EIF.TO vs. ^GSPTSE
Compare and contrast key facts about Exchange Income Corporation (EIF.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIF.TO or ^GSPTSE.
Key characteristics
| EIF.TO | ^GSPTSE | |
|---|---|---|
| YTD Return | 5.47% | 4.82% |
| 1Y Return | -4.95% | 7.05% |
| 3Y Return (Ann) | 12.16% | 4.66% |
| 5Y Return (Ann) | 12.36% | 5.77% |
| 10Y Return (Ann) | 16.61% | 4.20% |
| Sharpe Ratio | -0.19 | 0.70 |
| Daily Std Dev | 21.03% | 11.23% |
| Max Drawdown | -68.18% | -49.99% |
| Current Drawdown | -10.69% | -1.76% |
Correlation
The correlation between EIF.TO and ^GSPTSE is 0.44, 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
EIF.TO vs. ^GSPTSE - Performance Comparison
In the year-to-date period, EIF.TO achieves a 5.47% return, which is significantly higher than ^GSPTSE's 4.82% return. Over the past 10 years, EIF.TO has outperformed ^GSPTSE with an annualized return of 16.61%, while ^GSPTSE has yielded a comparatively lower 4.20% 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
EIF.TO vs. ^GSPTSE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exchange Income Corporation (EIF.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). 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
EIF.TO vs. ^GSPTSE - Drawdown Comparison
The maximum EIF.TO drawdown since its inception was -68.18%, which is greater than ^GSPTSE's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for EIF.TO and ^GSPTSE. For additional features, visit the drawdowns tool.
Volatility
EIF.TO vs. ^GSPTSE - Volatility Comparison
Exchange Income Corporation (EIF.TO) has a higher volatility of 6.18% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 3.35%. This indicates that EIF.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.