DCM.TO vs. TGRO.TO
DCM.TO (DATA Communications Management Corp.) is a stock, while TGRO.TO (TD Growth ETF Portfolio) is Diversified Portfolio fund actively managed by TD. Over the past 5 years, DCM.TO returned 14.81%/yr vs 13.26%/yr for TGRO.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
DCM.TO vs. TGRO.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DCM.TO achieves a 5.21% return, which is significantly lower than TGRO.TO's 9.93% return.
DCM.TO
- 1D
- 0.59%
- 1M
- 1.80%
- YTD
- 5.21%
- 6M
- -5.34%
- 1Y
- 0.25%
- 3Y*
- -8.39%
- 5Y*
- 14.81%
- 10Y*
- -3.90%
TGRO.TO
- 1D
- -0.38%
- 1M
- 5.22%
- YTD
- 9.93%
- 6M
- 9.81%
- 1Y
- 25.55%
- 3Y*
- 19.69%
- 5Y*
- 13.26%
- 10Y*
- —
DCM.TO vs. TGRO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DCM.TO DATA Communications Management Corp. | 5.21% | -8.38% | -20.23% | 80.69% | 13.28% | 103.17% | 142.31% |
TGRO.TO TD Growth ETF Portfolio | 9.93% | 18.03% | 22.28% | 18.36% | -11.39% | 20.46% | 2,565.79% |
Correlation
The correlation between DCM.TO and TGRO.TO is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.13 |
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
DCM.TO vs. TGRO.TO — Risk / Return Rank
DCM.TO
TGRO.TO
DCM.TO vs. TGRO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DATA Communications Management Corp. (DCM.TO) and TD Growth ETF Portfolio (TGRO.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.
| DCM.TO | TGRO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.49 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 3.56 | -3.55 |
| Martin ratioReturn relative to average drawdown | 0.01 | 15.71 | -15.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DCM.TO | TGRO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 2.58 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 1.14 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.10 | -0.10 |
Drawdowns
DCM.TO vs. TGRO.TO - Drawdown Comparison
The maximum DCM.TO drawdown since its inception was -99.98%, which is greater than TGRO.TO's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for DCM.TO and TGRO.TO.
Loading charts...
Drawdown Indicators
| DCM.TO | TGRO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -18.37% | -81.61% |
Max Drawdown (1Y)Largest decline over 1 year | -34.84% | -7.21% | -27.63% |
Max Drawdown (3Y)Largest decline over 3 years | -60.94% | -13.27% | -47.67% |
Max Drawdown (5Y)Largest decline over 5 years | -60.94% | -18.37% | -42.57% |
Max Drawdown (10Y)Largest decline over 10 years | -98.19% | — | — |
Current DrawdownCurrent decline from peak | -99.65% | -0.41% | -99.24% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -3.46% | -66.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.57% | 1.63% | +18.94% |
Volatility
DCM.TO vs. TGRO.TO - Volatility Comparison
DATA Communications Management Corp. (DCM.TO) has a higher volatility of 10.03% compared to TD Growth ETF Portfolio (TGRO.TO) at 3.28%. This indicates that DCM.TO's price experiences larger fluctuations and is considered to be riskier than TGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DCM.TO | TGRO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.03% | 3.28% | +6.75% |
Volatility (6M)Calculated over the trailing 6-month period | 32.52% | 8.10% | +24.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.06% | 9.93% | +35.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.46% | 11.69% | +38.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.32% | 995.08% | -909.76% |
Dividends
DCM.TO vs. TGRO.TO - Dividend Comparison
DCM.TO's dividend yield for the trailing twelve months is around 5.88%, more than TGRO.TO's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DCM.TO DATA Communications Management Corp. | 5.88% | 18.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGRO.TO TD Growth ETF Portfolio | 1.78% | 2.03% | 2.04% | 2.17% | 2.46% | 1.58% | 0.83% |
Frequently Asked Questions
DCM.TO and TGRO.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DCM.TO and TGRO.TO
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