CSU.TO vs. RY
Compare and contrast key facts about Constellation Software Inc. (CSU.TO) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSU.TO or RY.
Performance
CSU.TO vs. RY - Performance Comparison
Returns By Period
In the year-to-date period, CSU.TO achieves a 35.57% return, which is significantly higher than RY's 25.77% return. Over the past 10 years, CSU.TO has outperformed RY with an annualized return of 32.74%, while RY has yielded a comparatively lower 9.51% annualized return.
CSU.TO
35.57%
0.41%
20.49%
41.26%
29.34%
32.74%
RY
25.77%
-2.07%
17.73%
44.53%
12.88%
9.51%
Fundamentals
| CSU.TO | RY | |
|---|---|---|
| Market Cap | CA$94.29B | $176.05B |
| EPS | CA$43.16 | $8.11 |
| PE Ratio | 103.09 | 15.29 |
| PEG Ratio | 1.21 | 3.41 |
| Total Revenue (TTM) | CA$7.14B | $99.63B |
| Gross Profit (TTM) | CA$6.35B | $99.63B |
| EBITDA (TTM) | CA$1.41B | $2.11B |
Key characteristics
| CSU.TO | RY | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.95 |
| Sortino Ratio | 2.49 | 4.28 |
| Omega Ratio | 1.32 | 1.52 |
| Calmar Ratio | 3.57 | 2.18 |
| Martin Ratio | 11.71 | 19.95 |
| Ulcer Index | 3.49% | 2.31% |
| Daily Std Dev | 21.85% | 15.64% |
| Max Drawdown | -25.93% | -63.03% |
| Current Drawdown | -2.71% | -2.39% |
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Correlation
The correlation between CSU.TO and RY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CSU.TO vs. RY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc. (CSU.TO) and Royal Bank of Canada (RY). 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
CSU.TO vs. RY - Dividend Comparison
CSU.TO's dividend yield for the trailing twelve months is around 0.12%, less than RY's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSU.TO Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.22% | 0.33% | 2.78% | 0.66% | 0.74% | 0.94% | 0.99% | 1.42% | 2.01% |
RY Royal Bank of Canada | 3.34% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
Drawdowns
CSU.TO vs. RY - Drawdown Comparison
The maximum CSU.TO drawdown since its inception was -25.93%, smaller than the maximum RY drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for CSU.TO and RY. For additional features, visit the drawdowns tool.
Volatility
CSU.TO vs. RY - Volatility Comparison
Constellation Software Inc. (CSU.TO) has a higher volatility of 7.00% compared to Royal Bank of Canada (RY) at 3.88%. This indicates that CSU.TO's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CSU.TO vs. RY - Financials Comparison
This section allows you to compare key financial metrics between Constellation Software Inc. and Royal Bank of Canada. 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