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DFY.TO vs. WDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DFY.TO vs. WDC - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DFY.TO achieves a -7.17% return, which is significantly lower than WDC's 211.68% return.


DFY.TO

1D
2.57%
1M
2.45%
YTD
-7.17%
6M
-0.04%
1Y
-4.42%
3Y*
26.58%
5Y*
10Y*

WDC

1D
3.26%
1M
12.09%
YTD
211.68%
6M
213.05%
1Y
872.22%
3Y*
163.87%
5Y*
60.86%
10Y*
34.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFY.TO vs. WDC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFY.TO
Definity Financial Corp
-7.17%31.30%57.75%-0.94%32.39%5.46%
WDC
Western Digital Corporation
211.68%266.16%23.50%62.04%-48.55%17.08%

Correlation

The correlation between DFY.TO and WDC is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2021

0.09

The correlation between DFY.TO and WDC shifts across timeframes, from -0.12 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DFY.TO:

CA$3.24

WDC:

$23.29

PE Ratio

DFY.TO:

21.68

WDC:

22.63

PEG Ratio

DFY.TO:

1.33

WDC:

0.53

PS Ratio

DFY.TO:

1.50

WDC:

12.46

Total Revenue (TTM)

DFY.TO:

CA$5.62B

WDC:

$11.78B

Gross Profit (TTM)

DFY.TO:

CA$2.65B

WDC:

$5.35B

EBITDA (TTM)

DFY.TO:

CA$733.60M

WDC:

$10.88B

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Return for Risk

DFY.TO vs. WDC — Risk / Return Rank

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

DFY.TO
DFY.TO Risk / Return Rank: 3333
Overall Rank
DFY.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DFY.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
DFY.TO Omega Ratio Rank: 2929
Omega Ratio Rank
DFY.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
DFY.TO Martin Ratio Rank: 3636
Martin Ratio Rank

WDC
WDC Risk / Return Rank: 9999
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
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.

DFY.TO vs. WDC - Risk-Adjusted Trends Comparison

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


DFY.TOWDCDifference
Sharpe ratioReturn per unit of total volatility

-13.83

Sortino ratioReturn per unit of downside risk

-7.02

Omega ratioGain probability vs. loss probability

0.99

1.95

-0.96

Calmar ratioReturn relative to maximum drawdown

-0.21

44.42

-44.63

Martin ratioReturn relative to average drawdown

-0.38

151.77

-152.15

DFY.TO vs. WDC - Sharpe Ratio Comparison

The current DFY.TO Sharpe Ratio is -0.20, which is lower than the WDC Sharpe Ratio of 13.63. The chart below compares the historical Sharpe Ratios of DFY.TO and WDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DFY.TOWDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

13.63

-13.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.45

+0.61

Drawdowns

DFY.TO vs. WDC - Drawdown Comparison

The maximum DFY.TO drawdown since its inception was -20.98%, smaller than the maximum WDC drawdown of -68.41%. Use the drawdown chart below to compare losses from any high point for DFY.TO and WDC.


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Drawdown Indicators


DFY.TOWDCDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-68.41%

+47.43%

Max Drawdown (1Y)

Largest decline over 1 year

-20.98%

-19.84%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.98%

-48.29%

+27.31%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

Max Drawdown (10Y)

Largest decline over 10 years

-67.94%

Current Drawdown

Current decline from peak

-10.74%

-10.64%

-0.10%

Average Drawdown

Average peak-to-trough decline

-6.38%

-28.78%

+22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.76%

5.79%

+5.97%

Volatility

DFY.TO vs. WDC - Volatility Comparison

The current volatility for Definity Financial Corp (DFY.TO) is 8.76%, while Western Digital Corporation (WDC) has a volatility of 20.93%. This indicates that DFY.TO experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFY.TOWDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

20.93%

-12.17%

Volatility (6M)

Calculated over the trailing 6-month period

17.93%

53.06%

-35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

64.76%

-42.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

49.05%

-25.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

48.81%

-25.30%

Dividends

DFY.TO vs. WDC - Dividend Comparison

DFY.TO's dividend yield for the trailing twelve months is around 1.11%, more than WDC's 0.09% yield.


PositionTTM20252024202320222021202020192018201720162015
DFY.TO
Definity Financial Corp
1.11%0.99%1.09%1.47%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDC
Western Digital Corporation
0.09%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Financials

DFY.TO vs. WDC - Financials Comparison

This section allows you to compare key financial metrics between Definity Financial Corp and Western Digital 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
1.92B
3.34B
(DFY.TO) Total Revenue
(WDC) Total Revenue
Please note, different currencies. DFY.TO values in CAD, WDC values in USD

DFY.TO vs. WDC - Profitability Comparison

The chart below illustrates the profitability comparison between Definity Financial Corp and Western Digital Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
50.2%
Portfolio components
DFY.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported a gross profit of 1.92B and revenue of 1.92B. Therefore, the gross margin over that period was 100.0%.

WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.

DFY.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported an operating income of 92.20M and revenue of 1.92B, resulting in an operating margin of 4.8%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.

DFY.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported a net income of 63.90M and revenue of 1.92B, resulting in a net margin of 3.3%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.


Frequently Asked Questions


DFY.TO and WDC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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