BR.TO vs. ^GSPC
BR.TO (Big Rock Brewery Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, BR.TO returned -20.15%/yr vs 13.88%/yr for ^GSPC. At a 0.03 correlation, their price movements are largely independent.
Performance
BR.TO vs. ^GSPC - Performance Comparison
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Different Trading Currencies
BR.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BR.TO achieves a -16.25% return, which is significantly lower than ^GSPC's 11.31% return. Over the past 10 years, BR.TO has underperformed ^GSPC with an annualized return of -20.15%, while ^GSPC has yielded a comparatively higher 13.88% annualized return.
BR.TO
- 1D
- 1.52%
- 1M
- -2.90%
- 6M
- -22.09%
- YTD
- -16.25%
- 1Y
- -33.66%
- 3Y*
- -27.80%
- 5Y*
- -36.36%
- 10Y*
- -20.15%
- ALL TIME*
- -12.13%
^GSPC
- 1D
- -0.32%
- 1M
- -1.33%
- 6M
- 8.26%
- YTD
- 11.31%
- 1Y
- 20.64%
- 3Y*
- 20.42%
- 5Y*
- 13.56%
- 10Y*
- 13.88%
- ALL TIME*
- 9.17%
BR.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BR.TO Big Rock Brewery Inc. | -16.25% | -27.27% | -27.63% | -22.05% | -68.03% | 28.42% | -4.43% | -21.98% | -4.35% | 12.12% |
^GSPC S&P 500 Index | 11.31% | 11.07% | 33.75% | 21.28% | -14.34% | 26.83% | 13.50% | 23.57% | 1.65% | 11.33% |
Correlation
The correlation between BR.TO and ^GSPC is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2006 | 0.03 |
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Return for Risk
BR.TO vs. ^GSPC — Risk / Return Rank
BR.TO
^GSPC
BR.TO vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Big Rock Brewery Inc. (BR.TO) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BR.TO | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.28 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.26 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.39 | 8.33 | -9.71 |
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Drawdowns
BR.TO vs. ^GSPC - Drawdown Comparison
The maximum BR.TO drawdown since its inception was -96.44%, which is greater than ^GSPC's maximum drawdown of -48.87%. Use the drawdown chart below to compare losses from any high point for BR.TO and ^GSPC.
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Drawdown Indicators
| BR.TO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.44% | -48.87% | -47.57% |
Max Drawdown (1Y)Largest decline over 1 year | -40.91% | -9.17% | -31.74% |
Max Drawdown (3Y)Largest decline over 3 years | -63.28% | -19.59% | -43.69% |
Max Drawdown (5Y)Largest decline over 5 years | -89.68% | -23.14% | -66.54% |
Max Drawdown (10Y)Largest decline over 10 years | -92.07% | -27.97% | -64.10% |
Current DrawdownCurrent decline from peak | -96.34% | -2.74% | -93.60% |
Average DrawdownAverage peak-to-trough decline | -50.03% | -9.62% | -40.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.16% | 2.48% | +23.68% |
Volatility
BR.TO vs. ^GSPC - Volatility Comparison
The current volatility for Big Rock Brewery Inc. (BR.TO) is 2.98%, while S&P 500 Index (^GSPC) has a volatility of 3.47%. This indicates that BR.TO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BR.TO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.47% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 28.44% | 10.42% | +18.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.00% | 12.97% | +37.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.47% | 17.91% | +57.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.75% | 19.12% | +43.63% |
Frequently Asked Questions
BR.TO and ^GSPC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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