ATRL.TO vs. XEQT.TO
Compare and contrast key facts about SNC-Lavalin Group Inc (ATRL.TO) and iShares Core Equity ETF Portfolio (XEQT.TO).
XEQT.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Aug 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRL.TO or XEQT.TO.
Key characteristics
| ATRL.TO | XEQT.TO | |
|---|---|---|
| YTD Return | 51.13% | 23.90% |
| 1Y Return | 46.03% | 31.05% |
| 3Y Return (Ann) | 22.49% | 8.64% |
| 5Y Return (Ann) | 19.15% | 11.97% |
| Sharpe Ratio | 1.65 | 3.35 |
| Sortino Ratio | 2.38 | 4.68 |
| Omega Ratio | 1.31 | 1.63 |
| Calmar Ratio | 1.46 | 4.86 |
| Martin Ratio | 7.87 | 25.26 |
| Ulcer Index | 6.02% | 1.28% |
| Daily Std Dev | 28.81% | 9.61% |
| Max Drawdown | -74.02% | -29.74% |
| Current Drawdown | -7.86% | 0.00% |
Correlation
The correlation between ATRL.TO and XEQT.TO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ATRL.TO vs. XEQT.TO - Performance Comparison
In the year-to-date period, ATRL.TO achieves a 51.13% return, which is significantly higher than XEQT.TO's 23.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
ATRL.TO vs. XEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SNC-Lavalin Group Inc (ATRL.TO) and iShares Core Equity ETF Portfolio (XEQT.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.
Dividends
ATRL.TO vs. XEQT.TO - Dividend Comparison
ATRL.TO's dividend yield for the trailing twelve months is around 0.12%, less than XEQT.TO's 1.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRL.TO SNC-Lavalin Group Inc | 0.12% | 0.19% | 0.34% | 0.26% | 0.37% | 0.80% | 2.50% | 1.91% | 1.80% | 2.43% | 2.17% | 1.93% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.80% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATRL.TO vs. XEQT.TO - Drawdown Comparison
The maximum ATRL.TO drawdown since its inception was -74.02%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for ATRL.TO and XEQT.TO. For additional features, visit the drawdowns tool.
Volatility
ATRL.TO vs. XEQT.TO - Volatility Comparison
SNC-Lavalin Group Inc (ATRL.TO) has a higher volatility of 8.29% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 2.93%. This indicates that ATRL.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.