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CM.TO vs. CRT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CM.TO vs. CRT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Imperial Bank of Commerce (CM.TO) and CT Real Estate Investment Trust (CRT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CM.TO achieves a 23.94% return, which is significantly higher than CRT-UN.TO's 11.59% return. Over the past 10 years, CM.TO has outperformed CRT-UN.TO with an annualized return of 20.73%, while CRT-UN.TO has yielded a comparatively lower 7.63% annualized return.


CM.TO

1D
0.71%
1M
1.58%
YTD
23.94%
6M
24.38%
1Y
68.16%
3Y*
45.63%
5Y*
22.94%
10Y*
20.73%

CRT-UN.TO

1D
-0.11%
1M
1.42%
YTD
11.59%
6M
15.18%
1Y
16.30%
3Y*
12.39%
5Y*
7.05%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CM.TO vs. CRT-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CM.TO
Canadian Imperial Bank of Commerce
23.94%42.31%49.56%23.83%-20.89%47.75%13.88%18.19%-8.64%22.50%
CRT-UN.TO
CT Real Estate Investment Trust
11.59%20.98%3.91%-0.26%-5.16%16.12%2.73%47.59%-15.85%1.45%

Correlation

The correlation between CM.TO and CRT-UN.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.29

Fundamentals

Market Cap

CM.TO:

CA$141.37B

CRT-UN.TO:

CA$3.51B

EPS

CM.TO:

CA$10.53

CRT-UN.TO:

CA$1.34

PE Ratio

CM.TO:

14.52

CRT-UN.TO:

13.23

PEG Ratio

CM.TO:

1.79

CRT-UN.TO:

0.25

PS Ratio

CM.TO:

2.68

CRT-UN.TO:

6.47

PB Ratio

CM.TO:

2.42

CRT-UN.TO:

1.75

Total Revenue (TTM)

CM.TO:

CA$53.25B

CRT-UN.TO:

CA$611.41M

Gross Profit (TTM)

CM.TO:

CA$28.73B

CRT-UN.TO:

CA$477.02M

EBITDA (TTM)

CM.TO:

CA$13.01B

CRT-UN.TO:

CA$623.97M

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Return for Risk

CM.TO vs. CRT-UN.TO — Risk / Return Rank

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

CM.TO
CM.TO Risk / Return Rank: 9797
Overall Rank
CM.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CM.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CM.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CM.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CM.TO Martin Ratio Rank: 9898
Martin Ratio Rank

CRT-UN.TO
CRT-UN.TO Risk / Return Rank: 7777
Overall Rank
CRT-UN.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CRT-UN.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRT-UN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
CRT-UN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
CRT-UN.TO Martin Ratio Rank: 8282
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.

CM.TO vs. CRT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM.TO) and CT Real Estate Investment Trust (CRT-UN.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.


CM.TOCRT-UN.TODifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.68

1.22

+0.46

Calmar ratioReturn relative to maximum drawdown

7.52

2.63

+4.90

Martin ratioReturn relative to average drawdown

27.92

6.86

+21.06

CM.TO vs. CRT-UN.TO - Sharpe Ratio Comparison

The current CM.TO Sharpe Ratio is 3.92, which is higher than the CRT-UN.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CM.TO and CRT-UN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CM.TOCRT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.92

1.29

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.40

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.38

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.54

+0.19

Drawdowns

CM.TO vs. CRT-UN.TO - Drawdown Comparison

The maximum CM.TO drawdown since its inception was -58.49%, which is greater than CRT-UN.TO's maximum drawdown of -45.88%. Use the drawdown chart below to compare losses from any high point for CM.TO and CRT-UN.TO.


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Drawdown Indicators


CM.TOCRT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.49%

-45.88%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-6.24%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-17.38%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

-24.70%

-10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-40.02%

-45.88%

+5.86%

Current Drawdown

Current decline from peak

-4.86%

-0.84%

-4.02%

Average Drawdown

Average peak-to-trough decline

-9.29%

-6.26%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.38%

+0.07%

Volatility

CM.TO vs. CRT-UN.TO - Volatility Comparison

Canadian Imperial Bank of Commerce (CM.TO) has a higher volatility of 7.78% compared to CT Real Estate Investment Trust (CRT-UN.TO) at 2.78%. This indicates that CM.TO's price experiences larger fluctuations and is considered to be riskier than CRT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CM.TOCRT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

2.78%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

9.36%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

12.74%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

17.64%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.92%

20.22%

-0.30%

Dividends

CM.TO vs. CRT-UN.TO - Dividend Comparison

CM.TO's dividend yield for the trailing twelve months is around 2.67%, less than CRT-UN.TO's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CM.TO
Canadian Imperial Bank of Commerce
2.67%3.20%4.04%5.47%7.52%8.13%10.74%10.51%10.58%8.39%8.84%9.69%
CRT-UN.TO
CT Real Estate Investment Trust
5.35%5.77%6.40%6.04%5.48%4.76%5.08%4.71%6.34%4.84%4.54%5.11%

Financials

CM.TO vs. CRT-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce and CT Real Estate Investment Trust. 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


0.005.00B10.00B15.00B20222023202420252026
15.23B
157.56M
(CM.TO) Total Revenue
(CRT-UN.TO) Total Revenue
Values in CAD except per share items

CM.TO vs. CRT-UN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Imperial Bank of Commerce and CT Real Estate Investment Trust 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%20222023202420252026
48.4%
77.5%
Portfolio components
CM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported a gross profit of 7.36B and revenue of 15.23B. Therefore, the gross margin over that period was 48.4%.

CRT-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a gross profit of 122.17M and revenue of 157.56M. Therefore, the gross margin over that period was 77.5%.

CM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported an operating income of 3.20B and revenue of 15.23B, resulting in an operating margin of 21.0%.

CRT-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported an operating income of 118.00M and revenue of 157.56M, resulting in an operating margin of 74.9%.

CM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Imperial Bank of Commerce reported a net income of 2.46B and revenue of 15.23B, resulting in a net margin of 16.1%.

CRT-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a net income of 53.53M and revenue of 157.56M, resulting in a net margin of 34.0%.


Frequently Asked Questions


CM.TO and CRT-UN.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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