DBM.TO vs. ^TNX

Last updated Apr 2, 2026

Compare and contrast key facts about Doman Building Materials Group Ltd. (DBM.TO) and Treasury Yield 10 Years (^TNX).

Performance

DBM.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Doman Building Materials Group Ltd. (DBM.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

DBM.TO vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBM.TO Doman Building Materials Group Ltd.	4.85%	17.93%	9.86%	55.96%	-19.26%	8.29%	59.09%	31.10%	-31.80%	33.78%
^TNX Treasury Yield 10 Years	5.06%	-13.14%	28.45%	-2.53%	174.83%	63.40%	-53.02%	-32.07%	21.16%	-7.94%

Different Trading Currencies

DBM.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with DBM.TO having a 4.85% return and ^TNX slightly higher at 5.06%. Over the past 10 years, DBM.TO has outperformed ^TNX with an annualized return of 16.75%, while ^TNX has yielded a comparatively lower 9.92% annualized return.

DBM.TO

• 1D: 0.83%
• 1M: -5.91%
• YTD: 4.85%
• 6M: 8.73%
• 1Y: 52.22%
• 3Y*: 22.85%
• 5Y*: 8.97%
• 10Y*: 16.75%

^TNX

• 1D: 0.05%
• 1M: 8.43%
• YTD: 5.06%
• 6M: 4.89%
• 1Y: 0.97%
• 3Y*: 8.32%
• 5Y*: 23.30%
• 10Y*: 9.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DBM.TO vs. ^TNX — Risk / Return Rank

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

DBM.TO

DBM.TO Risk / Return Rank: 89
DBM.TO Sharpe Ratio Rank: 89
DBM.TO Sortino Ratio Rank: 91
DBM.TO Omega Ratio Rank: 87
DBM.TO Calmar Ratio Rank: 89
DBM.TO Martin Ratio Rank: 87

^TNX

^TNX Risk / Return Rank: 22
^TNX Sharpe Ratio Rank: 26
^TNX Sortino Ratio Rank: 23
^TNX Omega Ratio Rank: 22
^TNX Calmar Ratio Rank: 19
^TNX Martin Ratio Rank: 18

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.

DBM.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doman Building Materials Group Ltd. (DBM.TO) and Treasury Yield 10 Years (^TNX). 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.

	DBM.TO	^TNX	Difference
Sharpe ratio Return per unit of total volatility	1.88	0.05	+1.83
Sortino ratio Return per unit of downside risk	3.00	0.21	+2.79
Omega ratio Gain probability vs. loss probability	1.37	1.02	+0.34
Calmar ratio Return relative to maximum drawdown	3.71	-0.12	+3.83
Martin ratio Return relative to average drawdown	9.35	-0.20	+9.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBM.TO vs. ^TNX - Sharpe Ratio Comparison

The current DBM.TO Sharpe Ratio is 1.88, which is higher than the ^TNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of DBM.TO and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBM.TO	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	0.05	+1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.69	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.21	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.07	—

Correlation

The correlation between DBM.TO and ^TNX is 0.04, 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.

Drawdowns

DBM.TO vs. ^TNX - Drawdown Comparison

The maximum DBM.TO drawdown since its inception was -100.02%, which is greater than ^TNX's maximum drawdown of -84.33%. Use the drawdown chart below to compare losses from any high point for DBM.TO and ^TNX.

Drawdown Indicators

	DBM.TO	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-100.02%	-93.78%	-6.24%
Max Drawdown (1Y) Largest decline over 1 year	-13.53%	-13.99%	+0.46%
Max Drawdown (5Y) Largest decline over 5 years	-44.24%	-31.74%	-12.50%
Max Drawdown (10Y) Largest decline over 10 years	-55.09%	-84.57%	+29.48%
Current Drawdown Current decline from peak	-100.00%	-46.17%	-53.83%
Average Drawdown Average peak-to-trough decline	-95.96%	-51.38%	-44.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.37%	8.39%	-3.02%

Volatility

DBM.TO vs. ^TNX - Volatility Comparison

Doman Building Materials Group Ltd. (DBM.TO) has a higher volatility of 7.08% compared to Treasury Yield 10 Years (^TNX) at 6.30%. This indicates that DBM.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBM.TO	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.08%	6.30%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	17.35%	11.34%	+6.01%
Volatility (1Y) Calculated over the trailing 1-year period	27.92%	19.20%	+8.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.81%	33.89%	-2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.20%	48.45%	-16.25%