EQB.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Equitable Group Inc. (EQB.TO) and S&P 500 Index (^GSPC).

Performance

EQB.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Equitable Group Inc. (EQB.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

EQB.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQB.TO Equitable Group Inc.	7.50%	7.42%	15.74%	57.07%	-15.96%	37.89%	-5.86%	87.80%	-15.85%	20.10%
^GSPC S&P 500 Index	-2.73%	11.05%	33.90%	21.49%	-13.70%	25.75%	14.29%	22.54%	1.71%	11.82%

Different Trading Currencies

EQB.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQB.TO achieves a 7.50% return, which is significantly higher than ^GSPC's -3.34% return. Over the past 10 years, EQB.TO has outperformed ^GSPC with an annualized return of 18.07%, while ^GSPC has yielded a comparatively lower 12.91% annualized return.

EQB.TO

• 1D: -0.36%
• 1M: -3.46%
• YTD: 7.50%
• 6M: 20.38%
• 1Y: 15.40%
• 3Y*: 26.63%
• 5Y*: 14.22%
• 10Y*: 18.07%

^GSPC

• 1D: 0.00%
• 1M: -3.51%
• YTD: -3.34%
• 6M: -2.91%
• 1Y: 12.69%
• 3Y*: 17.80%
• 5Y*: 12.48%
• 10Y*: 12.91%

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

Return for Risk

EQB.TO vs. ^GSPC — Risk / Return Rank

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

EQB.TO

EQB.TO Risk / Return Rank: 57
EQB.TO Sharpe Ratio Rank: 60
EQB.TO Sortino Ratio Rank: 53
EQB.TO Omega Ratio Rank: 56
EQB.TO Calmar Ratio Rank: 58
EQB.TO Martin Ratio Rank: 58

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

EQB.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitable Group Inc. (EQB.TO) and S&P 500 Index (^GSPC). 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.

	EQB.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.70	-0.16
Sortino ratio Return per unit of downside risk	0.93	1.07	-0.15
Omega ratio Gain probability vs. loss probability	1.14	1.17	-0.03
Calmar ratio Return relative to maximum drawdown	0.77	1.04	-0.28
Martin ratio Return relative to average drawdown	1.66	3.82	-2.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQB.TO vs. ^GSPC - Sharpe Ratio Comparison

The current EQB.TO Sharpe Ratio is 0.54, which is comparable to the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EQB.TO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EQB.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	0.70	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.84	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.79	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	-0.79	0.91	-1.70

Correlation

The correlation between EQB.TO and ^GSPC is 0.25, 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.

Drawdowns

EQB.TO vs. ^GSPC - Drawdown Comparison

The maximum EQB.TO drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for EQB.TO and ^GSPC.

Drawdown Indicators

	EQB.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-56.78%	-43.22%
Max Drawdown (1Y) Largest decline over 1 year	-21.59%	-12.14%	-9.45%
Max Drawdown (5Y) Largest decline over 5 years	-44.76%	-25.43%	-19.33%
Max Drawdown (10Y) Largest decline over 10 years	-61.08%	-33.92%	-27.16%
Current Drawdown Current decline from peak	-99.97%	-5.78%	-94.19%
Average Drawdown Average peak-to-trough decline	-99.40%	-10.75%	-88.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.95%	2.60%	+7.35%

Volatility

EQB.TO vs. ^GSPC - Volatility Comparison

Equitable Group Inc. (EQB.TO) has a higher volatility of 8.79% compared to S&P 500 Index (^GSPC) at 5.22%. This indicates that EQB.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQB.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	5.22%	+3.57%
Volatility (6M) Calculated over the trailing 6-month period	19.22%	9.60%	+9.62%
Volatility (1Y) Calculated over the trailing 1-year period	28.67%	18.11%	+10.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.29%	14.99%	+14.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.51%	16.33%	+20.18%