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EQB.TO vs. FFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EQB.TOFFH.TO
YTD Return25.72%50.90%
1Y Return48.73%50.78%
3Y Return (Ann)12.84%53.20%
5Y Return (Ann)14.11%27.80%
10Y Return (Ann)13.47%15.32%
Sharpe Ratio1.852.23
Sortino Ratio2.682.76
Omega Ratio1.341.42
Calmar Ratio2.724.59
Martin Ratio7.8019.28
Ulcer Index6.65%3.09%
Daily Std Dev28.04%26.20%
Max Drawdown-95.05%-88.18%
Current Drawdown-0.35%-3.86%

Fundamentals


EQB.TOFFH.TO
Market CapCA$4.15BCA$43.03B
EPSCA$9.31CA$218.73
PE Ratio11.608.30
PEG Ratio0.270.28
Total Revenue (TTM)CA$1.46BCA$21.10B
Gross Profit (TTM)CA$812.83MCA$22.66B
EBITDA (TTM)CA$11.29MCA$2.11B

Correlation

-0.50.00.51.00.3

The correlation between EQB.TO and FFH.TO is 0.26, 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.

Performance

EQB.TO vs. FFH.TO - Performance Comparison

In the year-to-date period, EQB.TO achieves a 25.72% return, which is significantly lower than FFH.TO's 50.90% return. Over the past 10 years, EQB.TO has underperformed FFH.TO with an annualized return of 13.47%, while FFH.TO has yielded a comparatively higher 15.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.09%
15.01%
EQB.TO
FFH.TO

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Risk-Adjusted Performance

EQB.TO vs. FFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitable Group Inc. (EQB.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.


EQB.TO
Sharpe ratio
The chart of Sharpe ratio for EQB.TO, currently valued at 1.69, compared to the broader market-4.00-2.000.002.001.69
Sortino ratio
The chart of Sortino ratio for EQB.TO, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.46
Omega ratio
The chart of Omega ratio for EQB.TO, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for EQB.TO, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Martin ratio
The chart of Martin ratio for EQB.TO, currently valued at 7.05, compared to the broader market-10.000.0010.0020.0030.007.05
FFH.TO
Sharpe ratio
The chart of Sharpe ratio for FFH.TO, currently valued at 2.11, compared to the broader market-4.00-2.000.002.002.11
Sortino ratio
The chart of Sortino ratio for FFH.TO, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for FFH.TO, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for FFH.TO, currently valued at 4.32, compared to the broader market0.002.004.006.004.32
Martin ratio
The chart of Martin ratio for FFH.TO, currently valued at 17.98, compared to the broader market-10.000.0010.0020.0030.0017.98

EQB.TO vs. FFH.TO - Sharpe Ratio Comparison

The current EQB.TO Sharpe Ratio is 1.85, which is comparable to the FFH.TO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of EQB.TO and FFH.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.69
2.11
EQB.TO
FFH.TO

Dividends

EQB.TO vs. FFH.TO - Dividend Comparison

EQB.TO's dividend yield for the trailing twelve months is around 1.61%, more than FFH.TO's 0.83% yield.


TTM20232022202120202019201820172016201520142013
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%
FFH.TO
Fairfax Financial Holdings Limited
0.83%0.82%1.25%1.60%2.30%1.64%1.66%1.49%1.54%1.52%1.64%2.33%

Drawdowns

EQB.TO vs. FFH.TO - Drawdown Comparison

The maximum EQB.TO drawdown since its inception was -95.05%, which is greater than FFH.TO's maximum drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for EQB.TO and FFH.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.19%
-3.49%
EQB.TO
FFH.TO

Volatility

EQB.TO vs. FFH.TO - Volatility Comparison

The current volatility for Equitable Group Inc. (EQB.TO) is 5.20%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 11.60%. This indicates that EQB.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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.20%
11.60%
EQB.TO
FFH.TO

Financials

EQB.TO vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Equitable Group Inc. 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.


Quarterly
Annual

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



Values in CAD except per share items