CP.TO vs. VFV.TO
Compare and contrast key facts about Canadian Pacific Railway Limited (CP.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CP.TO or VFV.TO.
Key characteristics
| CP.TO | VFV.TO | |
|---|---|---|
| YTD Return | 4.02% | 26.75% |
| 1Y Return | 7.54% | 34.88% |
| 3Y Return (Ann) | 5.10% | 12.22% |
| 5Y Return (Ann) | 12.45% | 15.96% |
| 10Y Return (Ann) | 9.09% | 14.96% |
| Sharpe Ratio | 0.44 | 3.29 |
| Sortino Ratio | 0.72 | 4.45 |
| Omega Ratio | 1.09 | 1.61 |
| Calmar Ratio | 0.09 | 4.65 |
| Martin Ratio | 1.08 | 22.69 |
| Ulcer Index | 7.69% | 1.56% |
| Daily Std Dev | 18.98% | 10.77% |
| Max Drawdown | -99.89% | -27.43% |
| Current Drawdown | -97.09% | -2.16% |
Correlation
The correlation between CP.TO and VFV.TO is 0.55, 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
CP.TO vs. VFV.TO - Performance Comparison
In the year-to-date period, CP.TO achieves a 4.02% return, which is significantly lower than VFV.TO's 26.75% return. Over the past 10 years, CP.TO has underperformed VFV.TO with an annualized return of 9.09%, while VFV.TO has yielded a comparatively higher 14.96% 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
CP.TO vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP.TO) and Vanguard S&P 500 Index ETF (VFV.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
CP.TO vs. VFV.TO - Dividend Comparison
CP.TO's dividend yield for the trailing twelve months is around 0.56%, less than VFV.TO's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP.TO Canadian Pacific Railway Limited | 0.56% | 0.54% | 0.76% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 1.03% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
CP.TO vs. VFV.TO - Drawdown Comparison
The maximum CP.TO drawdown since its inception was -99.89%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for CP.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
CP.TO vs. VFV.TO - Volatility Comparison
Canadian Pacific Railway Limited (CP.TO) has a higher volatility of 4.61% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.08%. This indicates that CP.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.