Correlation
The correlation between FC.TO and ^SPTSX60 is 0.28, 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.
FC.TO vs. ^SPTSX60
Compare and contrast key facts about Firm Capital Mortgage Investment Corporation (FC.TO) and S&P/TSX 60 Index (^SPTSX60).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FC.TO or ^SPTSX60.
Performance
FC.TO vs. ^SPTSX60 - Performance Comparison
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Key characteristics
FC.TO:
1.78
^SPTSX60:
1.34
FC.TO:
2.40
^SPTSX60:
1.92
FC.TO:
1.33
^SPTSX60:
1.28
FC.TO:
1.51
^SPTSX60:
1.56
FC.TO:
10.92
^SPTSX60:
6.67
FC.TO:
2.58%
^SPTSX60:
3.00%
FC.TO:
16.04%
^SPTSX60:
14.17%
FC.TO:
-49.63%
^SPTSX60:
-54.11%
FC.TO:
-0.65%
^SPTSX60:
-0.36%
Returns By Period
In the year-to-date period, FC.TO achieves a 5.37% return, which is significantly lower than ^SPTSX60's 5.80% return. Over the past 10 years, FC.TO has outperformed ^SPTSX60 with an annualized return of 7.36%, while ^SPTSX60 has yielded a comparatively lower 5.95% annualized return.
FC.TO
5.37%
3.46%
7.69%
28.48%
7.06%
9.42%
7.36%
^SPTSX60
5.80%
4.93%
1.92%
18.85%
7.72%
11.33%
5.95%
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Risk-Adjusted Performance
FC.TO vs. ^SPTSX60 — Risk-Adjusted Performance Rank
FC.TO
^SPTSX60
FC.TO vs. ^SPTSX60 - Risk-Adjusted Performance 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.
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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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Volatility
FC.TO vs. ^SPTSX60 - Volatility Comparison
Firm Capital Mortgage Investment Corporation (FC.TO) and S&P/TSX 60 Index (^SPTSX60) have volatilities of 2.23% and 2.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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