DOO.TO vs. ^GSPC
DOO.TO (BRP Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, DOO.TO returned 15.60%/yr vs 13.88%/yr for ^GSPC. At a 0.34 correlation, their price movements are largely independent.
Performance
DOO.TO vs. ^GSPC - Performance Comparison
Loading charts...
Different Trading Currencies
DOO.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DOO.TO achieves a -12.52% return, which is significantly lower than ^GSPC's 11.31% return. Over the past 10 years, DOO.TO has outperformed ^GSPC with an annualized return of 15.60%, while ^GSPC has yielded a comparatively lower 13.88% annualized return.
DOO.TO
- 1D
- -1.74%
- 1M
- 0.07%
- 6M
- -18.93%
- YTD
- -12.52%
- 1Y
- 30.18%
- 3Y*
- -7.83%
- 5Y*
- -2.47%
- 10Y*
- 15.60%
- ALL TIME*
- 10.88%
^GSPC
- 1D
- -0.32%
- 1M
- -1.33%
- 6M
- 8.26%
- YTD
- 11.31%
- 1Y
- 20.64%
- 3Y*
- 20.42%
- 5Y*
- 13.56%
- 10Y*
- 13.88%
- ALL TIME*
- 9.17%
DOO.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOO.TO BRP Inc. | -12.52% | 34.21% | -22.01% | -7.49% | -6.18% | 32.39% | 42.33% | 68.83% | -23.45% | 64.99% |
^GSPC S&P 500 Index | 11.31% | 11.07% | 33.75% | 21.28% | -14.34% | 26.83% | 13.50% | 23.57% | 1.65% | 11.33% |
Correlation
The correlation between DOO.TO and ^GSPC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DOO.TO vs. ^GSPC — Risk / Return Rank
DOO.TO
^GSPC
DOO.TO vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOO.TO) and S&P 500 Index (^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOO.TO | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 2.26 | -1.48 |
| Martin ratioReturn relative to average drawdown | 1.82 | 8.33 | -6.51 |
Loading charts...
Drawdowns
DOO.TO vs. ^GSPC - Drawdown Comparison
The maximum DOO.TO drawdown since its inception was -73.61%, which is greater than ^GSPC's maximum drawdown of -48.87%. Use the drawdown chart below to compare losses from any high point for DOO.TO and ^GSPC.
Loading charts...
Drawdown Indicators
| DOO.TO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.61% | -48.87% | -24.74% |
Max Drawdown (1Y)Largest decline over 1 year | -37.38% | -9.17% | -28.21% |
Max Drawdown (3Y)Largest decline over 3 years | -62.52% | -19.59% | -42.93% |
Max Drawdown (5Y)Largest decline over 5 years | -63.16% | -23.14% | -40.02% |
Max Drawdown (10Y)Largest decline over 10 years | -73.61% | -27.97% | -45.64% |
Current DrawdownCurrent decline from peak | -29.73% | -2.74% | -26.99% |
Average DrawdownAverage peak-to-trough decline | -21.12% | -9.62% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.94% | 2.48% | +13.46% |
Volatility
DOO.TO vs. ^GSPC - Volatility Comparison
BRP Inc. (DOO.TO) has a higher volatility of 8.82% compared to S&P 500 Index (^GSPC) at 3.47%. This indicates that DOO.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.
Loading charts...
Volatility by Period
| DOO.TO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 3.47% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 51.30% | 10.42% | +40.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.80% | 12.97% | +39.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.09% | 17.91% | +24.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.36% | 19.12% | +25.24% |
Frequently Asked Questions
DOO.TO and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DOO.TO and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer