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DGS.TO vs. TD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DGS.TO vs. TD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dividend Growth Split Corp. (DGS.TO) and The Toronto-Dominion Bank (TD.TO). The values are adjusted to include any dividend payments, if applicable.

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DGS.TO vs. TD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGS.TO
Dividend Growth Split Corp.
1.23%34.53%62.16%-6.12%-1.94%132.50%-33.14%69.73%-49.39%19.75%
TD.TO
The Toronto-Dominion Bank
1.27%77.06%-6.05%2.34%-6.01%40.15%3.72%11.66%-4.57%15.15%

Fundamentals

Market Cap

DGS.TO:

CA$412.23M

TD.TO:

CA$218.88B

EPS

DGS.TO:

CA$4.53

TD.TO:

CA$12.73

PE Ratio

DGS.TO:

1.70

TD.TO:

10.21

PEG Ratio

DGS.TO:

0.04

TD.TO:

0.37

PS Ratio

DGS.TO:

1.57

TD.TO:

1.95

PB Ratio

DGS.TO:

0.97

TD.TO:

1.92

Total Revenue (TTM)

DGS.TO:

CA$246.01M

TD.TO:

CA$114.03B

Gross Profit (TTM)

DGS.TO:

CA$243.04M

TD.TO:

CA$58.23B

EBITDA (TTM)

DGS.TO:

CA$71.74M

TD.TO:

CA$27.53B

Returns By Period

The year-to-date returns for both investments are quite close, with DGS.TO having a 1.23% return and TD.TO slightly higher at 1.27%. Over the past 10 years, DGS.TO has outperformed TD.TO with an annualized return of 15.75%, while TD.TO has yielded a comparatively lower 13.39% annualized return.


DGS.TO

1D
0.13%
1M
-7.78%
YTD
1.23%
6M
10.57%
1Y
42.57%
3Y*
30.61%
5Y*
22.30%
10Y*
15.75%

TD.TO

1D
1.88%
1M
-2.23%
YTD
1.27%
6M
18.83%
1Y
56.99%
3Y*
22.69%
5Y*
14.40%
10Y*
13.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DGS.TO vs. TD.TO — Risk / Return Rank

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

DGS.TO
DGS.TO Risk / Return Rank: 9393
Overall Rank
DGS.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DGS.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGS.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DGS.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGS.TO Martin Ratio Rank: 9494
Martin Ratio Rank

TD.TO
TD.TO Risk / Return Rank: 9898
Overall Rank
TD.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TD.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TD.TO Omega Ratio Rank: 9898
Omega Ratio Rank
TD.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
TD.TO Martin Ratio Rank: 9999
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.

DGS.TO vs. TD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Growth Split Corp. (DGS.TO) and The Toronto-Dominion Bank (TD.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.


DGS.TOTD.TODifference

Sharpe ratio

Return per unit of total volatility

2.20

3.68

-1.48

Sortino ratio

Return per unit of downside risk

2.93

4.49

-1.55

Omega ratio

Gain probability vs. loss probability

1.50

1.66

-0.16

Calmar ratio

Return relative to maximum drawdown

3.68

7.11

-3.44

Martin ratio

Return relative to average drawdown

14.84

30.12

-15.29

DGS.TO vs. TD.TO - Sharpe Ratio Comparison

The current DGS.TO Sharpe Ratio is 2.20, which is lower than the TD.TO Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of DGS.TO and TD.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.


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Sharpe Ratios by Period


DGS.TOTD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

3.68

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.85

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.70

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.56

-0.31

Correlation

The correlation between DGS.TO and TD.TO is 0.41, 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.


Dividends

DGS.TO vs. TD.TO - Dividend Comparison

DGS.TO's dividend yield for the trailing twelve months is around 14.29%, more than TD.TO's 3.26% yield.


TTM20252024202320222021202020192018201720162015
DGS.TO
Dividend Growth Split Corp.
14.29%15.40%17.47%5.86%17.42%14.68%5.88%15.18%24.93%14.85%15.33%17.91%
TD.TO
The Toronto-Dominion Bank
3.26%3.25%5.33%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%

Drawdowns

DGS.TO vs. TD.TO - Drawdown Comparison

The maximum DGS.TO drawdown since its inception was -85.18%, which is greater than TD.TO's maximum drawdown of -54.79%. Use the drawdown chart below to compare losses from any high point for DGS.TO and TD.TO.


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Drawdown Indicators


DGS.TOTD.TODifference

Max Drawdown

Largest peak-to-trough decline

-85.18%

-54.79%

-30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-7.54%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-26.06%

-14.12%

Max Drawdown (10Y)

Largest decline over 10 years

-63.34%

-35.80%

-27.54%

Current Drawdown

Current decline from peak

-7.78%

-3.86%

-3.92%

Average Drawdown

Average peak-to-trough decline

-14.31%

-9.09%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.88%

+1.00%

Volatility

DGS.TO vs. TD.TO - Volatility Comparison

Dividend Growth Split Corp. (DGS.TO) has a higher volatility of 9.85% compared to The Toronto-Dominion Bank (TD.TO) at 5.83%. This indicates that DGS.TO's price experiences larger fluctuations and is considered to be riskier than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGS.TOTD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

5.83%

+4.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

10.97%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

15.57%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.14%

16.96%

+12.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.21%

19.18%

+16.03%

Financials

DGS.TO vs. TD.TO - Financials Comparison

This section allows you to compare key financial metrics between Dividend Growth Split Corp. and The Toronto-Dominion Bank. 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


0.0010.00B20.00B30.00B202120222023202420252026
27.30M
28.09B
(DGS.TO) Total Revenue
(TD.TO) Total Revenue
Values in CAD except per share items