BR.TO vs. ^GSPC

Last updated Jun 6, 2026

BR.TO (Big Rock Brewery Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. At a correlation of -0.00, they often move in opposite directions.

Performance

BR.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Big Rock Brewery Inc. (BR.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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 -13.75% return, which is significantly lower than ^GSPC's 9.56% return.

BR.TO

• 1D: 1.47%
• 1M: -4.17%
• YTD: -13.75%
• 6M: -13.75%
• 1Y: -38.39%
• 3Y*: -30.21%
• 5Y*: -35.33%
• 10Y*: -18.29%

^GSPC

• 1D: -2.44%
• 1M: 2.49%
• YTD: 9.56%
• 6M: 8.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BR.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
BR.TO Big Rock Brewery Inc.	-13.75%	-28.57%
^GSPC S&P 500 Index	9.56%	14.36%

Correlation

The correlation between BR.TO and ^GSPC is -0.00, 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 (All Time) Calculated using the full available price history since Jun 9, 2025	-0.00

Return for Risk

BR.TO vs. ^GSPC — Risk / Return Rank

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

BR.TO

BR.TO Risk / Return Rank: 9
BR.TO Sharpe Ratio Rank: 11
BR.TO Sortino Ratio Rank: 12
BR.TO Omega Ratio Rank: 9
BR.TO Calmar Ratio Rank: 7
BR.TO Martin Ratio Rank: 5

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.

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.

	BR.TO	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.74	—	—
Sortino ratio: Return per unit of downside risk	-0.95	—	—
Omega ratio: Gain probability vs. loss probability	0.85	—	—
Calmar ratio: Return relative to maximum drawdown	-0.90	—	—
Martin ratio: Return relative to average drawdown	-1.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BR.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.74	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.48	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	2.14	-2.38

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 -8.86%. Use the drawdown chart below to compare losses from any high point for BR.TO and ^GSPC.

Drawdown Indicators

	BR.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-96.44%	-8.86%	-87.58%
Max Drawdown (1Y) Largest decline over 1 year	-42.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-68.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-89.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-92.07%	—	—
Current Drawdown Current decline from peak	-96.23%	-2.44%	-93.79%
Average Drawdown Average peak-to-trough decline	-49.51%	-1.45%	-48.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.21%	—	—

Volatility

Volatility by Period

	BR.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	34.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	51.84%	11.95%	+39.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.45%	11.95%	+63.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.07%	11.95%	+51.12%

Frequently Asked Questions

Can I hold both BR.TO and ^GSPC in my portfolio?

BR.TO and ^GSPC have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.