DOL.TO vs. ^GSPC
Compare and contrast key facts about Dollarama Inc. (DOL.TO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOL.TO or ^GSPC.
Key characteristics
| DOL.TO | ^GSPC | |
|---|---|---|
| YTD Return | 28.26% | 11.05% |
| 1Y Return | 47.30% | 27.37% |
| 3Y Return (Ann) | 32.69% | 8.37% |
| 5Y Return (Ann) | 24.64% | 13.14% |
| 10Y Return (Ann) | 23.72% | 10.90% |
| Sharpe Ratio | 2.30 | 2.49 |
| Daily Std Dev | 20.53% | 11.59% |
| Max Drawdown | -45.07% | -56.78% |
| Current Drawdown | 0.00% | -0.21% |
Correlation
The correlation between DOL.TO and ^GSPC is 0.40, 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.
Performance
DOL.TO vs. ^GSPC - Performance Comparison
In the year-to-date period, DOL.TO achieves a 28.26% return, which is significantly higher than ^GSPC's 11.05% return. Over the past 10 years, DOL.TO has outperformed ^GSPC with an annualized return of 23.72%, while ^GSPC has yielded a comparatively lower 10.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DOL.TO vs. ^GSPC - Risk-Adjusted Performance Comparison
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.
Drawdowns
DOL.TO vs. ^GSPC - Drawdown Comparison
The maximum DOL.TO drawdown since its inception was -45.07%, 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.
Volatility
DOL.TO vs. ^GSPC - Volatility Comparison
Dollarama Inc. (DOL.TO) has a higher volatility of 4.52% compared to S&P 500 (^GSPC) at 3.40%. 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.