EQB.TO vs. ^GSPC
EQB.TO (Equitable Group Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EQB.TO returned 16.45%/yr vs 14.59%/yr for ^GSPC. At a 0.25 correlation, their price movements are largely independent.
Performance
EQB.TO vs. ^GSPC - Performance Comparison
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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 14.01% return, which is significantly higher than ^GSPC's 12.32% return. Over the past 10 years, EQB.TO has outperformed ^GSPC with an annualized return of 16.45%, while ^GSPC has yielded a comparatively lower 14.59% annualized return.
EQB.TO
- 1D
- 2.47%
- 1M
- -1.41%
- YTD
- 14.01%
- 6M
- 21.55%
- 1Y
- 30.61%
- 3Y*
- 23.15%
- 5Y*
- 13.33%
- 10Y*
- 16.45%
^GSPC
- 1D
- 0.51%
- 1M
- 6.71%
- YTD
- 12.32%
- 6M
- 10.23%
- 1Y
- 29.18%
- 3Y*
- 22.45%
- 5Y*
- 15.62%
- 10Y*
- 14.59%
EQB.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQB.TO Equitable Group Inc. | 14.01% | 7.42% | 15.74% | 57.07% | -15.96% | 37.89% | -5.86% | 87.80% | -15.85% | 20.10% |
^GSPC S&P 500 Index | 12.32% | 11.05% | 33.90% | 21.49% | -13.70% | 25.75% | 14.29% | 22.54% | 1.71% | 11.82% |
Correlation
The correlation between EQB.TO and ^GSPC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2009 | 0.25 |
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Return for Risk
EQB.TO vs. ^GSPC — Risk / Return Rank
EQB.TO
^GSPC
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 ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.48 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.31 | -1.89 |
| Martin ratioReturn relative to average drawdown | 3.14 | 12.49 | -9.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQB.TO | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.51 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.05 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.90 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.99 | -0.58 |
Drawdowns
EQB.TO vs. ^GSPC - Drawdown Comparison
The maximum EQB.TO drawdown since its inception was -72.62%, 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.
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Drawdown Indicators
| EQB.TO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.62% | -27.59% | -45.03% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -8.86% | -12.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -19.23% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -44.76% | -22.60% | -22.16% |
Max Drawdown (10Y)Largest decline over 10 years | -61.08% | -27.59% | -33.49% |
Current DrawdownCurrent decline from peak | -5.13% | 0.00% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -16.38% | -3.51% | -12.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 2.34% | +7.44% |
Volatility
EQB.TO vs. ^GSPC - Volatility Comparison
Equitable Group Inc. (EQB.TO) has a higher volatility of 7.69% compared to S&P 500 Index (^GSPC) at 2.72%. 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.
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Volatility by Period
| EQB.TO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 2.72% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.44% | 8.87% | +11.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.93% | 11.70% | +15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 14.99% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.53% | 16.33% | +20.20% |
Frequently Asked Questions
EQB.TO and ^GSPC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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