CSU.TO vs. XIU.TO
Compare and contrast key facts about Constellation Software Inc. (CSU.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: CSU.TO or XIU.TO.
Performance
CSU.TO vs. XIU.TO - Performance Comparison
Returns By Period
In the year-to-date period, CSU.TO achieves a 35.57% return, which is significantly higher than XIU.TO's 21.56% return. Over the past 10 years, CSU.TO has outperformed XIU.TO with an annualized return of 32.74%, while XIU.TO has yielded a comparatively lower 8.74% annualized return.
CSU.TO
35.57%
0.41%
20.49%
41.26%
29.34%
32.74%
XIU.TO
21.56%
1.04%
13.22%
26.79%
11.51%
8.74%
Key characteristics
| CSU.TO | XIU.TO | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.75 |
| Sortino Ratio | 2.49 | 3.83 |
| Omega Ratio | 1.32 | 1.51 |
| Calmar Ratio | 3.57 | 5.65 |
| Martin Ratio | 11.71 | 20.51 |
| Ulcer Index | 3.49% | 1.35% |
| Daily Std Dev | 21.85% | 10.08% |
| Max Drawdown | -25.93% | -52.31% |
| Current Drawdown | -2.71% | -0.42% |
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Correlation
The correlation between CSU.TO and XIU.TO is 0.45, 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.
Risk-Adjusted Performance
CSU.TO vs. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc. (CSU.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
CSU.TO vs. XIU.TO - Dividend Comparison
CSU.TO's dividend yield for the trailing twelve months is around 0.12%, less than XIU.TO's 2.71% 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% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.71% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
Drawdowns
CSU.TO vs. XIU.TO - Drawdown Comparison
The maximum CSU.TO drawdown since its inception was -25.93%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for CSU.TO and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
CSU.TO vs. XIU.TO - Volatility Comparison
Constellation Software Inc. (CSU.TO) has a higher volatility of 7.00% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.12%. This indicates that CSU.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.