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ATZ.TO vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ATZ.TO vs. VDY.TO

Last updated Jun 4, 2026

ATZ.TO (Aritzia Inc.) is a stock, while VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) is Dividend fund tracking the FTSE Canada High Dividend Yield Index. Over the past 5 years, ATZ.TO returned 39.74%/yr vs 17.21%/yr for VDY.TO. At a 0.30 correlation, their price movements are largely independent.

Performance

ATZ.TO vs. VDY.TO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ATZ.TO achieves a 36.63% return, which is significantly higher than VDY.TO's 20.59% return.

ATZ.TO

1D
1.36%
1M
14.94%
YTD
36.63%
6M
45.10%
1Y
135.41%
3Y*
63.82%
5Y*
39.74%
10Y*
—

VDY.TO

1D
-0.07%
1M
4.52%
YTD
20.59%
6M
22.32%
1Y
46.18%
3Y*
26.00%
5Y*
17.21%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATZ.TO vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ATZ.TO
Aritzia Inc.		36.63%119.59%94.33%-41.92%-9.55%102.99%35.38%16.16%29.24%-27.49%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		20.59%29.20%20.71%8.40%-0.23%36.78%-1.37%21.43%-10.09%8.75%

Correlation

The correlation between ATZ.TO and VDY.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.30

Compare stocks, funds, or ETFs

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Aritzia Inc.

Vanguard FTSE Canadian High Dividend Yield Index ETF

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ATZ.TO vs. LULUATZ.TO vs. TVK.TOATZ.TO vs. XEQT.TOATZ.TO vs. VFV.TOATZ.TO vs. GILATZ.TO vs. MFC.TOATZ.TO vs. MLI
Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

ATZ.TO vs. VDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ATZ.TO
ATZ.TO Risk / Return Rank: 9494
Overall Rank
ATZ.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ATZ.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
ATZ.TO Omega Ratio Rank: 9393
Omega Ratio Rank
ATZ.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
ATZ.TO Martin Ratio Rank: 9393
Martin Ratio Rank
VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
Martin Ratio Rank
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.

ATZ.TO vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aritzia Inc. (ATZ.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.

ATZ.TOVDY.TODifference
Sharpe ratioReturn per unit of total volatility
3.68
5.65

-1.98

Sortino ratioReturn per unit of downside risk
4.01
8.14

-4.13

Omega ratioGain probability vs. loss probability

1.53

2.14

-0.61

Calmar ratioReturn relative to maximum drawdown

5.87

14.88

-9.01

Martin ratioReturn relative to average drawdown

16.59

60.75

-44.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATZ.TO vs. VDY.TO - Sharpe Ratio Comparison

The current ATZ.TO Sharpe Ratio is 3.68, which is lower than the VDY.TO Sharpe Ratio of 5.65. The chart below compares the historical Sharpe Ratios of ATZ.TO and VDY.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ATZ.TOVDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.68

5.65

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.50

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.84

-0.25

Drawdowns

ATZ.TO vs. VDY.TO - Drawdown Comparison

The maximum ATZ.TO drawdown since its inception was -64.82%, 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 ATZ.TO and VDY.TO.

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Drawdown Indicators

ATZ.TOVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-64.82%

-39.21%

-25.61%

Max Drawdown (1Y)

Largest decline over 1 year

-23.22%

-3.12%

-20.10%

Max Drawdown (3Y)

Largest decline over 3 years

-46.84%

-10.87%

-35.97%

Max Drawdown (5Y)

Largest decline over 5 years

-64.82%

-16.18%

-48.64%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.21%

—

Current Drawdown

Current decline from peak

0.00%

-0.77%

+0.77%

Average Drawdown

Average peak-to-trough decline

-20.16%

-4.61%

-15.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

0.76%

+7.43%

Volatility

ATZ.TO vs. VDY.TO - Volatility Comparison

Aritzia Inc. (ATZ.TO) has a higher volatility of 12.91% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.31%. This indicates that ATZ.TO's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ATZ.TOVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.91%

3.31%

+9.60%

Volatility (6M)

Calculated over the trailing 6-month period

30.48%

6.87%

+23.61%

Volatility (1Y)

Calculated over the trailing 1-year period

37.09%

8.21%

+28.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.72%

11.56%

+35.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.04%

15.96%

+27.08%

Dividends

ATZ.TO vs. VDY.TO - Dividend Comparison

ATZ.TO has not paid dividends to shareholders, while VDY.TO's dividend yield for the trailing twelve months is around 2.90%.

PositionTTM20252024202320222021202020192018201720162015
ATZ.TO
Aritzia 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%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		2.90%3.59%4.40%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%

Frequently Asked Questions

ATZ.TO and VDY.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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