FDY.TO vs. GWO.TO
FDY.TO (Faraday Copper Corp.) and GWO.TO (Great-West Lifeco Inc.) are both stocks. FDY.TO operates in Copper (Basic Materials), while GWO.TO operates in Insurance - Life (Financial Services). Over the past 10 years, FDY.TO returned 89.80%/yr vs 14.17%/yr for GWO.TO. At a 0.06 correlation, their price movements are largely independent.
Performance
FDY.TO vs. GWO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FDY.TO achieves a 130.77% return, which is significantly higher than GWO.TO's 19.85% return. Over the past 10 years, FDY.TO has outperformed GWO.TO with an annualized return of 89.80%, while GWO.TO has yielded a comparatively lower 14.17% annualized return.
FDY.TO
- 1D
- -5.12%
- 1M
- 39.69%
- YTD
- 130.77%
- 6M
- 190.32%
- 1Y
- 707.69%
- 3Y*
- 97.32%
- 5Y*
- 59.52%
- 10Y*
- 89.80%
GWO.TO
- 1D
- 0.21%
- 1M
- 10.10%
- YTD
- 19.85%
- 6M
- 28.89%
- 1Y
- 61.39%
- 3Y*
- 33.05%
- 5Y*
- 22.49%
- 10Y*
- 14.17%
FDY.TO vs. GWO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDY.TO Faraday Copper Corp. | 130.77% | 268.92% | 17.46% | 16.67% | -28.95% | 216.67% | 33.33% | -10.00% | -52.38% | 471.63% |
GWO.TO Great-West Lifeco Inc. | 19.85% | 48.38% | 14.28% | 47.70% | -12.58% | 31.45% | -2.64% | 24.53% | -15.76% | 4.08% |
Correlation
The correlation between FDY.TO and GWO.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2010 | 0.06 |
The correlation between FDY.TO and GWO.TO shifts across timeframes, from -0.04 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FDY.TO:
CA$1.65B
GWO.TO:
CA$72.29B
FDY.TO:
-CA$0.12
GWO.TO:
CA$4.85
FDY.TO:
10.66
GWO.TO:
2.68
FDY.TO:
CA$0.00
GWO.TO:
CA$34.77B
FDY.TO:
-CA$322.61K
GWO.TO:
CA$15.81B
FDY.TO:
-CA$33.02M
GWO.TO:
CA$6.15B
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Return for Risk
FDY.TO vs. GWO.TO — Risk / Return Rank
FDY.TO
GWO.TO
FDY.TO vs. GWO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Faraday Copper Corp. (FDY.TO) and Great-West Lifeco Inc. (GWO.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.
| FDY.TO | GWO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.68 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 21.05 | 5.00 | +16.05 |
| Martin ratioReturn relative to average drawdown | 74.64 | 18.82 | +55.82 |
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
| FDY.TO | GWO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 10.58 | 3.73 | +6.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.37 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.69 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.56 | -0.02 |
Drawdowns
FDY.TO vs. GWO.TO - Drawdown Comparison
The maximum FDY.TO drawdown since its inception was -99.00%, which is greater than GWO.TO's maximum drawdown of -67.51%. Use the drawdown chart below to compare losses from any high point for FDY.TO and GWO.TO.
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Drawdown Indicators
| FDY.TO | GWO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.00% | -67.51% | -31.49% |
Max Drawdown (1Y)Largest decline over 1 year | -33.95% | -12.34% | -21.61% |
Max Drawdown (3Y)Largest decline over 3 years | -47.75% | -12.82% | -34.93% |
Max Drawdown (5Y)Largest decline over 5 years | -63.00% | -27.64% | -35.36% |
Max Drawdown (10Y)Largest decline over 10 years | -81.48% | -44.96% | -36.52% |
Current DrawdownCurrent decline from peak | -5.12% | -0.23% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -40.75% | -10.93% | -29.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.55% | 3.27% | +6.28% |
Volatility
FDY.TO vs. GWO.TO - Volatility Comparison
Faraday Copper Corp. (FDY.TO) has a higher volatility of 20.75% compared to Great-West Lifeco Inc. (GWO.TO) at 5.82%. This indicates that FDY.TO's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDY.TO | GWO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.75% | 5.82% | +14.93% |
Volatility (6M)Calculated over the trailing 6-month period | 53.83% | 12.05% | +41.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.53% | 16.63% | +50.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.25% | 16.57% | +48.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.19% | 20.73% | +85.46% |
Dividends
FDY.TO vs. GWO.TO - Dividend Comparison
FDY.TO has not paid dividends to shareholders, while GWO.TO's dividend yield for the trailing twelve months is around 3.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDY.TO Faraday Copper Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 112.86% | 196.43% | 372.78% |
GWO.TO Great-West Lifeco Inc. | 3.22% | 3.60% | 4.66% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% |
Financials
FDY.TO vs. GWO.TO - Financials Comparison
This section allows you to compare key financial metrics between Faraday Copper Corp. and Great-West Lifeco Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FDY.TO and GWO.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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