CCL-B.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about CCL Industries Inc (CCL-B.TO) and S&P 500 Index (^GSPC).

Performance

CCL-B.TO vs. ^GSPC - Performance Comparison

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

CCL-B.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCL-B.TO CCL Industries Inc	1.53%	19.18%	26.04%	4.84%	-13.35%	18.83%	6.04%	11.82%	-13.08%	10.92%
^GSPC S&P 500 Index	-2.73%	11.05%	33.90%	21.49%	-13.70%	25.75%	14.29%	22.54%	1.71%	11.82%

Different Trading Currencies

CCL-B.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, CCL-B.TO achieves a 1.53% return, which is significantly higher than ^GSPC's -3.34% return. Over the past 10 years, CCL-B.TO has underperformed ^GSPC with an annualized return of 7.36%, while ^GSPC has yielded a comparatively higher 12.91% annualized return.

CCL-B.TO

• 1D: 0.57%
• 1M: -6.13%
• YTD: 1.53%
• 6M: 12.98%
• 1Y: 27.74%
• 3Y*: 11.11%
• 5Y*: 6.14%
• 10Y*: 7.36%

^GSPC

• 1D: 0.00%
• 1M: -3.51%
• YTD: -3.34%
• 6M: -2.91%
• 1Y: 12.69%
• 3Y*: 17.80%
• 5Y*: 12.48%
• 10Y*: 12.91%

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

Return for Risk

CCL-B.TO vs. ^GSPC — Risk / Return Rank

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

CCL-B.TO

CCL-B.TO Risk / Return Rank: 77
CCL-B.TO Sharpe Ratio Rank: 78
CCL-B.TO Sortino Ratio Rank: 76
CCL-B.TO Omega Ratio Rank: 73
CCL-B.TO Calmar Ratio Rank: 79
CCL-B.TO Martin Ratio Rank: 79

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

CCL-B.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCL Industries Inc (CCL-B.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.

	CCL-B.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.70	+0.50
Sortino ratio Return per unit of downside risk	1.93	1.07	+0.86
Omega ratio Gain probability vs. loss probability	1.24	1.17	+0.07
Calmar ratio Return relative to maximum drawdown	2.32	1.04	+1.28
Martin ratio Return relative to average drawdown	6.10	3.82	+2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCL-B.TO vs. ^GSPC - Sharpe Ratio Comparison

The current CCL-B.TO Sharpe Ratio is 1.21, which is higher than the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CCL-B.TO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CCL-B.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.70	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.84	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.79	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.91	-0.49

Correlation

The correlation between CCL-B.TO and ^GSPC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CCL-B.TO vs. ^GSPC - Drawdown Comparison

The maximum CCL-B.TO drawdown since its inception was -61.52%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for CCL-B.TO and ^GSPC.

Drawdown Indicators

	CCL-B.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-61.52%	-56.78%	-4.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.52%	-12.14%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-25.60%	-25.43%	-0.17%
Max Drawdown (10Y) Largest decline over 10 years	-48.19%	-33.92%	-14.27%
Current Drawdown Current decline from peak	-7.22%	-5.78%	-1.44%
Average Drawdown Average peak-to-trough decline	-15.74%	-10.75%	-4.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	2.60%	+1.78%

Volatility

CCL-B.TO vs. ^GSPC - Volatility Comparison

CCL Industries Inc (CCL-B.TO) has a higher volatility of 6.46% compared to S&P 500 Index (^GSPC) at 5.22%. This indicates that CCL-B.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCL-B.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.46%	5.22%	+1.24%
Volatility (6M) Calculated over the trailing 6-month period	17.74%	9.60%	+8.14%
Volatility (1Y) Calculated over the trailing 1-year period	23.14%	18.11%	+5.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.14%	14.99%	+7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.69%	16.33%	+9.36%