CM.TO vs. TD.TO
Compare and contrast key facts about Canadian Imperial Bank of Commerce (CM.TO) and The Toronto-Dominion Bank (TD.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CM.TO or TD.TO.
Key characteristics
CM.TO | TD.TO | |
---|---|---|
YTD Return | 43.03% | -5.77% |
1Y Return | 78.62% | -0.37% |
3Y Return (Ann) | 10.60% | -1.26% |
5Y Return (Ann) | 12.19% | 4.83% |
10Y Return (Ann) | 6.98% | 7.57% |
Sharpe Ratio | 5.05 | 0.24 |
Sortino Ratio | 7.72 | 0.42 |
Omega Ratio | 1.98 | 1.06 |
Calmar Ratio | 2.70 | 0.17 |
Martin Ratio | 32.99 | 0.63 |
Ulcer Index | 2.67% | 6.53% |
Daily Std Dev | 17.43% | 17.00% |
Max Drawdown | -65.25% | -57.03% |
Current Drawdown | -0.18% | -19.22% |
Fundamentals
CM.TO | TD.TO | |
---|---|---|
Market Cap | CA$83.04B | CA$134.17B |
EPS | CA$6.91 | CA$4.32 |
PE Ratio | 12.72 | 17.77 |
PEG Ratio | 2.58 | 1.09 |
Total Revenue (TTM) | CA$37.71B | CA$88.92B |
Gross Profit (TTM) | CA$37.71B | CA$88.92B |
EBITDA (TTM) | CA$3.33B | CA$2.01B |
Correlation
The correlation between CM.TO and TD.TO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CM.TO vs. TD.TO - Performance Comparison
In the year-to-date period, CM.TO achieves a 43.03% return, which is significantly higher than TD.TO's -5.77% return. Over the past 10 years, CM.TO has underperformed TD.TO with an annualized return of 6.98%, while TD.TO has yielded a comparatively higher 7.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CM.TO vs. TD.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM.TO) and The Toronto-Dominion Bank (TD.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.
Dividends
CM.TO vs. TD.TO - Dividend Comparison
CM.TO's dividend yield for the trailing twelve months is around 4.10%, less than TD.TO's 5.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian Imperial Bank of Commerce | 4.10% | 5.47% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
The Toronto-Dominion Bank | 5.32% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% | 2.54% | 0.00% |
Drawdowns
CM.TO vs. TD.TO - Drawdown Comparison
The maximum CM.TO drawdown since its inception was -65.25%, which is greater than TD.TO's maximum drawdown of -57.03%. Use the drawdown chart below to compare losses from any high point for CM.TO and TD.TO. For additional features, visit the drawdowns tool.
Volatility
CM.TO vs. TD.TO - Volatility Comparison
The current volatility for Canadian Imperial Bank of Commerce (CM.TO) is 4.03%, while The Toronto-Dominion Bank (TD.TO) has a volatility of 7.02%. This indicates that CM.TO experiences smaller price fluctuations and is considered to be less risky than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CM.TO vs. TD.TO - Financials Comparison
This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce 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.
Total Revenue: Total amount of money received from sales and other business activities