FC.TO vs. ^GSPTSE

In the year-to-date period, FC.TO achieves a 5.37% return, which is significantly lower than ^GSPTSE's 5.85% return. Over the past 10 years, FC.TO has outperformed ^GSPTSE with an annualized return of 7.36%, while ^GSPTSE has yielded a comparatively lower 5.65% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Firm Capital Mortgage Investment Corporation (FC.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). 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.

The current FC.TO Sharpe Ratio is 1.78, which is higher than the ^GSPTSE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FC.TO and ^GSPTSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum FC.TO drawdown since its inception was -49.63%, roughly equal to the maximum ^GSPTSE drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for FC.TO and ^GSPTSE.

Firm Capital Mortgage Investment Corporation (FC.TO) has a higher volatility of 2.23% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 2.05%. This indicates that FC.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.