DRX.TO vs. WSP.TO
Compare and contrast key facts about ADF Group Inc. (DRX.TO) and WSP Global Inc. (WSP.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRX.TO or WSP.TO.
Key characteristics
| DRX.TO | WSP.TO | |
|---|---|---|
| YTD Return | 33.57% | 28.66% |
| 1Y Return | 75.06% | 24.02% |
| 3Y Return (Ann) | 80.96% | 10.79% |
| 5Y Return (Ann) | 52.53% | 24.00% |
| 10Y Return (Ann) | 16.14% | 23.33% |
| Sharpe Ratio | 1.04 | 1.31 |
| Sortino Ratio | 1.84 | 1.74 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 1.10 | 2.01 |
| Martin Ratio | 2.72 | 4.97 |
| Ulcer Index | 26.73% | 4.85% |
| Daily Std Dev | 69.71% | 18.46% |
| Max Drawdown | -98.27% | -39.02% |
| Current Drawdown | -54.94% | -5.79% |
Fundamentals
| DRX.TO | WSP.TO | |
|---|---|---|
| Market Cap | CA$290.08M | CA$31.41B |
| EPS | CA$1.59 | CA$5.14 |
| PE Ratio | 5.92 | 46.88 |
| PEG Ratio | 0.00 | 0.73 |
| Total Revenue (TTM) | CA$270.68M | CA$15.23B |
| Gross Profit (TTM) | CA$79.93M | CA$4.74B |
| EBITDA (TTM) | CA$38.59M | CA$1.45B |
Correlation
The correlation between DRX.TO and WSP.TO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DRX.TO vs. WSP.TO - Performance Comparison
In the year-to-date period, DRX.TO achieves a 33.57% return, which is significantly higher than WSP.TO's 28.66% return. Over the past 10 years, DRX.TO has underperformed WSP.TO with an annualized return of 16.14%, while WSP.TO has yielded a comparatively higher 23.33% 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
DRX.TO vs. WSP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ADF Group Inc. (DRX.TO) and WSP Global Inc. (WSP.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.
Dividends
DRX.TO vs. WSP.TO - Dividend Comparison
DRX.TO's dividend yield for the trailing twelve months is around 0.33%, less than WSP.TO's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRX.TO ADF Group Inc. | 0.33% | 0.29% | 0.95% | 1.24% | 1.34% | 1.54% | 1.94% | 0.93% | 0.69% | 0.68% | 0.86% | 0.71% |
WSP.TO WSP Global Inc. | 0.63% | 0.81% | 0.95% | 0.82% | 1.24% | 1.69% | 2.56% | 2.50% | 3.36% | 3.53% | 4.19% | 4.65% |
Drawdowns
DRX.TO vs. WSP.TO - Drawdown Comparison
The maximum DRX.TO drawdown since its inception was -98.27%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for DRX.TO and WSP.TO. For additional features, visit the drawdowns tool.
Volatility
DRX.TO vs. WSP.TO - Volatility Comparison
ADF Group Inc. (DRX.TO) has a higher volatility of 14.45% compared to WSP Global Inc. (WSP.TO) at 5.56%. This indicates that DRX.TO's price experiences larger fluctuations and is considered to be riskier than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DRX.TO vs. WSP.TO - Financials Comparison
This section allows you to compare key financial metrics between ADF Group Inc. and WSP Global Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities