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CSU.TO vs. TYL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSU.TO vs. TYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Software Inc. (CSU.TO) and Tyler Technologies, Inc. (TYL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.03%
21.72%
CSU.TO
TYL

Returns By Period

In the year-to-date period, CSU.TO achieves a 35.57% return, which is significantly lower than TYL's 43.78% return. Over the past 10 years, CSU.TO has outperformed TYL with an annualized return of 32.74%, while TYL has yielded a comparatively lower 18.83% annualized return.


CSU.TO

YTD

35.57%

1M

0.41%

6M

20.49%

1Y

41.26%

5Y (annualized)

29.34%

10Y (annualized)

32.74%

TYL

YTD

43.78%

1M

2.17%

6M

21.72%

1Y

46.15%

5Y (annualized)

15.93%

10Y (annualized)

18.83%

Fundamentals


CSU.TOTYL
Market CapCA$94.29B$26.50B
EPSCA$43.16$5.45
PE Ratio103.09113.60
PEG Ratio1.212.78
Total Revenue (TTM)CA$7.14B$2.08B
Gross Profit (TTM)CA$6.35B$860.57M
EBITDA (TTM)CA$1.41B$437.91M

Key characteristics


CSU.TOTYL
Sharpe Ratio1.881.93
Sortino Ratio2.493.13
Omega Ratio1.321.39
Calmar Ratio3.571.59
Martin Ratio11.7114.19
Ulcer Index3.49%3.10%
Daily Std Dev21.85%22.72%
Max Drawdown-25.93%-90.10%
Current Drawdown-2.71%-3.53%

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Correlation

-0.50.00.51.00.3

The correlation between CSU.TO and TYL is 0.29, 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. TYL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc. (CSU.TO) and Tyler Technologies, Inc. (TYL). 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.


Sharpe ratio
The chart of Sharpe ratio for CSU.TO, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.562.03
The chart of Sortino ratio for CSU.TO, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.113.27
The chart of Omega ratio for CSU.TO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.41
The chart of Calmar ratio for CSU.TO, currently valued at 3.35, compared to the broader market0.002.004.006.003.351.66
The chart of Martin ratio for CSU.TO, currently valued at 9.04, compared to the broader market-10.000.0010.0020.0030.009.0414.77
CSU.TO
TYL

The current CSU.TO Sharpe Ratio is 1.88, which is comparable to the TYL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CSU.TO and TYL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.56
2.03
CSU.TO
TYL

Dividends

CSU.TO vs. TYL - Dividend Comparison

CSU.TO's dividend yield for the trailing twelve months is around 0.12%, while TYL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSU.TO vs. TYL - Drawdown Comparison

The maximum CSU.TO drawdown since its inception was -25.93%, smaller than the maximum TYL drawdown of -90.10%. Use the drawdown chart below to compare losses from any high point for CSU.TO and TYL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.60%
-3.53%
CSU.TO
TYL

Volatility

CSU.TO vs. TYL - Volatility Comparison

Constellation Software Inc. (CSU.TO) and Tyler Technologies, Inc. (TYL) have volatilities of 7.00% and 7.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.00%
7.18%
CSU.TO
TYL

Financials

CSU.TO vs. TYL - Financials Comparison

This section allows you to compare key financial metrics between Constellation Software Inc. and Tyler Technologies, Inc.. 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


Please note, different currencies. CSU.TO values in CAD, TYL values in USD