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CYM.V vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CYM.V vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Cymat Technologies Ltd (CYM.V) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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CYM.V vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYM.V
Cymat Technologies Ltd
-19.05%-12.50%-36.84%-50.65%-42.54%235.00%-34.43%27.08%9.09%-22.81%
VIG
Vanguard Dividend Appreciation ETF
-0.23%8.93%27.04%11.99%-3.37%22.64%13.48%23.25%6.22%14.44%
Different Trading Currencies

CYM.V is traded in CAD, while VIG is traded in USD. To make them comparable, the VIG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CYM.V achieves a -19.05% return, which is significantly lower than VIG's -0.44% return. Over the past 10 years, CYM.V has underperformed VIG with an annualized return of -8.86%, while VIG has yielded a comparatively higher 13.00% annualized return.


CYM.V

1D
0.00%
1M
-10.53%
YTD
-19.05%
6M
-32.00%
1Y
-26.09%
3Y*
-33.57%
5Y*
-28.19%
10Y*
-8.86%

VIG

1D
0.00%
1M
-3.33%
YTD
-0.44%
6M
-0.26%
1Y
9.75%
3Y*
14.89%
5Y*
12.05%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CYM.V vs. VIG — Risk / Return Rank

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

CYM.V
CYM.V Risk / Return Rank: 3030
Overall Rank
CYM.V Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CYM.V Sortino Ratio Rank: 3535
Sortino Ratio Rank
CYM.V Omega Ratio Rank: 3535
Omega Ratio Rank
CYM.V Calmar Ratio Rank: 2626
Calmar Ratio Rank
CYM.V Martin Ratio Rank: 2828
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
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.

CYM.V vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cymat Technologies Ltd (CYM.V) and Vanguard Dividend Appreciation ETF (VIG). 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.


CYM.VVIGDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.65

-0.91

Sortino ratio

Return per unit of downside risk

0.27

0.98

-0.71

Omega ratio

Gain probability vs. loss probability

1.04

1.14

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.41

0.84

-1.25

Martin ratio

Return relative to average drawdown

-0.70

3.12

-3.82

CYM.V vs. VIG - Sharpe Ratio Comparison

The current CYM.V Sharpe Ratio is -0.27, which is lower than the VIG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CYM.V and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CYM.VVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.65

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.96

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.89

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.04

-1.01

Correlation

The correlation between CYM.V and VIG is 0.02, 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.


Dividends

CYM.V vs. VIG - Dividend Comparison

CYM.V has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.60%.


TTM20252024202320222021202020192018201720162015
CYM.V
Cymat Technologies Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

CYM.V vs. VIG - Drawdown Comparison

The maximum CYM.V drawdown since its inception was -153,889.71%, which is greater than VIG's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for CYM.V and VIG.


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Drawdown Indicators


CYM.VVIGDifference

Max Drawdown

Largest peak-to-trough decline

-153,889.71%

-46.81%

-153,842.90%

Max Drawdown (1Y)

Largest decline over 1 year

-64.29%

-10.83%

-53.46%

Max Drawdown (5Y)

Largest decline over 5 years

-92.72%

-20.39%

-72.33%

Max Drawdown (10Y)

Largest decline over 10 years

-92.72%

-31.72%

-61.00%

Current Drawdown

Current decline from peak

-97.55%

-5.73%

-91.82%

Average Drawdown

Average peak-to-trough decline

-1,672.51%

-5.55%

-1,666.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.30%

2.45%

+34.85%

Volatility

CYM.V vs. VIG - Volatility Comparison

Cymat Technologies Ltd (CYM.V) has a higher volatility of 29.21% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.05%. This indicates that CYM.V's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYM.VVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.21%

4.05%

+25.16%

Volatility (6M)

Calculated over the trailing 6-month period

63.52%

8.18%

+55.34%

Volatility (1Y)

Calculated over the trailing 1-year period

98.53%

15.18%

+83.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.50%

12.58%

+74.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.65%

14.65%

+77.00%