48%	-2.51%

Fundamentals

Market Cap ALV.V : CA$359.44M IPO.TO : CA$505.61M
EPS ALV.V : CA$0.61 IPO.TO : -CA$0.28
PS Ratio ALV.V : 6.30 IPO.TO : 1.78
PB Ratio ALV.V : 3.78 IPO.TO : 1.37
Total Revenue (TTM) ALV.V : CA$57.17M IPO.TO : CA$280.83M
Gross Profit (TTM) ALV.V : CA$35.69M IPO.TO : CA$117.24M
EBITDA (TTM) ALV.V : CA$41.43M IPO.TO : CA$103.73M

Returns By Period

In the year-to-date period, ALV.V achieves a 36.34% return, which is significantly lower than IPO.TO's 48.96% return. Over the past 10 years, ALV.V has underperformed IPO.TO with an annualized return of 30.90%, while IPO.TO has yielded a comparatively higher 100.13% annualized return.

ALV.V

• 1D: -9.06%
• 1M: 15.52%
• YTD: 36.34%
• 6M: 46.12%
• 1Y: 96.83%
• 3Y*: 20.03%
• 5Y*: 37.83%
• 10Y*: 30.90%

IPO.TO

• 1D: 0.67%
• 1M: 18.05%
• YTD: 48.96%
• 6M: 49.99%
• 1Y: 106.52%
• 3Y*: 13.35%
• 5Y*: 49.96%
• 10Y*: 100.13%

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

Return for Risk

ALV.V vs. IPO.TO — Risk / Return Rank

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

ALV.V

ALV.V Risk / Return Rank: 95
ALV.V Sharpe Ratio Rank: 96
ALV.V Sortino Ratio Rank: 96
ALV.V Omega Ratio Rank: 95
ALV.V Calmar Ratio Rank: 95
ALV.V Martin Ratio Rank: 93

IPO.TO

IPO.TO Risk / Return Rank: 92
IPO.TO Sharpe Ratio Rank: 95
IPO.TO Sortino Ratio Rank: 93
IPO.TO Omega Ratio Rank: 91
IPO.TO Calmar Ratio Rank: 88
IPO.TO Martin Ratio Rank: 92

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.

ALV.V vs. IPO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alvopetro Energy (ALV.V) and InPlay Oil Corp. (IPO.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.

	ALV.V	IPO.TO	Difference
Sharpe ratio Return per unit of total volatility	2.97	2.76	+0.22
Sortino ratio Return per unit of downside risk	3.75	3.25	+0.50
Omega ratio Gain probability vs. loss probability	1.50	1.41	+0.09
Calmar ratio Return relative to maximum drawdown	6.12	3.36	+2.76
Martin ratio Return relative to average drawdown	13.16	11.93	+1.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALV.V vs. IPO.TO - Sharpe Ratio Comparison

The current ALV.V Sharpe Ratio is 2.97, which is comparable to the IPO.TO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of ALV.V and IPO.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.

Sharpe Ratios by Period

	ALV.V	IPO.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.97	2.76	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.99	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.00	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	-0.00	+0.12

Correlation

The correlation between ALV.V and IPO.TO is 0.08, 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

ALV.V vs. IPO.TO - Dividend Comparison

ALV.V's dividend yield for the trailing twelve months is around 4.62%, less than IPO.TO's 5.95% yield.

	TTM	2025	2024	2023	2022	2021
ALV.V Alvopetro Energy	4.62%	8.34%	9.63%	11.36%	6.33%	3.19%
IPO.TO InPlay Oil Corp.	5.95%	8.71%	10.40%	8.14%	0.99%	0.00%

Drawdowns

ALV.V vs. IPO.TO - Drawdown Comparison

The maximum ALV.V drawdown since its inception was -91.34%, smaller than the maximum IPO.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ALV.V and IPO.TO.

Drawdown Indicators

	ALV.V	IPO.TO	Difference
Max Drawdown Largest peak-to-trough decline	-91.34%	-100.00%	+8.66%
Max Drawdown (1Y) Largest decline over 1 year	-16.87%	-32.04%	+15.17%
Max Drawdown (5Y) Largest decline over 5 years	-66.70%	-72.62%	+5.92%
Max Drawdown (10Y) Largest decline over 10 years	-66.70%	-97.78%	+31.08%
Current Drawdown Current decline from peak	-9.06%	-94.82%	+85.76%
Average Drawdown Average peak-to-trough decline	-45.33%	-92.37%	+47.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.85%	9.03%	-1.18%

Volatility

ALV.V vs. IPO.TO - Volatility Comparison

Alvopetro Energy (ALV.V) has a higher volatility of 14.66% compared to InPlay Oil Corp. (IPO.TO) at 10.31%. This indicates that ALV.V's price experiences larger fluctuations and is considered to be riskier than IPO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALV.V	IPO.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.66%	10.31%	+4.35%
Volatility (6M) Calculated over the trailing 6-month period	22.58%	22.91%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	32.88%	38.87%	-5.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	102.70%	50.91%	+51.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.12%	40,411.82%	-40,314.70%

Financials

ALV.V vs. IPO.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Alvopetro Energy and InPlay Oil Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ALV.V - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alvopetro Energy reported a gross profit of 9.78M and revenue of 14.97M. Therefore, the gross margin over that period was 65.3%.

IPO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, InPlay Oil Corp. reported a gross profit of 7.52M and revenue of 70.91M. Therefore, the gross margin over that period was 10.6%.

ALV.V - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alvopetro Energy reported an operating income of 7.12M and revenue of 14.97M, resulting in an operating margin of 47.6%.

IPO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, InPlay Oil Corp. reported an operating income of 2.23M and revenue of 70.91M, resulting in an operating margin of 3.1%.

ALV.V - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alvopetro Energy reported a net income of 5.67M and revenue of 14.97M, resulting in a net margin of 37.9%.

IPO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, InPlay Oil Corp. reported a net income of 3.04M and revenue of 70.91M, resulting in a net margin of 4.3%.