EQB.TO vs. CM
Compare and contrast key facts about Equitable Group Inc. (EQB.TO) and Canadian Imperial Bank of Commerce (CM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQB.TO or CM.
Key characteristics
| EQB.TO | CM | |
|---|---|---|
| YTD Return | 25.72% | 36.32% |
| 1Y Return | 48.73% | 75.56% |
| 3Y Return (Ann) | 12.84% | 8.20% |
| 5Y Return (Ann) | 14.11% | 15.72% |
| 10Y Return (Ann) | 13.47% | 10.28% |
| Sharpe Ratio | 1.85 | 3.97 |
| Sortino Ratio | 2.68 | 5.72 |
| Omega Ratio | 1.34 | 1.71 |
| Calmar Ratio | 2.72 | 2.09 |
| Martin Ratio | 7.80 | 23.82 |
| Ulcer Index | 6.65% | 3.28% |
| Daily Std Dev | 28.04% | 19.64% |
| Max Drawdown | -95.05% | -70.55% |
| Current Drawdown | -0.35% | -0.16% |
Fundamentals
| EQB.TO | CM | |
|---|---|---|
| Market Cap | CA$4.15B | $59.72B |
| EPS | CA$9.31 | $4.99 |
| PE Ratio | 11.60 | 12.67 |
| PEG Ratio | 0.27 | 3.03 |
| Total Revenue (TTM) | CA$1.46B | $37.71B |
| Gross Profit (TTM) | CA$812.83M | $37.71B |
| EBITDA (TTM) | CA$11.29M | $3.33B |
Correlation
The correlation between EQB.TO and CM is 0.43, 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
EQB.TO vs. CM - Performance Comparison
In the year-to-date period, EQB.TO achieves a 25.72% return, which is significantly lower than CM's 36.32% return. Over the past 10 years, EQB.TO has outperformed CM with an annualized return of 13.47%, while CM has yielded a comparatively lower 10.28% 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
EQB.TO vs. CM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equitable Group Inc. (EQB.TO) and Canadian Imperial Bank of Commerce (CM). 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.
Dividends
EQB.TO vs. CM - Dividend Comparison
EQB.TO's dividend yield for the trailing twelve months is around 1.61%, less than CM's 4.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQB.TO Equitable Group Inc. | 1.61% | 1.72% | 2.13% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CM Canadian Imperial Bank of Commerce | 4.22% | 5.42% | 6.23% | 5.77% | 8.48% | 10.73% | 5.47% | 4.09% | 4.48% | 8.64% | 4.18% | 4.30% |
Drawdowns
EQB.TO vs. CM - Drawdown Comparison
The maximum EQB.TO drawdown since its inception was -95.05%, which is greater than CM's maximum drawdown of -70.55%. Use the drawdown chart below to compare losses from any high point for EQB.TO and CM. For additional features, visit the drawdowns tool.
Volatility
EQB.TO vs. CM - Volatility Comparison
Equitable Group Inc. (EQB.TO) has a higher volatility of 5.20% compared to Canadian Imperial Bank of Commerce (CM) at 4.00%. This indicates that EQB.TO's price experiences larger fluctuations and is considered to be riskier than CM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EQB.TO vs. CM - Financials Comparison
This section allows you to compare key financial metrics between Equitable Group Inc. and Canadian Imperial Bank of Commerce. 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