ELF.TO vs. FFH.TO
ELF.TO (E-L Financial Corporation Limited) and FFH.TO (Fairfax Financial Holdings Limited) are both stocks. Both are in the Financial Services sector — ELF.TO in Insurance - Life, FFH.TO in Insurance - Property & Casualty. Over the past 10 years, ELF.TO returned 14.40%/yr vs 14.59%/yr for FFH.TO. At a 0.03 correlation, their price movements are largely independent.
Performance
ELF.TO vs. FFH.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ELF.TO achieves a 10.77% return, which is significantly higher than FFH.TO's -16.39% return. Both investments have delivered pretty close results over the past 10 years, with ELF.TO having a 14.40% annualized return and FFH.TO not far ahead at 14.59%.
ELF.TO
- 1D
- -0.94%
- 1M
- -0.29%
- YTD
- 10.77%
- 6M
- 9.29%
- 1Y
- 8.07%
- 3Y*
- 34.50%
- 5Y*
- 21.32%
- 10Y*
- 14.40%
FFH.TO
- 1D
- 0.16%
- 1M
- -1.84%
- YTD
- -16.39%
- 6M
- -7.73%
- 1Y
- -5.14%
- 3Y*
- 31.57%
- 5Y*
- 32.54%
- 10Y*
- 14.59%
ELF.TO vs. FFH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELF.TO E-L Financial Corporation Limited | 10.77% | 37.18% | 35.10% | 19.15% | 2.24% | 30.90% | -3.31% | 12.74% | -8.60% | 12.14% |
FFH.TO Fairfax Financial Holdings Limited | -16.39% | 32.22% | 66.26% | 54.96% | 31.51% | 47.29% | -27.31% | 3.63% | -8.51% | 5.45% |
Correlation
The correlation between ELF.TO and FFH.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 1980 | 0.03 |
The correlation between ELF.TO and FFH.TO shifts across timeframes, from 0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ELF.TO:
CA$6.01B
FFH.TO:
CA$48.51B
ELF.TO:
CA$3.36
FFH.TO:
CA$205.21
ELF.TO:
5.03
FFH.TO:
10.57
ELF.TO:
0.00
FFH.TO:
0.17
ELF.TO:
2.70
FFH.TO:
1.63
ELF.TO:
0.69
FFH.TO:
1.88
ELF.TO:
CA$2.22B
FFH.TO:
CA$29.34B
ELF.TO:
CA$1.64B
FFH.TO:
CA$6.18B
ELF.TO:
CA$1.57B
FFH.TO:
CA$7.83B
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
ELF.TO vs. FFH.TO — Risk / Return Rank
ELF.TO
FFH.TO
ELF.TO vs. FFH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E-L Financial Corporation Limited (ELF.TO) and Fairfax Financial Holdings Limited (FFH.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.
| ELF.TO | FFH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.27 | +0.95 |
| Martin ratioReturn relative to average drawdown | 1.51 | -0.63 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ELF.TO | FFH.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.23 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 1.37 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.57 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.47 | +0.11 |
Drawdowns
ELF.TO vs. FFH.TO - Drawdown Comparison
The maximum ELF.TO drawdown since its inception was -62.46%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for ELF.TO and FFH.TO.
Loading charts...
Drawdown Indicators
| ELF.TO | FFH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.46% | -88.18% | +25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -18.88% | +6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | -18.88% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.88% | -18.88% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -56.23% | +13.39% |
Current DrawdownCurrent decline from peak | -4.47% | -16.66% | +12.19% |
Average DrawdownAverage peak-to-trough decline | -16.40% | -27.42% | +11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 8.13% | -1.92% |
Volatility
ELF.TO vs. FFH.TO - Volatility Comparison
The current volatility for E-L Financial Corporation Limited (ELF.TO) is 5.83%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 6.57%. This indicates that ELF.TO experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ELF.TO | FFH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 6.57% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 18.41% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.19% | 22.61% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.45% | 24.00% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 25.57% | -0.97% |
Dividends
ELF.TO vs. FFH.TO - Dividend Comparison
ELF.TO's dividend yield for the trailing twelve months is around 7.16%, more than FFH.TO's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELF.TO E-L Financial Corporation Limited | 7.16% | 10.19% | 5.66% | 1.43% | 3.91% | 9.76% | 3.92% | 0.60% | 0.68% | 0.61% | 0.68% | 0.07% |
FFH.TO Fairfax Financial Holdings Limited | 0.96% | 0.82% | 1.01% | 1.10% | 1.56% | 2.05% | 3.01% | 2.17% | 2.07% | 1.97% | 2.24% | 1.82% |
Financials
ELF.TO vs. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between E-L Financial Corporation Limited and Fairfax Financial Holdings Limited. 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
Frequently Asked Questions
ELF.TO and FFH.TO have a correlation of 0.21, 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 ELF.TO and FFH.TO
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