PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CYB.TO vs. MG.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CYB.TOMG.TO
YTD Return25.77%-19.33%
1Y Return27.77%-12.51%
3Y Return (Ann)6.18%-15.17%
5Y Return (Ann)6.88%-1.07%
10Y Return (Ann)12.11%2.76%
Sharpe Ratio2.08-0.39
Sortino Ratio3.29-0.37
Omega Ratio1.430.95
Calmar Ratio2.33-0.20
Martin Ratio12.77-0.60
Ulcer Index2.21%18.76%
Daily Std Dev13.56%28.71%
Max Drawdown-39.71%-78.56%
Current Drawdown-2.02%-46.74%

Fundamentals


CYB.TOMG.TO
Market CapCA$1.66BCA$17.74B
EPSCA$7.03CA$5.22
PE Ratio10.8411.83
PEG Ratio0.000.45
Total Revenue (TTM)CA$275.70MCA$42.66B
Gross Profit (TTM)CA$265.66MCA$5.74B
EBITDA (TTM)CA$205.23MCA$3.08B

Correlation

-0.50.00.51.00.4

The correlation between CYB.TO and MG.TO is 0.37, 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

CYB.TO vs. MG.TO - Performance Comparison

In the year-to-date period, CYB.TO achieves a 25.77% return, which is significantly higher than MG.TO's -19.33% return. Over the past 10 years, CYB.TO has outperformed MG.TO with an annualized return of 12.11%, while MG.TO has yielded a comparatively lower 2.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.83%
-4.07%
CYB.TO
MG.TO

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

CYB.TO vs. MG.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cymbria Corporation (CYB.TO) and Magna International Inc. (MG.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.


CYB.TO
Sharpe ratio
The chart of Sharpe ratio for CYB.TO, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.85
Sortino ratio
The chart of Sortino ratio for CYB.TO, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for CYB.TO, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for CYB.TO, currently valued at 1.30, compared to the broader market0.002.004.006.001.30
Martin ratio
The chart of Martin ratio for CYB.TO, currently valued at 11.58, compared to the broader market0.0010.0020.0030.0011.58
MG.TO
Sharpe ratio
The chart of Sharpe ratio for MG.TO, currently valued at -0.39, compared to the broader market-4.00-2.000.002.004.00-0.39
Sortino ratio
The chart of Sortino ratio for MG.TO, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.006.00-0.36
Omega ratio
The chart of Omega ratio for MG.TO, currently valued at 0.95, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for MG.TO, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for MG.TO, currently valued at -0.58, compared to the broader market0.0010.0020.0030.00-0.58

CYB.TO vs. MG.TO - Sharpe Ratio Comparison

The current CYB.TO Sharpe Ratio is 2.08, which is higher than the MG.TO Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of CYB.TO and MG.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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.85
-0.39
CYB.TO
MG.TO

Dividends

CYB.TO vs. MG.TO - Dividend Comparison

CYB.TO has not paid dividends to shareholders, while MG.TO's dividend yield for the trailing twelve months is around 3.08%.


TTM20232022202120202019201820172016201520142013
CYB.TO
Cymbria Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MG.TO
Magna International Inc.
3.08%2.35%2.37%1.68%1.78%2.05%2.83%2.04%2.29%1.70%0.00%0.00%

Drawdowns

CYB.TO vs. MG.TO - Drawdown Comparison

The maximum CYB.TO drawdown since its inception was -39.71%, smaller than the maximum MG.TO drawdown of -78.56%. Use the drawdown chart below to compare losses from any high point for CYB.TO and MG.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.51%
-53.78%
CYB.TO
MG.TO

Volatility

CYB.TO vs. MG.TO - Volatility Comparison

The current volatility for Cymbria Corporation (CYB.TO) is 6.76%, while Magna International Inc. (MG.TO) has a volatility of 10.96%. This indicates that CYB.TO experiences smaller price fluctuations and is considered to be less risky than MG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.76%
10.96%
CYB.TO
MG.TO

Financials

CYB.TO vs. MG.TO - Financials Comparison

This section allows you to compare key financial metrics between Cymbria Corporation and Magna International 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



Values in CAD except per share items