FC.TO vs. ^SPTSX60
FC.TO (Firm Capital Mortgage Investment Corporation) is a stock, while ^SPTSX60 (S&P/TSX 60 Index) is an index. Over the past 10 years, FC.TO returned 6.85%/yr vs 9.35%/yr for ^SPTSX60. At a 0.16 correlation, their price movements are largely independent.
Performance
FC.TO vs. ^SPTSX60 - Performance Comparison
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Returns By Period
In the year-to-date period, FC.TO achieves a 5.49% return, which is significantly lower than ^SPTSX60's 9.10% return. Over the past 10 years, FC.TO has underperformed ^SPTSX60 with an annualized return of 6.85%, while ^SPTSX60 has yielded a comparatively higher 9.35% annualized return.
FC.TO
- 1D
- 0.17%
- 1M
- -0.84%
- YTD
- 5.49%
- 6M
- 7.31%
- 1Y
- 5.86%
- 3Y*
- 13.04%
- 5Y*
- 3.78%
- 10Y*
- 6.85%
^SPTSX60
- 1D
- -0.89%
- 1M
- 3.34%
- YTD
- 9.10%
- 6M
- 10.83%
- 1Y
- 28.43%
- 3Y*
- 19.02%
- 5Y*
- 11.09%
- 10Y*
- 9.35%
FC.TO vs. ^SPTSX60 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FC.TO Firm Capital Mortgage Investment Corporation | 5.49% | 6.87% | 20.14% | 11.21% | -19.55% | 20.36% | -6.50% | 20.36% | 8.82% | 2.16% |
^SPTSX60 S&P/TSX 60 Index | 9.10% | 25.48% | 17.19% | 8.21% | -9.17% | 24.37% | 1.95% | 18.11% | -10.46% | 6.63% |
Correlation
The correlation between FC.TO and ^SPTSX60 is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 1999 | 0.16 |
The correlation between FC.TO and ^SPTSX60 shifts across timeframes, from 0.16 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FC.TO vs. ^SPTSX60 — Risk / Return Rank
FC.TO
^SPTSX60
FC.TO vs. ^SPTSX60 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Firm Capital Mortgage Investment Corporation (FC.TO) and S&P/TSX 60 Index (^SPTSX60). 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.
| FC.TO | ^SPTSX60 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.44 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 3.69 | -2.80 |
| Martin ratioReturn relative to average drawdown | 2.28 | 16.64 | -14.36 |
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
| FC.TO | ^SPTSX60 | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.44 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.88 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.36 | +0.18 |
Drawdowns
FC.TO vs. ^SPTSX60 - Drawdown Comparison
The maximum FC.TO drawdown since its inception was -49.63%, smaller than the maximum ^SPTSX60 drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for FC.TO and ^SPTSX60.
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Drawdown Indicators
| FC.TO | ^SPTSX60 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -54.11% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -7.74% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -12.99% | -12.84% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.03% | -17.78% | -11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -49.63% | -35.73% | -13.90% |
Current DrawdownCurrent decline from peak | -2.37% | -0.89% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -13.88% | +8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.71% | +0.87% |
Volatility
FC.TO vs. ^SPTSX60 - Volatility Comparison
The current volatility for Firm Capital Mortgage Investment Corporation (FC.TO) is 2.25%, while S&P/TSX 60 Index (^SPTSX60) has a volatility of 3.27%. This indicates that FC.TO experiences smaller price fluctuations and is considered to be less risky than ^SPTSX60 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FC.TO | ^SPTSX60 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 3.27% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.63% | 9.31% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.18% | 11.71% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 12.75% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 15.11% | +4.04% |
Frequently Asked Questions
FC.TO and ^SPTSX60 have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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