BK.TO vs. VTSAX
Compare and contrast key facts about Canadian Banc Corp. (BK.TO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BK.TO or VTSAX.
Key characteristics
| BK.TO | VTSAX | |
|---|---|---|
| YTD Return | 9.22% | 8.37% |
| 1Y Return | -2.71% | 27.05% |
| 3Y Return (Ann) | 12.87% | 7.04% |
| 5Y Return (Ann) | 12.55% | 13.53% |
| 10Y Return (Ann) | 10.22% | 12.16% |
| Sharpe Ratio | -0.10 | 2.42 |
| Daily Std Dev | 21.02% | 12.06% |
| Max Drawdown | -83.66% | -55.34% |
| Current Drawdown | -7.61% | -1.49% |
Correlation
The correlation between BK.TO and VTSAX is 0.46, 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
BK.TO vs. VTSAX - Performance Comparison
In the year-to-date period, BK.TO achieves a 9.22% return, which is significantly higher than VTSAX's 8.37% return. Over the past 10 years, BK.TO has underperformed VTSAX with an annualized return of 10.22%, while VTSAX has yielded a comparatively higher 12.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BK.TO vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
BK.TO vs. VTSAX - Dividend Comparison
BK.TO's dividend yield for the trailing twelve months is around 15.95%, more than VTSAX's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BK.TO Canadian Banc Corp. | 15.95% | 17.98% | 15.91% | 9.12% | 7.73% | 10.47% | 13.19% | 12.72% | 7.83% | 12.98% | 9.70% | 6.36% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BK.TO vs. VTSAX - Drawdown Comparison
The maximum BK.TO drawdown since its inception was -83.66%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for BK.TO and VTSAX. For additional features, visit the drawdowns tool.
Volatility
BK.TO vs. VTSAX - Volatility Comparison
The current volatility for Canadian Banc Corp. (BK.TO) is 3.75%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.18%. This indicates that BK.TO experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.