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ENGH.TO vs. CMG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENGH.TO vs. CMG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Enghouse Systems Limited (ENGH.TO) and Computer Modelling Group Ltd. (CMG.TO). The values are adjusted to include any dividend payments, if applicable.

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ENGH.TO vs. CMG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENGH.TO
Enghouse Systems Limited
-16.91%-21.09%-20.25%0.03%-24.14%-18.72%29.04%46.80%9.09%11.17%
CMG.TO
Computer Modelling Group Ltd.
-17.81%-50.14%6.96%78.08%42.23%-9.06%-37.97%42.99%-33.42%9.79%

Fundamentals

Market Cap

ENGH.TO:

CA$909.68M

CMG.TO:

CA$356.49M

EPS

ENGH.TO:

CA$1.26

CMG.TO:

CA$0.20

PE Ratio

ENGH.TO:

13.23

CMG.TO:

21.07

PS Ratio

ENGH.TO:

1.85

CMG.TO:

2.85

PB Ratio

ENGH.TO:

1.52

CMG.TO:

4.08

Total Revenue (TTM)

ENGH.TO:

CA$494.98M

CMG.TO:

CA$126.20M

Gross Profit (TTM)

ENGH.TO:

CA$266.89M

CMG.TO:

CA$99.63M

EBITDA (TTM)

ENGH.TO:

CA$122.92M

CMG.TO:

CA$35.06M

Returns By Period

In the year-to-date period, ENGH.TO achieves a -16.91% return, which is significantly higher than CMG.TO's -17.81% return. Over the past 10 years, ENGH.TO has outperformed CMG.TO with an annualized return of -2.53%, while CMG.TO has yielded a comparatively lower -4.71% annualized return.


ENGH.TO

1D
3.16%
1M
-6.05%
YTD
-16.91%
6M
-17.99%
1Y
-31.46%
3Y*
-21.18%
5Y*
-20.41%
10Y*
-2.53%

CMG.TO

1D
3.13%
1M
5.42%
YTD
-17.81%
6M
-31.44%
1Y
-46.19%
3Y*
-14.62%
5Y*
-3.70%
10Y*
-4.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENGH.TO vs. CMG.TO — Risk / Return Rank

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

ENGH.TO
ENGH.TO Risk / Return Rank: 88
Overall Rank
ENGH.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ENGH.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
ENGH.TO Omega Ratio Rank: 55
Omega Ratio Rank
ENGH.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
ENGH.TO Martin Ratio Rank: 1111
Martin Ratio Rank

CMG.TO
CMG.TO Risk / Return Rank: 88
Overall Rank
CMG.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CMG.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
CMG.TO Omega Ratio Rank: 66
Omega Ratio Rank
CMG.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
CMG.TO Martin Ratio Rank: 1212
Martin Ratio Rank
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.

ENGH.TO vs. CMG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enghouse Systems Limited (ENGH.TO) and Computer Modelling Group Ltd. (CMG.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.


ENGH.TOCMG.TODifference

Sharpe ratio

Return per unit of total volatility

-1.10

-0.99

-0.10

Sortino ratio

Return per unit of downside risk

-1.36

-1.27

-0.08

Omega ratio

Gain probability vs. loss probability

0.78

0.80

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.81

+0.06

Martin ratio

Return relative to average drawdown

-1.45

-1.42

-0.04

ENGH.TO vs. CMG.TO - Sharpe Ratio Comparison

The current ENGH.TO Sharpe Ratio is -1.10, which is comparable to the CMG.TO Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of ENGH.TO and CMG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENGH.TOCMG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

-0.99

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.62

-0.09

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.12

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.00

+0.18

Correlation

The correlation between ENGH.TO and CMG.TO is 0.08, 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.


Dividends

ENGH.TO vs. CMG.TO - Dividend Comparison

ENGH.TO's dividend yield for the trailing twelve months is around 7.22%, more than CMG.TO's 1.87% yield.


TTM20252024202320222021202020192018201720162015
ENGH.TO
Enghouse Systems Limited
7.22%5.70%3.69%2.41%1.99%4.37%0.84%0.87%1.05%1.01%0.97%0.62%
CMG.TO
Computer Modelling Group Ltd.
1.87%2.30%1.88%1.97%3.43%4.69%5.12%4.87%6.57%4.17%4.39%4.45%

Drawdowns

ENGH.TO vs. CMG.TO - Drawdown Comparison

The maximum ENGH.TO drawdown since its inception was -77.35%, smaller than the maximum CMG.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ENGH.TO and CMG.TO.


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Drawdown Indicators


ENGH.TOCMG.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.35%

-100.00%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-40.82%

-56.54%

+15.72%

Max Drawdown (5Y)

Largest decline over 5 years

-72.35%

-74.24%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-77.35%

-74.24%

-3.11%

Current Drawdown

Current decline from peak

-75.20%

-99.99%

+24.79%

Average Drawdown

Average peak-to-trough decline

-29.13%

-88.33%

+59.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.06%

32.30%

-11.24%

Volatility

ENGH.TO vs. CMG.TO - Volatility Comparison

Enghouse Systems Limited (ENGH.TO) has a higher volatility of 17.33% compared to Computer Modelling Group Ltd. (CMG.TO) at 10.46%. This indicates that ENGH.TO's price experiences larger fluctuations and is considered to be riskier than CMG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENGH.TOCMG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.33%

10.46%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

21.50%

30.19%

-8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

46.58%

-17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.92%

40.77%

-7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.79%

38.55%

-6.76%

Financials

ENGH.TO vs. CMG.TO - Financials Comparison

This section allows you to compare key financial metrics between Enghouse Systems Limited and Computer Modelling Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00M40.00M60.00M80.00M100.00M120.00M140.00M20222023202420252026
120.10M
32.69M
(ENGH.TO) Total Revenue
(CMG.TO) Total Revenue
Values in CAD except per share items

ENGH.TO vs. CMG.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Enghouse Systems Limited and Computer Modelling Group Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
55.6%
81.7%
Portfolio components
ENGH.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Enghouse Systems Limited reported a gross profit of 66.79M and revenue of 120.10M. Therefore, the gross margin over that period was 55.6%.

CMG.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Computer Modelling Group Ltd. reported a gross profit of 26.71M and revenue of 32.69M. Therefore, the gross margin over that period was 81.7%.

ENGH.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Enghouse Systems Limited reported an operating income of 22.46M and revenue of 120.10M, resulting in an operating margin of 18.7%.

CMG.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Computer Modelling Group Ltd. reported an operating income of 7.22M and revenue of 32.69M, resulting in an operating margin of 22.1%.

ENGH.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Enghouse Systems Limited reported a net income of 17.50M and revenue of 120.10M, resulting in a net margin of 14.6%.

CMG.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Computer Modelling Group Ltd. reported a net income of 5.96M and revenue of 32.69M, resulting in a net margin of 18.3%.