CM vs. TD
Compare and contrast key facts about Canadian Imperial Bank of Commerce (CM) and The Toronto-Dominion Bank (TD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CM or TD.
Key characteristics
| CM | TD | |
|---|---|---|
| YTD Return | 36.32% | -10.50% |
| 1Y Return | 75.56% | -2.35% |
| 3Y Return (Ann) | 8.20% | -5.02% |
| 5Y Return (Ann) | 15.72% | 3.53% |
| 10Y Return (Ann) | 10.28% | 5.35% |
| Sharpe Ratio | 3.97 | -0.02 |
| Sortino Ratio | 5.72 | 0.09 |
| Omega Ratio | 1.71 | 1.01 |
| Calmar Ratio | 2.09 | -0.01 |
| Martin Ratio | 23.82 | -0.05 |
| Ulcer Index | 3.28% | 8.05% |
| Daily Std Dev | 19.64% | 18.53% |
| Max Drawdown | -70.55% | -64.16% |
| Current Drawdown | -0.16% | -26.54% |
Fundamentals
| CM | TD | |
|---|---|---|
| Market Cap | $59.72B | $96.27B |
| EPS | $4.99 | $3.11 |
| PE Ratio | 12.67 | 17.69 |
| PEG Ratio | 3.03 | 1.22 |
| Total Revenue (TTM) | $37.71B | $88.92B |
| Gross Profit (TTM) | $37.71B | $88.92B |
| EBITDA (TTM) | $3.33B | $2.01B |
Correlation
The correlation between CM and TD is 0.75, 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 vs. TD - Performance Comparison
In the year-to-date period, CM achieves a 36.32% return, which is significantly higher than TD's -10.50% return. Over the past 10 years, CM has outperformed TD with an annualized return of 10.28%, while TD has yielded a comparatively lower 5.35% 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 vs. TD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM) 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.
Dividends
CM vs. TD - Dividend Comparison
CM's dividend yield for the trailing twelve months is around 4.22%, less than TD's 5.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CM Canadian Imperial Bank of Commerce | 4.22% | 5.42% | 6.23% | 5.77% | 8.48% | 10.73% | 5.47% | 4.09% | 4.48% | 8.64% | 4.18% | 4.30% |
TD The Toronto-Dominion Bank | 5.46% | 4.40% | 4.23% | 3.27% | 4.09% | 3.89% | 4.10% | 3.08% | 3.29% | 4.07% | 3.54% | 3.35% |
Drawdowns
CM vs. TD - Drawdown Comparison
The maximum CM drawdown since its inception was -70.55%, which is greater than TD's maximum drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for CM and TD. For additional features, visit the drawdowns tool.
Volatility
CM vs. TD - Volatility Comparison
The current volatility for Canadian Imperial Bank of Commerce (CM) is 4.00%, while The Toronto-Dominion Bank (TD) has a volatility of 6.94%. This indicates that CM experiences smaller price fluctuations and is considered to be less risky than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CM vs. TD - 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