FC.TO vs. ^SPTSX60

Last updated Apr 2, 2026

Compare and contrast key facts about Firm Capital Mortgage Investment Corporation (FC.TO) and S&P/TSX 60 Index (^SPTSX60).

Performance

FC.TO vs. ^SPTSX60 - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Firm Capital Mortgage Investment Corporation (FC.TO) and S&P/TSX 60 Index (^SPTSX60). The values are adjusted to include any dividend payments, if applicable.

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	3.18%	6.87%	20.14%	11.21%	-19.55%	20.36%	-6.50%	20.36%	8.82%	2.16%
^SPTSX60 S&P/TSX 60 Index	2.88%	25.48%	17.19%	8.21%	-9.17%	24.37%	1.95%	18.11%	-10.46%	6.63%

Returns By Period

In the year-to-date period, FC.TO achieves a 3.18% return, which is significantly higher than ^SPTSX60's 2.88% return. Over the past 10 years, FC.TO has underperformed ^SPTSX60 with an annualized return of 7.22%, while ^SPTSX60 has yielded a comparatively higher 9.29% annualized return.

FC.TO

• 1D: 0.51%
• 1M: -2.13%
• YTD: 3.18%
• 6M: 3.01%
• 1Y: 9.90%
• 3Y*: 11.22%
• 5Y*: 4.88%
• 10Y*: 7.22%

^SPTSX60

• 1D: 0.44%
• 1M: -3.66%
• YTD: 2.88%
• 6M: 7.88%
• 1Y: 27.28%
• 3Y*: 16.63%
• 5Y*: 11.05%
• 10Y*: 9.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FC.TO vs. ^SPTSX60 — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FC.TO

FC.TO Risk / Return Rank: 66
FC.TO Sharpe Ratio Rank: 71
FC.TO Sortino Ratio Rank: 62
FC.TO Omega Ratio Rank: 62
FC.TO Calmar Ratio Rank: 68
FC.TO Martin Ratio Rank: 69

^SPTSX60

^SPTSX60 Risk / Return Rank: 92
^SPTSX60 Sharpe Ratio Rank: 92
^SPTSX60 Sortino Ratio Rank: 93
^SPTSX60 Omega Ratio Rank: 94
^SPTSX60 Calmar Ratio Rank: 88
^SPTSX60 Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	0.91	1.89	-0.99
Sortino ratio Return per unit of downside risk	1.29	2.48	-1.19
Omega ratio Gain probability vs. loss probability	1.17	1.38	-0.21
Calmar ratio Return relative to maximum drawdown	1.32	2.59	-1.27
Martin ratio Return relative to average drawdown	3.50	12.29	-8.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FC.TO vs. ^SPTSX60 - Sharpe Ratio Comparison

The current FC.TO Sharpe Ratio is 0.91, which is lower than the ^SPTSX60 Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FC.TO and ^SPTSX60, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FC.TO	^SPTSX60	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	1.89	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.88	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.62	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.34	+0.19

Correlation

The correlation between FC.TO and ^SPTSX60 is 0.16, 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.

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.

Drawdown Indicators

	FC.TO	^SPTSX60	Difference
Max Drawdown Largest peak-to-trough decline	-49.63%	-54.11%	+4.48%
Max Drawdown (1Y) Largest decline over 1 year	-6.65%	-10.74%	+4.09%
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 Drawdown Current decline from peak	-3.42%	-3.66%	+0.24%
Average Drawdown Average peak-to-trough decline	-5.23%	-13.96%	+8.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.27%	+0.24%

Volatility

FC.TO vs. ^SPTSX60 - Volatility Comparison

The current volatility for Firm Capital Mortgage Investment Corporation (FC.TO) is 4.00%, while S&P/TSX 60 Index (^SPTSX60) has a volatility of 4.98%. 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.

Volatility by Period

	FC.TO	^SPTSX60	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	4.98%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	7.13%	9.78%	-2.65%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	14.48%	-3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	12.69%	+2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.14%	15.09%	+4.05%