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CICHY vs. TD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CICHY vs. TD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Construction Bank Corp (CICHY) and The Toronto-Dominion Bank (TD). The values are adjusted to include any dividend payments, if applicable.

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CICHY vs. TD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CICHY
China Construction Bank Corp
10.44%31.78%49.67%4.46%-2.29%-3.15%-8.81%11.09%-7.66%33.81%
TD
The Toronto-Dominion Bank
-0.12%85.32%-13.40%5.04%-12.19%41.25%5.58%17.45%-12.10%22.85%

Fundamentals

Market Cap

CICHY:

$272.39B

TD:

$115.37B

EPS

CICHY:

$24.18

TD:

$13.59

PE Ratio

CICHY:

0.90

TD:

6.87

PEG Ratio

CICHY:

0.09

TD:

0.25

PS Ratio

CICHY:

0.31

TD:

1.31

PB Ratio

CICHY:

0.08

TD:

1.01

Total Revenue (TTM)

CICHY:

$986.17B

TD:

$114.07B

Gross Profit (TTM)

CICHY:

$739.60B

TD:

$58.26B

EBITDA (TTM)

CICHY:

$390.06B

TD:

$27.61B

Returns By Period

In the year-to-date period, CICHY achieves a 10.44% return, which is significantly higher than TD's -0.12% return. Over the past 10 years, CICHY has outperformed TD with an annualized return of 13.88%, while TD has yielded a comparatively lower 12.67% annualized return.


CICHY

1D
4.11%
1M
7.45%
YTD
10.44%
6M
16.62%
1Y
30.99%
3Y*
29.78%
5Y*
14.08%
10Y*
13.88%

TD

1D
1.92%
1M
-4.16%
YTD
-0.12%
6M
18.79%
1Y
62.21%
3Y*
21.66%
5Y*
12.14%
10Y*
12.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CICHY vs. TD — Risk / Return Rank

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

CICHY
CICHY Risk / Return Rank: 7979
Overall Rank
CICHY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CICHY Sortino Ratio Rank: 7979
Sortino Ratio Rank
CICHY Omega Ratio Rank: 7676
Omega Ratio Rank
CICHY Calmar Ratio Rank: 8080
Calmar Ratio Rank
CICHY Martin Ratio Rank: 7979
Martin Ratio Rank

TD
TD Risk / Return Rank: 9898
Overall Rank
TD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TD Sortino Ratio Rank: 9898
Sortino Ratio Rank
TD Omega Ratio Rank: 9797
Omega Ratio Rank
TD Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD Martin Ratio Rank: 9999
Martin Ratio Rank
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.

CICHY vs. TD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Construction Bank Corp (CICHY) and The Toronto-Dominion Bank (TD). 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.


CICHYTDDifference

Sharpe ratio

Return per unit of total volatility

1.40

3.71

-2.31

Sortino ratio

Return per unit of downside risk

2.04

4.70

-2.66

Omega ratio

Gain probability vs. loss probability

1.25

1.63

-0.37

Calmar ratio

Return relative to maximum drawdown

2.23

8.17

-5.94

Martin ratio

Return relative to average drawdown

5.76

30.44

-24.68

CICHY vs. TD - Sharpe Ratio Comparison

The current CICHY Sharpe Ratio is 1.40, which is lower than the TD Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of CICHY and TD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CICHYTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

3.71

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.62

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.59

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.58

-0.15

Correlation

The correlation between CICHY and TD is 0.35, 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

CICHY vs. TD - Dividend Comparison

CICHY's dividend yield for the trailing twelve months is around 4.99%, more than TD's 3.26% yield.


TTM20252024202320222021202020192018201720162015
CICHY
China Construction Bank Corp
4.99%8.26%6.71%9.13%8.70%6.32%5.08%4.42%4.80%8.33%10.74%6.14%
TD
The Toronto-Dominion Bank
3.26%3.17%5.65%4.80%4.24%3.27%4.10%3.89%4.08%3.03%3.58%5.11%

Drawdowns

CICHY vs. TD - Drawdown Comparison

The maximum CICHY drawdown since its inception was -44.82%, smaller than the maximum TD drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for CICHY and TD.


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Drawdown Indicators


CICHYTDDifference

Max Drawdown

Largest peak-to-trough decline

-44.82%

-64.18%

+19.36%

Max Drawdown (1Y)

Largest decline over 1 year

-15.49%

-7.50%

-7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-30.93%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-40.27%

-41.98%

+1.71%

Current Drawdown

Current decline from peak

0.00%

-5.54%

+5.54%

Average Drawdown

Average peak-to-trough decline

-18.52%

-11.30%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

2.01%

+3.99%

Volatility

CICHY vs. TD - Volatility Comparison

China Construction Bank Corp (CICHY) has a higher volatility of 7.64% compared to The Toronto-Dominion Bank (TD) at 6.04%. This indicates that CICHY's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CICHYTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

6.04%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

12.00%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

16.87%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

19.66%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

21.66%

+1.26%

Financials

CICHY vs. TD - Financials Comparison

This section allows you to compare key financial metrics between China Construction Bank Corp and The Toronto-Dominion Bank. 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


0.00100.00B200.00B300.00B400.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
327.67B
28.14B
(CICHY) Total Revenue
(TD) Total Revenue
Values in USD except per share items

CICHY vs. TD - Profitability Comparison

The chart below illustrates the profitability comparison between China Construction Bank Corp and The Toronto-Dominion Bank over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
54.1%
53.9%
Portfolio components
CICHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, China Construction Bank Corp reported a gross profit of 177.19B and revenue of 327.67B. Therefore, the gross margin over that period was 54.1%.

TD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Toronto-Dominion Bank reported a gross profit of 15.17B and revenue of 28.14B. Therefore, the gross margin over that period was 53.9%.

CICHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, China Construction Bank Corp reported an operating income of 89.79B and revenue of 327.67B, resulting in an operating margin of 27.4%.

TD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Toronto-Dominion Bank reported an operating income of 5.18B and revenue of 28.14B, resulting in an operating margin of 18.4%.

CICHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, China Construction Bank Corp reported a net income of 80.42B and revenue of 327.67B, resulting in a net margin of 24.5%.

TD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Toronto-Dominion Bank reported a net income of 4.05B and revenue of 28.14B, resulting in a net margin of 14.4%.