CGO.TO vs. GDV.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Cogeco Inc. (CGO.TO) and Global Dividend Growth Split Corp. (GDV.TO).

Performance

CGO.TO vs. GDV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Cogeco Inc. (CGO.TO) and Global Dividend Growth Split Corp. (GDV.TO). The values are adjusted to include any dividend payments, if applicable.

CGO.TO vs. GDV.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CGO.TO Cogeco Inc.	8.22%	15.60%	9.65%	-4.63%	-18.74%	1.60%	-19.37%	82.56%	-5.26%
GDV.TO Global Dividend Growth Split Corp.	-0.33%	18.46%	45.80%	-6.07%	-5.56%	34.06%	6.01%	41.93%	-17.65%

Fundamentals

Market Cap CGO.TO : CA$658.88M GDV.TO : CA$189.62M
EPS CGO.TO : CA$8.69 GDV.TO : CA$6.73
PE Ratio CGO.TO : 7.86 GDV.TO : 1.77
PEG Ratio CGO.TO : 2.16 GDV.TO : 0.11
PS Ratio CGO.TO : 0.22 GDV.TO : 3.18
PB Ratio CGO.TO : 0.74 GDV.TO : 0.94
Total Revenue (TTM) CGO.TO : CA$2.98B GDV.TO : CA$59.88M
Gross Profit (TTM) CGO.TO : CA$1.91B GDV.TO : CA$37.33M
EBITDA (TTM) CGO.TO : CA$1.40B GDV.TO : CA$122.70M

Returns By Period

In the year-to-date period, CGO.TO achieves a 8.22% return, which is significantly higher than GDV.TO's -0.33% return.

CGO.TO

• 1D: -1.54%
• 1M: -7.32%
• YTD: 8.22%
• 6M: 15.35%
• 1Y: 15.83%
• 3Y*: 10.52%
• 5Y*: -1.96%
• 10Y*: 5.81%

GDV.TO

• 1D: 1.97%
• 1M: -9.73%
• YTD: -0.33%
• 6M: 6.96%
• 1Y: 31.95%
• 3Y*: 18.22%
• 5Y*: 12.58%
• 10Y*: —

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

Return for Risk

CGO.TO vs. GDV.TO — Risk / Return Rank

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

CGO.TO

CGO.TO Risk / Return Rank: 58
CGO.TO Sharpe Ratio Rank: 62
CGO.TO Sortino Ratio Rank: 52
CGO.TO Omega Ratio Rank: 57
CGO.TO Calmar Ratio Rank: 59
CGO.TO Martin Ratio Rank: 60

GDV.TO

GDV.TO Risk / Return Rank: 83
GDV.TO Sharpe Ratio Rank: 84
GDV.TO Sortino Ratio Rank: 80
GDV.TO Omega Ratio Rank: 84
GDV.TO Calmar Ratio Rank: 79
GDV.TO Martin Ratio Rank: 89

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.

CGO.TO vs. GDV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogeco Inc. (CGO.TO) and Global Dividend Growth Split Corp. (GDV.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.

	CGO.TO	GDV.TO	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.53	-0.94
Sortino ratio Return per unit of downside risk	0.90	2.17	-1.27
Omega ratio Gain probability vs. loss probability	1.15	1.32	-0.18
Calmar ratio Return relative to maximum drawdown	0.80	2.29	-1.49
Martin ratio Return relative to average drawdown	1.93	10.06	-8.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGO.TO vs. GDV.TO - Sharpe Ratio Comparison

The current CGO.TO Sharpe Ratio is 0.60, which is lower than the GDV.TO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CGO.TO and GDV.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.

Sharpe Ratios by Period

	CGO.TO	GDV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.53	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.65	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.41	-0.16

Correlation

The correlation between CGO.TO and GDV.TO is 0.18, 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.

Dividends

CGO.TO vs. GDV.TO - Dividend Comparison

CGO.TO's dividend yield for the trailing twelve months is around 5.59%, less than GDV.TO's 10.07% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGO.TO Cogeco Inc.	5.59%	5.86%	5.91%	5.33%	4.10%	2.78%	2.40%	1.70%	2.75%	1.56%	2.16%	2.07%
GDV.TO Global Dividend Growth Split Corp.	10.07%	9.80%	10.43%	13.54%	11.21%	10.28%	11.43%	10.70%	7.91%	0.00%	0.00%	0.00%

Drawdowns

CGO.TO vs. GDV.TO - Drawdown Comparison

The maximum CGO.TO drawdown since its inception was -86.01%, which is greater than GDV.TO's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for CGO.TO and GDV.TO.

Drawdown Indicators

	CGO.TO	GDV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-86.01%	-58.15%	-27.86%
Max Drawdown (1Y) Largest decline over 1 year	-17.82%	-13.51%	-4.31%
Max Drawdown (5Y) Largest decline over 5 years	-50.59%	-27.38%	-23.21%
Max Drawdown (10Y) Largest decline over 10 years	-52.09%	—	—
Current Drawdown Current decline from peak	-15.32%	-9.73%	-5.59%
Average Drawdown Average peak-to-trough decline	-29.87%	-7.40%	-22.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.37%	3.07%	+4.30%

Volatility

CGO.TO vs. GDV.TO - Volatility Comparison

Cogeco Inc. (CGO.TO) has a higher volatility of 11.82% compared to Global Dividend Growth Split Corp. (GDV.TO) at 9.10%. This indicates that CGO.TO's price experiences larger fluctuations and is considered to be riskier than GDV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGO.TO	GDV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.82%	9.10%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	19.01%	12.09%	+6.92%
Volatility (1Y) Calculated over the trailing 1-year period	26.72%	20.96%	+5.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.12%	19.47%	+5.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.24%	31.40%	-5.16%

Financials