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CGI.TO vs. WSP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CGI.TO and WSP.TO is 0.43, 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.


-0.50.00.51.00.4

Performance

CGI.TO vs. WSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian General Investments, Limited (CGI.TO) and WSP Global Inc. (WSP.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.08%
6.93%
CGI.TO
WSP.TO

Key characteristics

Sharpe Ratio

CGI.TO:

0.78

WSP.TO:

1.14

Sortino Ratio

CGI.TO:

1.17

WSP.TO:

1.57

Omega Ratio

CGI.TO:

1.15

WSP.TO:

1.22

Calmar Ratio

CGI.TO:

0.15

WSP.TO:

1.88

Martin Ratio

CGI.TO:

4.39

WSP.TO:

4.50

Ulcer Index

CGI.TO:

3.28%

WSP.TO:

5.00%

Daily Std Dev

CGI.TO:

18.55%

WSP.TO:

19.68%

Max Drawdown

CGI.TO:

-99.72%

WSP.TO:

-39.02%

Current Drawdown

CGI.TO:

-97.10%

WSP.TO:

-3.06%

Fundamentals

Market Cap

CGI.TO:

CA$844.25M

WSP.TO:

CA$33.42B

EPS

CGI.TO:

CA$7.81

WSP.TO:

CA$5.15

PE Ratio

CGI.TO:

5.18

WSP.TO:

49.79

PEG Ratio

CGI.TO:

0.00

WSP.TO:

0.73

Total Revenue (TTM)

CGI.TO:

CA$177.84M

WSP.TO:

CA$11.50B

Gross Profit (TTM)

CGI.TO:

CA$169.32M

WSP.TO:

CA$4.17B

EBITDA (TTM)

CGI.TO:

CA$84.37M

WSP.TO:

CA$1.39B

Returns By Period

In the year-to-date period, CGI.TO achieves a -0.99% return, which is significantly lower than WSP.TO's 0.21% return. Over the past 10 years, CGI.TO has underperformed WSP.TO with an annualized return of 10.99%, while WSP.TO has yielded a comparatively higher 23.55% annualized return.


CGI.TO

YTD

-0.99%

1M

0.25%

6M

6.37%

1Y

14.87%

5Y*

11.01%

10Y*

10.99%

WSP.TO

YTD

0.21%

1M

1.23%

6M

12.31%

1Y

23.06%

5Y*

23.19%

10Y*

23.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CGI.TO vs. WSP.TO — Risk-Adjusted Performance Rank

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

CGI.TO
The Risk-Adjusted Performance Rank of CGI.TO is 6666
Overall Rank
The Sharpe Ratio Rank of CGI.TO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CGI.TO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of CGI.TO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of CGI.TO is 5353
Calmar Ratio Rank
The Martin Ratio Rank of CGI.TO is 7979
Martin Ratio Rank

WSP.TO
The Risk-Adjusted Performance Rank of WSP.TO is 7979
Overall Rank
The Sharpe Ratio Rank of WSP.TO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WSP.TO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WSP.TO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of WSP.TO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of WSP.TO is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGI.TO vs. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian General Investments, Limited (CGI.TO) and WSP Global Inc. (WSP.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.


Sharpe ratio
The chart of Sharpe ratio for CGI.TO, currently valued at 0.46, compared to the broader market-2.000.002.000.460.82
The chart of Sortino ratio for CGI.TO, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.006.000.781.19
The chart of Omega ratio for CGI.TO, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.16
The chart of Calmar ratio for CGI.TO, currently valued at 0.43, compared to the broader market0.002.004.006.000.431.30
The chart of Martin ratio for CGI.TO, currently valued at 2.47, compared to the broader market-10.000.0010.0020.0030.002.473.00
CGI.TO
WSP.TO

The current CGI.TO Sharpe Ratio is 0.78, which is lower than the WSP.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CGI.TO and WSP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.46
0.82
CGI.TO
WSP.TO

Dividends

CGI.TO vs. WSP.TO - Dividend Comparison

CGI.TO's dividend yield for the trailing twelve months is around 1.87%, more than WSP.TO's 0.60% yield.


TTM20242023202220212020201920182017201620152014
CGI.TO
Canadian General Investments, Limited
1.87%1.85%2.76%2.82%2.00%2.41%3.05%3.71%3.20%3.91%4.05%3.79%
WSP.TO
WSP Global Inc.
0.60%0.60%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%

Drawdowns

CGI.TO vs. WSP.TO - Drawdown Comparison

The maximum CGI.TO drawdown since its inception was -99.72%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for CGI.TO and WSP.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.00%
-1.88%
CGI.TO
WSP.TO

Volatility

CGI.TO vs. WSP.TO - Volatility Comparison

The current volatility for Canadian General Investments, Limited (CGI.TO) is 6.71%, while WSP Global Inc. (WSP.TO) has a volatility of 8.74%. This indicates that CGI.TO experiences smaller price fluctuations and is considered to be less risky than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.71%
8.74%
CGI.TO
WSP.TO

Financials

CGI.TO vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian General Investments, Limited and WSP Global 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


Values in CAD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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