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CSW-B.TO vs. ENB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSW-B.TO vs. ENB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Corby Spirit and Wine Limited (CSW-B.TO) and Enbridge Inc. (ENB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSW-B.TO achieves a 3.47% return, which is significantly lower than ENB.TO's 23.18% return. Over the past 10 years, CSW-B.TO has underperformed ENB.TO with an annualized return of 3.77%, while ENB.TO has yielded a comparatively higher 10.48% annualized return.


CSW-B.TO

1D
-0.42%
1M
1.36%
YTD
3.47%
6M
7.01%
1Y
18.54%
3Y*
9.19%
5Y*
1.75%
10Y*
3.77%

ENB.TO

1D
1.61%
1M
7.87%
YTD
23.18%
6M
21.52%
1Y
30.00%
3Y*
23.91%
5Y*
18.13%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSW-B.TO vs. ENB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSW-B.TO
Corby Spirit and Wine Limited
3.47%24.68%12.32%-15.07%-9.11%11.08%14.37%-8.13%-12.87%8.09%
ENB.TO
Enbridge Inc.
23.18%14.10%37.18%-3.27%13.96%29.98%-15.30%29.43%-8.30%-8.84%

Correlation

The correlation between CSW-B.TO and ENB.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 21, 1980

0.05

The correlation between CSW-B.TO and ENB.TO shifts across timeframes, from 0.05 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CSW-B.TO:

CA$405.40M

ENB.TO:

CA$172.48B

EPS

CSW-B.TO:

CA$1.16

ENB.TO:

CA$3.46

PE Ratio

CSW-B.TO:

12.23

ENB.TO:

22.80

PS Ratio

CSW-B.TO:

1.49

ENB.TO:

2.22

PB Ratio

CSW-B.TO:

2.13

ENB.TO:

2.13

Total Revenue (TTM)

CSW-B.TO:

CA$272.58M

ENB.TO:

CA$77.79B

Gross Profit (TTM)

CSW-B.TO:

CA$132.34M

ENB.TO:

CA$25.33B

EBITDA (TTM)

CSW-B.TO:

CA$67.23M

ENB.TO:

CA$20.88B

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Return for Risk

CSW-B.TO vs. ENB.TO — Risk / Return Rank

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

CSW-B.TO
CSW-B.TO Risk / Return Rank: 8080
Overall Rank
CSW-B.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CSW-B.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CSW-B.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CSW-B.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSW-B.TO Martin Ratio Rank: 8484
Martin Ratio Rank

ENB.TO
ENB.TO Risk / Return Rank: 8585
Overall Rank
ENB.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENB.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ENB.TO Omega Ratio Rank: 8383
Omega Ratio Rank
ENB.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENB.TO Martin Ratio Rank: 8484
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.

CSW-B.TO vs. ENB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corby Spirit and Wine Limited (CSW-B.TO) and Enbridge Inc. (ENB.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.


CSW-B.TOENB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

3.73

3.23

+0.50

Martin ratioReturn relative to average drawdown

8.46

8.18

+0.28

CSW-B.TO vs. ENB.TO - Sharpe Ratio Comparison

The current CSW-B.TO Sharpe Ratio is 1.36, which is lower than the ENB.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CSW-B.TO and ENB.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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Sharpe Ratios by Period


CSW-B.TOENB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.96

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.16

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.47

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.61

-0.33

Drawdowns

CSW-B.TO vs. ENB.TO - Drawdown Comparison

The maximum CSW-B.TO drawdown since its inception was -70.11%, which is greater than ENB.TO's maximum drawdown of -48.20%. Use the drawdown chart below to compare losses from any high point for CSW-B.TO and ENB.TO.


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Drawdown Indicators


CSW-B.TOENB.TODifference

Max Drawdown

Largest peak-to-trough decline

-70.11%

-48.20%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-9.42%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.38%

-13.95%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.27%

-21.38%

-7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

-39.47%

+4.60%

Current Drawdown

Current decline from peak

-2.33%

-1.70%

-0.63%

Average Drawdown

Average peak-to-trough decline

-16.74%

-10.25%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.71%

-1.56%

Volatility

CSW-B.TO vs. ENB.TO - Volatility Comparison

The current volatility for Corby Spirit and Wine Limited (CSW-B.TO) is 3.01%, while Enbridge Inc. (ENB.TO) has a volatility of 5.88%. This indicates that CSW-B.TO experiences smaller price fluctuations and is considered to be less risky than ENB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSW-B.TOENB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

5.88%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

12.67%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

15.60%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

15.67%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

22.43%

-4.88%

Dividends

CSW-B.TO vs. ENB.TO - Dividend Comparison

CSW-B.TO's dividend yield for the trailing twelve months is around 6.60%, more than ENB.TO's 4.85% yield.


PositionTTM20252024202320222021202020192018201720162015
CSW-B.TO
Corby Spirit and Wine Limited
6.60%6.47%7.05%7.21%6.43%5.11%5.22%5.91%7.72%4.04%3.84%7.97%
ENB.TO
Enbridge Inc.
4.85%5.74%6.00%7.45%6.50%6.76%7.96%5.72%6.33%4.91%3.75%4.04%

Financials

CSW-B.TO vs. ENB.TO - Financials Comparison

This section allows you to compare key financial metrics between Corby Spirit and Wine Limited and Enbridge 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
58.27M
31.19B
(CSW-B.TO) Total Revenue
(ENB.TO) Total Revenue
Values in CAD except per share items

CSW-B.TO vs. ENB.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Corby Spirit and Wine Limited and Enbridge Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
51.0%
27.6%
Portfolio components
CSW-B.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corby Spirit and Wine Limited reported a gross profit of 29.73M and revenue of 58.27M. Therefore, the gross margin over that period was 51.0%.

ENB.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 8.60B and revenue of 31.19B. Therefore, the gross margin over that period was 27.6%.

CSW-B.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corby Spirit and Wine Limited reported an operating income of 11.86M and revenue of 58.27M, resulting in an operating margin of 20.4%.

ENB.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 5.06B and revenue of 31.19B, resulting in an operating margin of 16.2%.

CSW-B.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corby Spirit and Wine Limited reported a net income of 7.93M and revenue of 58.27M, resulting in a net margin of 13.6%.

ENB.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.44B and revenue of 31.19B, resulting in a net margin of 7.8%.


Frequently Asked Questions


CSW-B.TO and ENB.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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