PortfoliosLab logoPortfoliosLab logo
CVBF vs. TGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CVBF vs. TGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CVB Financial Corp. (CVBF) and Taseko Mines Limited (TGB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CVBF achieves a 11.04% return, which is significantly lower than TGB's 34.81% return. Over the past 10 years, CVBF has underperformed TGB with an annualized return of 5.13%, while TGB has yielded a comparatively higher 30.44% annualized return.


CVBF

1D
2.82%
1M
-0.49%
YTD
11.04%
6M
5.17%
1Y
14.79%
3Y*
20.93%
5Y*
2.31%
10Y*
5.13%

TGB

1D
-1.93%
1M
11.55%
YTD
34.81%
6M
42.62%
1Y
208.91%
3Y*
75.98%
5Y*
25.61%
10Y*
30.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVBF vs. TGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVBF
CVB Financial Corp.
11.04%-9.45%11.94%-18.47%24.02%13.58%-5.25%10.19%-11.98%5.10%
TGB
Taseko Mines Limited
34.81%191.75%38.57%-4.76%-28.29%55.30%175.00%1.48%-79.70%173.38%

Correlation

The correlation between CVBF and TGB is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.16

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 3, 1994

0.14

The correlation between CVBF and TGB shifts across timeframes, from 0.09 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CVBF:

$2.02

TGB:

$0.05

PE Ratio

CVBF:

10.11

TGB:

168.13

PS Ratio

CVBF:

4.09

TGB:

3.36

Total Revenue (TTM)

CVBF:

$517.00M

TGB:

$768.31M

Gross Profit (TTM)

CVBF:

$385.67M

TGB:

$240.15M

EBITDA (TTM)

CVBF:

$288.24M

TGB:

$244.74M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CVBF vs. TGB — Risk / Return Rank

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

CVBF
CVBF Risk / Return Rank: 5858
Overall Rank
CVBF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CVBF Sortino Ratio Rank: 5454
Sortino Ratio Rank
CVBF Omega Ratio Rank: 5252
Omega Ratio Rank
CVBF Calmar Ratio Rank: 6363
Calmar Ratio Rank
CVBF Martin Ratio Rank: 6161
Martin Ratio Rank

TGB
TGB Risk / Return Rank: 9292
Overall Rank
TGB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TGB Sortino Ratio Rank: 9191
Sortino Ratio Rank
TGB Omega Ratio Rank: 8989
Omega Ratio Rank
TGB Calmar Ratio Rank: 9393
Calmar Ratio Rank
TGB Martin Ratio Rank: 9393
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.

CVBF vs. TGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVB Financial Corp. (CVBF) and Taseko Mines Limited (TGB). 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.


CVBFTGBDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratioReturn relative to maximum drawdown

1.07

5.93

-4.86

Martin ratioReturn relative to average drawdown

2.02

16.28

-14.26

CVBF vs. TGB - Sharpe Ratio Comparison

The current CVBF Sharpe Ratio is 0.57, which is lower than the TGB Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of CVBF and TGB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CVBFTGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

3.23

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.41

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.47

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.02

+0.30

Drawdowns

CVBF vs. TGB - Drawdown Comparison

The maximum CVBF drawdown since its inception was -63.35%, smaller than the maximum TGB drawdown of -98.58%. Use the drawdown chart below to compare losses from any high point for CVBF and TGB.


Loading charts...

Drawdown Indicators


CVBFTGBDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-98.58%

+35.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-35.47%

+21.56%

Max Drawdown (3Y)

Largest decline over 3 years

-30.23%

-44.26%

+14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-61.74%

-62.70%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-61.74%

-90.76%

+29.02%

Current Drawdown

Current decline from peak

-17.75%

-44.51%

+26.76%

Average Drawdown

Average peak-to-trough decline

-16.12%

-81.38%

+65.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

12.89%

-5.56%

Volatility

CVBF vs. TGB - Volatility Comparison

The current volatility for CVB Financial Corp. (CVBF) is 6.71%, while Taseko Mines Limited (TGB) has a volatility of 22.39%. This indicates that CVBF experiences smaller price fluctuations and is considered to be less risky than TGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CVBFTGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

22.39%

-15.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.72%

49.11%

-31.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

65.07%

-39.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

62.52%

-29.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.39%

65.64%

-33.25%

Dividends

CVBF vs. TGB - Dividend Comparison

CVBF's dividend yield for the trailing twelve months is around 3.91%, while TGB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CVBF
CVB Financial Corp.
3.91%4.30%4.67%2.97%2.99%3.36%4.62%3.15%2.77%2.21%1.57%2.84%
TGB
Taseko Mines Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CVBF vs. TGB - Financials Comparison

This section allows you to compare key financial metrics between CVB Financial Corp. and Taseko Mines Limited. 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


50.00M100.00M150.00M200.00M250.00M20222023202420252026
31.87M
234.55M
(CVBF) Total Revenue
(TGB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CVBF and TGB have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGB has higher volatility (22.39%) compared to CVBF (6.71%). In terms of maximum drawdown, CVBF dropped -63.35% vs TGB's -98.58%.

TGB currently has the higher Sharpe Ratio (3.23 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CVBF and TGB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer