CP.TO vs. XIU.TO
Compare and contrast key facts about Canadian Pacific Railway Limited (CP.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).
XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CP.TO or XIU.TO.
Key characteristics
| CP.TO | XIU.TO | |
|---|---|---|
| YTD Return | 4.02% | 17.53% |
| 1Y Return | 7.54% | 25.51% |
| 3Y Return (Ann) | 5.10% | 7.30% |
| 5Y Return (Ann) | 12.45% | 11.14% |
| 10Y Return (Ann) | 9.09% | 8.72% |
| Sharpe Ratio | 0.44 | 2.62 |
| Sortino Ratio | 0.72 | 3.67 |
| Omega Ratio | 1.09 | 1.49 |
| Calmar Ratio | 0.09 | 3.59 |
| Martin Ratio | 1.08 | 19.60 |
| Ulcer Index | 7.69% | 1.35% |
| Daily Std Dev | 18.98% | 10.11% |
| Max Drawdown | -99.89% | -52.31% |
| Current Drawdown | -97.09% | -2.31% |
Correlation
The correlation between CP.TO and XIU.TO is 0.64, 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. XIU.TO - Performance Comparison
In the year-to-date period, CP.TO achieves a 4.02% return, which is significantly lower than XIU.TO's 17.53% return. Both investments have delivered pretty close results over the past 10 years, with CP.TO having a 9.09% annualized return and XIU.TO not far behind at 8.72%. 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. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP.TO) and iShares S&P/TSX 60 Index ETF (XIU.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. XIU.TO - Dividend Comparison
CP.TO's dividend yield for the trailing twelve months is around 0.56%, less than XIU.TO's 2.80% 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% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.80% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
Drawdowns
CP.TO vs. XIU.TO - Drawdown Comparison
The maximum CP.TO drawdown since its inception was -99.89%, which is greater than XIU.TO's maximum drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for CP.TO and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
CP.TO vs. XIU.TO - Volatility Comparison
Canadian Pacific Railway Limited (CP.TO) has a higher volatility of 4.61% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 2.56%. This indicates that CP.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.