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CRS vs. TEC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRS vs. TEC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carpenter Technology Corporation (CRS) and TD Global Technology Leaders Index ETF (TEC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRS is traded in USD, while TEC.TO is traded in CAD. To make them comparable, the TEC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRS achieves a 78.53% return, which is significantly higher than TEC.TO's 10.53% return.


CRS

1D
-0.17%
1M
37.31%
YTD
78.53%
6M
74.76%
1Y
126.36%
3Y*
121.69%
5Y*
68.28%
10Y*
35.01%

TEC.TO

1D
0.20%
1M
-2.32%
YTD
10.53%
6M
11.61%
1Y
31.73%
3Y*
26.66%
5Y*
15.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRS vs. TEC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CRS
Carpenter Technology Corporation
78.53%86.23%141.72%94.48%29.50%2.66%-39.44%1.00%
TEC.TO
TD Global Technology Leaders Index ETF
10.53%20.97%34.24%57.02%-36.24%25.52%51.13%16.34%

Correlation

The correlation between CRS and TEC.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.30

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Return for Risk

CRS vs. TEC.TO — Risk / Return Rank

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

CRS
CRS Risk / Return Rank: 9393
Overall Rank
CRS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CRS Sortino Ratio Rank: 9393
Sortino Ratio Rank
CRS Omega Ratio Rank: 9292
Omega Ratio Rank
CRS Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRS Martin Ratio Rank: 9494
Martin Ratio Rank

TEC.TO
TEC.TO Risk / Return Rank: 5454
Overall Rank
TEC.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TEC.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
TEC.TO Omega Ratio Rank: 6262
Omega Ratio Rank
TEC.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
TEC.TO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRS vs. TEC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) and TD Global Technology Leaders Index ETF (TEC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRSTEC.TODifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

6.68

1.77

+4.91

Martin ratioReturn relative to average drawdown

15.72

5.75

+9.97

CRS vs. TEC.TO - Sharpe Ratio Comparison

The current CRS Sharpe Ratio is 2.64, which is higher than the TEC.TO Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CRS and TEC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRS vs. TEC.TO - Drawdown Comparison

The maximum CRS drawdown since its inception was -84.68%, which is greater than TEC.TO's maximum drawdown of -40.52%. Use the drawdown chart below to compare losses from any high point for CRS and TEC.TO.


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Drawdown Indicators


CRSTEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.68%

-40.52%

-44.16%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

-17.18%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-28.74%

-24.68%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-41.86%

-40.52%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-0.17%

-6.11%

+5.94%

Average Drawdown

Average peak-to-trough decline

-27.23%

-9.14%

-18.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

5.28%

+2.81%

Volatility

CRS vs. TEC.TO - Volatility Comparison

Carpenter Technology Corporation (CRS) has a higher volatility of 12.83% compared to TD Global Technology Leaders Index ETF (TEC.TO) at 7.22%. This indicates that CRS's price experiences larger fluctuations and is considered to be riskier than TEC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRSTEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

7.22%

+5.61%

Volatility (6M)

Calculated over the trailing 6-month period

33.92%

14.58%

+19.34%

Volatility (1Y)

Calculated over the trailing 1-year period

48.29%

18.55%

+29.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.70%

23.19%

+23.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

24.42%

+24.46%

Dividends

CRS vs. TEC.TO - Dividend Comparison

CRS's dividend yield for the trailing twelve months is around 0.14%, more than TEC.TO's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
CRS
Carpenter Technology Corporation
0.14%0.25%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%
TEC.TO
TD Global Technology Leaders Index ETF
0.10%0.13%0.12%0.21%0.31%0.22%0.33%0.28%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRS and TEC.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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