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.
Performance
CM vs. TD - Performance Comparison
Returns By Period
In the year-to-date period, CM achieves a 39.97% return, which is significantly higher than TD's -9.01% return. Over the past 10 years, CM has outperformed TD with an annualized return of 10.30%, while TD has yielded a comparatively lower 5.23% annualized return.
CM
39.97%
4.02%
37.41%
75.36%
16.38%
10.30%
TD
-9.01%
-1.29%
2.27%
-4.38%
3.84%
5.23%
Fundamentals
| CM | TD | |
|---|---|---|
| Market Cap | $61.32B | $97.78B |
| EPS | $4.97 | $3.09 |
| PE Ratio | 13.06 | 18.10 |
| PEG Ratio | 3.03 | 1.22 |
| Total Revenue (TTM) | $37.25B | $72.61B |
| Gross Profit (TTM) | $37.71B | $88.92B |
| EBITDA (TTM) | $3.33B | $2.01B |
Key characteristics
| CM | TD | |
|---|---|---|
| Sharpe Ratio | 3.74 | -0.28 |
| Sortino Ratio | 5.42 | -0.25 |
| Omega Ratio | 1.67 | 0.97 |
| Calmar Ratio | 2.06 | -0.17 |
| Martin Ratio | 22.21 | -0.61 |
| Ulcer Index | 3.27% | 8.43% |
| Daily Std Dev | 19.46% | 18.50% |
| Max Drawdown | -70.55% | -64.16% |
| Current Drawdown | 0.00% | -25.31% |
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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.
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 4.11%, less than TD's 5.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CM Canadian Imperial Bank of Commerce | 4.11% | 5.41% | 6.23% | 5.76% | 8.48% | 10.73% | 5.48% | 4.09% | 4.52% | 8.65% | 4.19% | 4.29% |
TD The Toronto-Dominion Bank | 5.38% | 4.40% | 4.24% | 3.27% | 4.10% | 3.89% | 4.09% | 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 3.09%, while The Toronto-Dominion Bank (TD) has a volatility of 3.83%. 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