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CTS vs. WELL.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CTSWELL.TO
YTD Return23.90%30.39%
1Y Return34.44%32.45%
3Y Return (Ann)13.01%-8.70%
5Y Return (Ann)15.63%29.63%
10Y Return (Ann)12.20%64.70%
Sharpe Ratio1.040.35
Sortino Ratio1.670.82
Omega Ratio1.201.11
Calmar Ratio0.800.25
Martin Ratio4.351.71
Ulcer Index7.97%9.15%
Daily Std Dev33.42%44.44%
Max Drawdown-97.23%-98.33%
Current Drawdown-21.00%-45.61%

Fundamentals


CTSWELL.TO
Market Cap$1.74BCA$1.27B
EPS$1.92CA$0.31
PE Ratio29.8416.52
Total Revenue (TTM)$512.96MCA$705.96M
Gross Profit (TTM)$183.63MCA$276.58M
EBITDA (TTM)$106.41MCA$82.21M

Correlation

-0.50.00.51.00.2

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.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.57%
25.96%
CTS
WELL.TO

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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.


CTS
Sharpe ratio
The chart of Sharpe ratio for CTS, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.15
Sortino ratio
The chart of Sortino ratio for CTS, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for CTS, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for CTS, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for CTS, currently valued at 4.80, compared to the broader market0.0010.0020.0030.004.80
WELL.TO
Sharpe ratio
The chart of Sharpe ratio for WELL.TO, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72
Sortino ratio
The chart of Sortino ratio for WELL.TO, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.32
Omega ratio
The chart of Omega ratio for WELL.TO, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for WELL.TO, currently valued at 0.47, compared to the broader market0.002.004.006.000.47
Martin ratio
The chart of Martin ratio for WELL.TO, currently valued at 3.22, compared to the broader market0.0010.0020.0030.003.22

CTS vs. WELL.TO - Sharpe Ratio Comparison

The current CTS Sharpe Ratio is 1.04, which is higher than the WELL.TO Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CTS and WELL.TO, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.15
0.72
CTS
WELL.TO

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.


TTM20232022202120202019201820172016201520142013
CTS
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.TO
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.33%
-51.59%
CTS
WELL.TO

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.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
16.36%
CTS
WELL.TO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. CTS values in USD, WELL.TO values in CAD