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CM vs. TD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CM and TD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CM vs. TD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Imperial Bank of Commerce (CM) and The Toronto-Dominion Bank (TD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CM:

1.79

TD:

0.98

Sortino Ratio

CM:

2.65

TD:

1.46

Omega Ratio

CM:

1.35

TD:

1.21

Calmar Ratio

CM:

2.02

TD:

0.64

Martin Ratio

CM:

6.08

TD:

2.47

Ulcer Index

CM:

6.30%

TD:

8.07%

Daily Std Dev

CM:

21.25%

TD:

19.02%

Max Drawdown

CM:

-70.55%

TD:

-64.16%

Current Drawdown

CM:

-1.51%

TD:

-12.36%

Fundamentals

Market Cap

CM:

$60.16B

TD:

$110.96B

EPS

CM:

$5.57

TD:

$3.41

PE Ratio

CM:

11.43

TD:

18.56

PEG Ratio

CM:

4.63

TD:

0.67

PS Ratio

CM:

2.43

TD:

2.08

PB Ratio

CM:

1.48

TD:

1.42

Total Revenue (TTM)

CM:

$20.43B

TD:

$43.45B

Gross Profit (TTM)

CM:

$20.43B

TD:

$43.45B

EBITDA (TTM)

CM:

$6.31B

TD:

$10.91B

Returns By Period

In the year-to-date period, CM achieves a 3.72% return, which is significantly lower than TD's 23.28% return. Over the past 10 years, CM has outperformed TD with an annualized return of 12.21%, while TD has yielded a comparatively lower 7.76% annualized return.


CM

YTD

3.72%

1M

13.50%

6M

2.86%

1Y

37.79%

5Y*

25.58%

10Y*

12.21%

TD

YTD

23.28%

1M

9.56%

6M

16.91%

1Y

18.60%

5Y*

15.35%

10Y*

7.76%

*Annualized

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Risk-Adjusted Performance

CM vs. TD — Risk-Adjusted Performance Rank

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

CM
The Risk-Adjusted Performance Rank of CM is 9292
Overall Rank
The Sharpe Ratio Rank of CM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of CM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CM is 8989
Martin Ratio Rank

TD
The Risk-Adjusted Performance Rank of TD is 7878
Overall Rank
The Sharpe Ratio Rank of TD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of TD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TD is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TD is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CM Sharpe Ratio is 1.79, which is higher than the TD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CM and TD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CM vs. TD - Dividend Comparison

CM's dividend yield for the trailing twelve months is around 4.16%, less than TD's 4.65% yield.


TTM20242023202220212020201920182017201620152014
CM
Canadian Imperial Bank of Commerce
4.16%4.24%5.41%6.23%5.76%8.48%10.73%5.48%4.09%4.52%8.65%4.19%
TD
The Toronto-Dominion Bank
4.65%5.65%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%

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.


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Volatility

CM vs. TD - Volatility Comparison

The current volatility for Canadian Imperial Bank of Commerce (CM) is 3.61%, while The Toronto-Dominion Bank (TD) has a volatility of 4.01%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


4.00B6.00B8.00B10.00B12.00B14.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
7.25B
14.90B
(CM) Total Revenue
(TD) Total Revenue
Values in USD except per share items