CTS vs. WELL.TO
Compare and contrast key facts about CTS Corporation (CTS) and WELL Health Technologies Corp. (WELL.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTS or WELL.TO.
Key characteristics
CTS | WELL.TO | |
---|---|---|
YTD Return | 23.90% | 30.39% |
1Y Return | 34.44% | 32.45% |
3Y Return (Ann) | 13.01% | -8.70% |
5Y Return (Ann) | 15.63% | 29.63% |
10Y Return (Ann) | 12.20% | 64.70% |
Sharpe Ratio | 1.04 | 0.35 |
Sortino Ratio | 1.67 | 0.82 |
Omega Ratio | 1.20 | 1.11 |
Calmar Ratio | 0.80 | 0.25 |
Martin Ratio | 4.35 | 1.71 |
Ulcer Index | 7.97% | 9.15% |
Daily Std Dev | 33.42% | 44.44% |
Max Drawdown | -97.23% | -98.33% |
Current Drawdown | -21.00% | -45.61% |
Fundamentals
CTS | WELL.TO | |
---|---|---|
Market Cap | $1.74B | CA$1.27B |
EPS | $1.92 | CA$0.31 |
PE Ratio | 29.84 | 16.52 |
Total Revenue (TTM) | $512.96M | CA$705.96M |
Gross Profit (TTM) | $183.63M | CA$276.58M |
EBITDA (TTM) | $106.41M | CA$82.21M |
Correlation
The correlation between CTS and WELL.TO is 0.19, 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.
Performance
CTS vs. WELL.TO - Performance Comparison
In the year-to-date period, CTS achieves a 23.90% return, which is significantly lower than WELL.TO's 30.39% return. Over the past 10 years, CTS has underperformed WELL.TO with an annualized return of 12.20%, while WELL.TO has yielded a comparatively higher 64.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CTS vs. WELL.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CTS Corporation (CTS) and WELL Health Technologies Corp. (WELL.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
CTS vs. WELL.TO - Dividend Comparison
CTS's dividend yield for the trailing twelve months is around 0.30%, while WELL.TO has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CTS Corporation | 0.30% | 0.37% | 0.41% | 0.44% | 0.47% | 0.53% | 0.62% | 0.62% | 0.71% | 0.91% | 0.90% | 0.73% |
WELL Health Technologies Corp. | 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
CTS vs. WELL.TO - Drawdown Comparison
The maximum CTS drawdown since its inception was -97.23%, roughly equal to the maximum WELL.TO drawdown of -98.33%. Use the drawdown chart below to compare losses from any high point for CTS and WELL.TO. For additional features, visit the drawdowns tool.
Volatility
CTS vs. WELL.TO - Volatility Comparison
The current volatility for CTS Corporation (CTS) is 14.26%, while WELL Health Technologies Corp. (WELL.TO) has a volatility of 16.36%. This indicates that CTS experiences smaller price fluctuations and is considered to be less risky than WELL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CTS vs. WELL.TO - Financials Comparison
This section allows you to compare key financial metrics between CTS Corporation and WELL Health Technologies Corp.. 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