DOO.TO vs. VBR

Last updated Jun 6, 2026

DOO.TO (BRP Inc.) is a stock, while VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, DOO.TO returned 16.16%/yr vs 11.33%/yr for VBR. At a 0.42 correlation, their price movements are largely independent.

Performance

DOO.TO vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BRP Inc. (DOO.TO) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DOO.TO is traded in CAD, while VBR is traded in USD. To make them comparable, the VBR 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 -12.80% return, which is significantly lower than VBR's 13.03% return. Over the past 10 years, DOO.TO has outperformed VBR with an annualized return of 16.16%, while VBR has yielded a comparatively lower 11.33% annualized return.

DOO.TO

• 1D: -3.32%
• 1M: 10.61%
• YTD: -12.80%
• 6M: -20.08%
• 1Y: 32.61%
• 3Y*: -5.24%
• 5Y*: -1.84%
• 10Y*: 16.16%

VBR

• 1D: -0.89%
• 1M: 1.86%
• YTD: 13.03%
• 6M: 12.30%
• 1Y: 28.58%
• 3Y*: 17.43%
• 5Y*: 11.03%
• 10Y*: 11.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DOO.TO vs. VBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOO.TO BRP Inc.	-12.80%	34.21%	-22.01%	-7.49%	-6.18%	32.39%	42.33%	68.83%	-23.45%	64.99%
VBR Vanguard Small-Cap Value ETF	13.03%	4.08%	22.05%	13.44%	-2.92%	26.93%	4.11%	16.74%	-4.84%	4.69%

Correlation

The correlation between DOO.TO and VBR is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since May 23, 2013	0.42

The correlation between DOO.TO and VBR shifts across timeframes, from 0.42 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

DOO.TO vs. VBR — Risk / Return Rank

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

DOO.TO

DOO.TO Risk / Return Rank: 62
DOO.TO Sharpe Ratio Rank: 63
DOO.TO Sortino Ratio Rank: 57
DOO.TO Omega Ratio Rank: 66
DOO.TO Calmar Ratio Rank: 60
DOO.TO Martin Ratio Rank: 63

VBR

VBR Risk / Return Rank: 55
VBR Sharpe Ratio Rank: 51
VBR Sortino Ratio Rank: 53
VBR Omega Ratio Rank: 49
VBR Calmar Ratio Rank: 61
VBR Martin Ratio Rank: 60

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.

DOO.TO vs. VBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOO.TO) and Vanguard Small-Cap Value ETF (VBR). 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.

	DOO.TO	VBR	Difference
Sharpe ratio: Return per unit of total volatility	0.62	1.92	-1.30
Sortino ratio: Return per unit of downside risk	1.06	2.76	-1.70
Omega ratio: Gain probability vs. loss probability	1.20	1.34	-0.14
Calmar ratio: Return relative to maximum drawdown	0.87	3.36	-2.48
Martin ratio: Return relative to average drawdown	2.38	12.73	-10.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOO.TO vs. VBR - Sharpe Ratio Comparison

The current DOO.TO Sharpe Ratio is 0.62, which is lower than the VBR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DOO.TO and VBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DOO.TO	VBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.92	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.63	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.58	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.78	-0.53

Drawdowns

DOO.TO vs. VBR - Drawdown Comparison

The maximum DOO.TO drawdown since its inception was -73.61%, which is greater than VBR's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for DOO.TO and VBR.

Drawdown Indicators

	DOO.TO	VBR	Difference
Max Drawdown Largest peak-to-trough decline	-73.61%	-39.68%	-33.93%
Max Drawdown (1Y) Largest decline over 1 year	-37.52%	-8.55%	-28.97%
Max Drawdown (3Y) Largest decline over 3 years	-62.52%	-22.69%	-39.83%
Max Drawdown (5Y) Largest decline over 5 years	-63.16%	-22.69%	-40.47%
Max Drawdown (10Y) Largest decline over 10 years	-73.61%	-39.68%	-33.93%
Current Drawdown Current decline from peak	-29.96%	-0.89%	-29.07%
Average Drawdown Average peak-to-trough decline	-21.05%	-4.74%	-16.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.72%	2.25%	+11.47%

Volatility

DOO.TO vs. VBR - Volatility Comparison

BRP Inc. (DOO.TO) has a higher volatility of 9.12% compared to Vanguard Small-Cap Value ETF (VBR) at 3.70%. This indicates that DOO.TO's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOO.TO	VBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	3.70%	+5.42%
Volatility (6M) Calculated over the trailing 6-month period	51.84%	10.65%	+41.19%
Volatility (1Y) Calculated over the trailing 1-year period	52.88%	14.98%	+37.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.03%	17.54%	+24.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.46%	19.61%	+24.85%

Dividends

DOO.TO vs. VBR - Dividend Comparison

DOO.TO's dividend yield for the trailing twelve months is around 0.76%, less than VBR's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOO.TO BRP Inc.	0.76%	0.89%	1.15%	0.76%	0.62%	0.47%	0.13%	0.68%	1.02%	0.52%	0.00%	0.00%
VBR Vanguard Small-Cap Value ETF	1.77%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Frequently Asked Questions

Can I hold both DOO.TO and VBR in my portfolio?

DOO.TO and VBR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.