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DFY.TO vs. IFC.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DFY.TO and IFC.TO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

DFY.TO vs. IFC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Definity Financial Corp (DFY.TO) and Intact Financial Corporation (IFC.TO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
110.14%
64.48%
DFY.TO
IFC.TO

Key characteristics

Sharpe Ratio

DFY.TO:

2.75

IFC.TO:

2.01

Sortino Ratio

DFY.TO:

3.80

IFC.TO:

2.88

Omega Ratio

DFY.TO:

1.48

IFC.TO:

1.36

Calmar Ratio

DFY.TO:

5.31

IFC.TO:

3.98

Martin Ratio

DFY.TO:

13.08

IFC.TO:

9.18

Ulcer Index

DFY.TO:

4.48%

IFC.TO:

3.44%

Daily Std Dev

DFY.TO:

21.32%

IFC.TO:

15.74%

Max Drawdown

DFY.TO:

-19.73%

IFC.TO:

-53.53%

Current Drawdown

DFY.TO:

-2.13%

IFC.TO:

-0.71%

Fundamentals

Market Cap

DFY.TO:

CA$7.22B

IFC.TO:

CA$51.40B

EPS

DFY.TO:

CA$4.53

IFC.TO:

CA$12.42

PE Ratio

DFY.TO:

13.61

IFC.TO:

23.21

Total Revenue (TTM)

DFY.TO:

CA$4.58B

IFC.TO:

CA$26.71B

Gross Profit (TTM)

DFY.TO:

CA$2.20B

IFC.TO:

CA$21.51B

EBITDA (TTM)

DFY.TO:

-CA$7.20M

IFC.TO:

CA$2.68B

Returns By Period

In the year-to-date period, DFY.TO achieves a 5.49% return, which is significantly lower than IFC.TO's 10.12% return.


DFY.TO

YTD

5.49%

1M

13.22%

6M

22.68%

1Y

48.44%

5Y*

N/A

10Y*

N/A

IFC.TO

YTD

10.12%

1M

13.58%

6M

14.55%

1Y

28.61%

5Y*

16.05%

10Y*

15.14%

*Annualized

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

DFY.TO vs. IFC.TO — Risk-Adjusted Performance Rank

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

DFY.TO
The Risk-Adjusted Performance Rank of DFY.TO is 9595
Overall Rank
The Sharpe Ratio Rank of DFY.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DFY.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of DFY.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of DFY.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of DFY.TO is 9494
Martin Ratio Rank

IFC.TO
The Risk-Adjusted Performance Rank of IFC.TO is 9191
Overall Rank
The Sharpe Ratio Rank of IFC.TO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IFC.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IFC.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IFC.TO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IFC.TO is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFY.TO vs. IFC.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Definity Financial Corp (DFY.TO) and Intact Financial Corporation (IFC.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.


Sharpe ratio
The chart of Sharpe ratio for DFY.TO, currently valued at 2.32, compared to the broader market-2.000.002.004.002.321.52
The chart of Sortino ratio for DFY.TO, currently valued at 3.26, compared to the broader market-6.00-4.00-2.000.002.004.006.003.262.18
The chart of Omega ratio for DFY.TO, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.27
The chart of Calmar ratio for DFY.TO, currently valued at 4.01, compared to the broader market0.002.004.006.004.012.44
The chart of Martin ratio for DFY.TO, currently valued at 9.32, compared to the broader market-10.000.0010.0020.0030.009.325.59
DFY.TO
IFC.TO

The current DFY.TO Sharpe Ratio is 2.75, which is higher than the IFC.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of DFY.TO and IFC.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 Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.32
1.52
DFY.TO
IFC.TO

Dividends

DFY.TO vs. IFC.TO - Dividend Comparison

DFY.TO's dividend yield for the trailing twelve months is around 0.78%, less than IFC.TO's 1.68% yield.


TTM20242023202220212020201920182017201620152014
DFY.TO
Definity Financial Corp
0.78%0.82%1.47%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IFC.TO
Intact Financial Corporation
1.68%1.85%2.16%2.05%2.07%2.20%2.16%2.82%2.44%2.41%2.39%2.29%

Drawdowns

DFY.TO vs. IFC.TO - Drawdown Comparison

The maximum DFY.TO drawdown since its inception was -19.73%, smaller than the maximum IFC.TO drawdown of -53.53%. Use the drawdown chart below to compare losses from any high point for DFY.TO and IFC.TO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.09%
0
DFY.TO
IFC.TO

Volatility

DFY.TO vs. IFC.TO - Volatility Comparison

Definity Financial Corp (DFY.TO) has a higher volatility of 7.63% compared to Intact Financial Corporation (IFC.TO) at 6.65%. This indicates that DFY.TO's price experiences larger fluctuations and is considered to be riskier than IFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
7.63%
6.65%
DFY.TO
IFC.TO

Financials

DFY.TO vs. IFC.TO - Financials Comparison

This section allows you to compare key financial metrics between Definity Financial Corp and Intact Financial Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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