PortfoliosLab logoPortfoliosLab logo
CIGI.TO vs. VFV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIGI.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Colliers International Group Inc. (CIGI.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CIGI.TO vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIGI.TO
Colliers International Group Inc.
-26.28%3.42%16.92%35.12%-33.77%66.54%12.21%34.46%-0.61%53.57%
VFV.TO
Vanguard S&P 500 Index ETF
-3.12%12.18%35.23%23.23%-12.58%27.51%15.62%25.14%2.94%13.67%

Returns By Period

In the year-to-date period, CIGI.TO achieves a -26.28% return, which is significantly lower than VFV.TO's -3.12% return. Over the past 10 years, CIGI.TO has underperformed VFV.TO with an annualized return of 12.16%, while VFV.TO has yielded a comparatively higher 14.47% annualized return.


CIGI.TO

1D
3.37%
1M
-8.07%
YTD
-26.28%
6M
-31.60%
1Y
-14.41%
3Y*
1.65%
5Y*
2.50%
10Y*
12.16%

VFV.TO

1D
2.76%
1M
-3.12%
YTD
-3.12%
6M
-1.94%
1Y
13.65%
3Y*
19.11%
5Y*
13.78%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

CIGI.TO vs. VFV.TO — Risk / Return Rank

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

CIGI.TO
CIGI.TO Risk / Return Rank: 2525
Overall Rank
CIGI.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CIGI.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
CIGI.TO Omega Ratio Rank: 2121
Omega Ratio Rank
CIGI.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CIGI.TO Martin Ratio Rank: 2828
Martin Ratio Rank

VFV.TO
VFV.TO Risk / Return Rank: 4848
Overall Rank
VFV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 5151
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.

CIGI.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Colliers International Group Inc. (CIGI.TO) and Vanguard S&P 500 Index ETF (VFV.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.


CIGI.TOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.75

-1.18

Sortino ratio

Return per unit of downside risk

-0.39

1.13

-1.52

Omega ratio

Gain probability vs. loss probability

0.95

1.18

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.32

1.19

-1.51

Martin ratio

Return relative to average drawdown

-0.84

4.51

-5.35

CIGI.TO vs. VFV.TO - Sharpe Ratio Comparison

The current CIGI.TO Sharpe Ratio is -0.43, which is lower than the VFV.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CIGI.TO and VFV.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.


Loading graphics...

Sharpe Ratios by Period


CIGI.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

0.75

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.93

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.88

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.07

-0.64

Correlation

The correlation between CIGI.TO and VFV.TO is 0.39, 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

CIGI.TO vs. VFV.TO - Dividend Comparison

CIGI.TO's dividend yield for the trailing twelve months is around 0.28%, less than VFV.TO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
CIGI.TO
Colliers International Group Inc.
0.28%0.20%0.21%0.24%0.32%0.13%0.12%0.13%0.18%0.17%0.27%0.40%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

CIGI.TO vs. VFV.TO - Drawdown Comparison

The maximum CIGI.TO drawdown since its inception was -75.45%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for CIGI.TO and VFV.TO.


Loading graphics...

Drawdown Indicators


CIGI.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.45%

-27.43%

-48.02%

Max Drawdown (1Y)

Largest decline over 1 year

-42.07%

-12.52%

-29.55%

Max Drawdown (5Y)

Largest decline over 5 years

-42.07%

-22.19%

-19.88%

Max Drawdown (10Y)

Largest decline over 10 years

-56.62%

-27.43%

-29.19%

Current Drawdown

Current decline from peak

-37.00%

-6.10%

-30.90%

Average Drawdown

Average peak-to-trough decline

-20.80%

-3.39%

-17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.08%

3.29%

+12.79%

Volatility

CIGI.TO vs. VFV.TO - Volatility Comparison

Colliers International Group Inc. (CIGI.TO) has a higher volatility of 11.03% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.12%. This indicates that CIGI.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CIGI.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

5.12%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

26.29%

9.27%

+17.02%

Volatility (1Y)

Calculated over the trailing 1-year period

33.66%

18.28%

+15.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.89%

14.92%

+15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.41%

16.57%

+17.84%