DOL.TO vs. ^GSPC

In the year-to-date period, DOL.TO achieves a 22.66% return, which is significantly higher than ^GSPC's -0.63% return. Over the past 10 years, DOL.TO has outperformed ^GSPC with an annualized return of 22.49%, while ^GSPC has yielded a comparatively lower 10.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dollarama Inc. (DOL.TO) and S&P 500 (^GSPC). 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.

The current DOL.TO Sharpe Ratio is 1.80, which is higher than the ^GSPC Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DOL.TO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum DOL.TO drawdown since its inception was -45.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DOL.TO and ^GSPC. For additional features, visit the drawdowns tool.

Dollarama Inc. (DOL.TO) has a higher volatility of 5.45% compared to S&P 500 (^GSPC) at 4.72%. This indicates that DOL.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.