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BDI.TO vs. QBR-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BDI.TO vs. QBR-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Black Diamond Group Limited (BDI.TO) and Quebecor Inc (QBR-B.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, BDI.TO achieves a 32.03% return, which is significantly lower than QBR-B.TO's 37.43% return. Over the past 10 years, BDI.TO has underperformed QBR-B.TO with an annualized return of 15.11%, while QBR-B.TO has yielded a comparatively higher 17.01% annualized return.


BDI.TO

1D
-1.58%
1M
17.97%
YTD
32.03%
6M
37.69%
1Y
106.72%
3Y*
47.96%
5Y*
36.01%
10Y*
15.11%

QBR-B.TO

1D
2.87%
1M
24.57%
YTD
37.43%
6M
38.72%
1Y
83.33%
3Y*
34.01%
5Y*
20.62%
10Y*
17.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDI.TO vs. QBR-B.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDI.TO
Black Diamond Group Limited
32.03%58.01%16.69%71.38%10.69%63.76%26.51%2.87%-12.55%-44.51%
QBR-B.TO
Quebecor Inc
37.43%69.85%4.16%8.44%10.30%-9.74%1.42%16.75%22.17%27.61%

Correlation

The correlation between BDI.TO and QBR-B.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.00

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2006

0.11

The correlation between BDI.TO and QBR-B.TO shifts across timeframes, from -0.20 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BDI.TO:

CA$1.35B

QBR-B.TO:

CA$16.23B

EPS

BDI.TO:

CA$0.48

QBR-B.TO:

CA$3.85

PE Ratio

BDI.TO:

40.58

QBR-B.TO:

18.23

PEG Ratio

BDI.TO:

2.97

QBR-B.TO:

1.53

PS Ratio

BDI.TO:

2.65

QBR-B.TO:

2.83

PB Ratio

BDI.TO:

3.32

QBR-B.TO:

6.06

Total Revenue (TTM)

BDI.TO:

CA$484.67M

QBR-B.TO:

CA$5.73B

Gross Profit (TTM)

BDI.TO:

CA$177.39M

QBR-B.TO:

CA$2.22B

EBITDA (TTM)

BDI.TO:

CA$130.40M

QBR-B.TO:

CA$2.40B

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Return for Risk

BDI.TO vs. QBR-B.TO — Risk / Return Rank

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

BDI.TO
BDI.TO Risk / Return Rank: 9595
Overall Rank
BDI.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDI.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDI.TO Omega Ratio Rank: 9595
Omega Ratio Rank
BDI.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
BDI.TO Martin Ratio Rank: 9595
Martin Ratio Rank

QBR-B.TO
QBR-B.TO Risk / Return Rank: 9696
Overall Rank
QBR-B.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
QBR-B.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
QBR-B.TO Omega Ratio Rank: 9595
Omega Ratio Rank
QBR-B.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
QBR-B.TO Martin Ratio Rank: 9696
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.

BDI.TO vs. QBR-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Diamond Group Limited (BDI.TO) and Quebecor Inc (QBR-B.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.


BDI.TOQBR-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.57

1.60

-0.03

Calmar ratioReturn relative to maximum drawdown

6.53

7.18

-0.65

Martin ratioReturn relative to average drawdown

19.53

23.57

-4.04

BDI.TO vs. QBR-B.TO - Sharpe Ratio Comparison

The current BDI.TO Sharpe Ratio is 3.76, which is comparable to the QBR-B.TO Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of BDI.TO and QBR-B.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


BDI.TOQBR-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

3.52

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.97

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.82

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.63

+0.89

Drawdowns

BDI.TO vs. QBR-B.TO - Drawdown Comparison

The maximum BDI.TO drawdown since its inception was -96.59%, roughly equal to the maximum QBR-B.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BDI.TO and QBR-B.TO.


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Drawdown Indicators


BDI.TOQBR-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-100.00%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-11.67%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-18.43%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-25.07%

-11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-82.38%

-30.06%

-52.32%

Current Drawdown

Current decline from peak

-26.83%

-99.96%

+73.13%

Average Drawdown

Average peak-to-trough decline

-50.69%

-84.49%

+33.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

3.55%

+1.93%

Volatility

BDI.TO vs. QBR-B.TO - Volatility Comparison

Black Diamond Group Limited (BDI.TO) and Quebecor Inc (QBR-B.TO) have volatilities of 10.15% and 9.72%, 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.


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Volatility by Period


BDI.TOQBR-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

9.72%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.62%

17.71%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

28.52%

23.80%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.68%

21.31%

+12.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.45%

20.88%

+24.57%

Dividends

BDI.TO vs. QBR-B.TO - Dividend Comparison

BDI.TO's dividend yield for the trailing twelve months is around 0.83%, less than QBR-B.TO's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
BDI.TO
Black Diamond Group Limited
0.83%1.02%1.33%1.10%1.35%0.59%0.00%0.00%0.00%7.32%7.74%13.24%
QBR-B.TO
Quebecor Inc
2.14%2.71%4.13%3.81%3.97%3.85%2.44%1.19%0.67%0.45%0.46%0.38%

Financials

BDI.TO vs. QBR-B.TO - Financials Comparison

This section allows you to compare key financial metrics between Black Diamond Group Limited and Quebecor Inc. 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


0.00500.00M1.00B1.50B20222023202420252026
129.98M
1.40B
(BDI.TO) Total Revenue
(QBR-B.TO) Total Revenue
Values in CAD except per share items

BDI.TO vs. QBR-B.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Black Diamond Group Limited and Quebecor Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20222023202420252026
29.8%
43.6%
Portfolio components
BDI.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a gross profit of 38.79M and revenue of 129.98M. Therefore, the gross margin over that period was 29.8%.

QBR-B.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quebecor Inc reported a gross profit of 608.10M and revenue of 1.40B. Therefore, the gross margin over that period was 43.6%.

BDI.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported an operating income of 13.44M and revenue of 129.98M, resulting in an operating margin of 10.3%.

QBR-B.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quebecor Inc reported an operating income of 367.20M and revenue of 1.40B, resulting in an operating margin of 26.3%.

BDI.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a net income of 2.67M and revenue of 129.98M, resulting in a net margin of 2.1%.

QBR-B.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quebecor Inc reported a net income of 225.40M and revenue of 1.40B, resulting in a net margin of 16.2%.


Frequently Asked Questions


BDI.TO and QBR-B.TO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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