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FFH.TO vs. FRFHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FFH.TO vs. FRFHF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fairfax Financial Holdings Limited (FFH.TO) and Fairfax Financial Holdings Ltd (FRFHF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FFH.TO is traded in CAD, while FRFHF is traded in USD. To make them comparable, the FRFHF values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FFH.TO having a -8.86% return and FRFHF slightly lower at -9.07%. Both investments have delivered pretty close results over the past 10 years, with FFH.TO having a 15.26% annualized return and FRFHF not far ahead at 15.28%.


FFH.TO

1D
0.50%
1M
4.46%
6M
-8.66%
YTD
-8.86%
1Y
-3.36%
3Y*
36.85%
5Y*
36.12%
10Y*
15.26%

FRFHF

1D
-0.11%
1M
3.76%
6M
-9.37%
YTD
-9.07%
1Y
-3.52%
3Y*
37.10%
5Y*
35.98%
10Y*
15.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFH.TO vs. FRFHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFH.TO
Fairfax Financial Holdings Limited
-8.86%32.23%66.26%54.96%31.51%47.26%-27.31%3.64%-8.51%5.43%
FRFHF
Fairfax Financial Holdings Ltd
-9.07%32.45%66.38%53.81%30.98%48.15%-27.51%4.40%-8.33%3.80%

Correlation

The correlation between FFH.TO and FRFHF is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2006

0.82

The correlation between FFH.TO and FRFHF has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Fundamentals

Market Cap

FFH.TO:

CA$48.77B

FRFHF:

$34.32B

EPS

FFH.TO:

$205.56

FRFHF:

$206.42

PE Ratio

FFH.TO:

8.12

FRFHF:

8.06

PEG Ratio

FFH.TO:

0.13

FRFHF:

0.20

PS Ratio

FFH.TO:

1.25

FRFHF:

1.23

PB Ratio

FFH.TO:

1.45

FRFHF:

1.44

Total Revenue (TTM)

FFH.TO:

$29.34B

FRFHF:

$29.68B

Gross Profit (TTM)

FFH.TO:

$6.18B

FRFHF:

$6.18B

EBITDA (TTM)

FFH.TO:

$7.83B

FRFHF:

$7.97B

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Return for Risk

FFH.TO vs. FRFHF — Risk / Return Rank

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

FFH.TO
FFH.TO Risk / Return Rank: 3636
Overall Rank
FFH.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FFH.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 3939
Martin Ratio Rank

FRFHF
FRFHF Risk / Return Rank: 3030
Overall Rank
FRFHF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FRFHF Sortino Ratio Rank: 2727
Sortino Ratio Rank
FRFHF Omega Ratio Rank: 2727
Omega Ratio Rank
FRFHF Calmar Ratio Rank: 3333
Calmar Ratio Rank
FRFHF Martin Ratio Rank: 3131
Martin Ratio Rank
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.

FFH.TO vs. FRFHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) and Fairfax Financial Holdings Ltd (FRFHF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFH.TOFRFHFDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.99

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.19

+0.01

Martin ratioReturn relative to average drawdown

-0.38

-0.40

+0.02

FFH.TO vs. FRFHF - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is -0.15, which is comparable to the FRFHF Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FFH.TO and FRFHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFH.TO vs. FRFHF - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -56.23%, roughly equal to the maximum FRFHF drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FFH.TO and FRFHF.


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Drawdown Indicators


FFH.TOFRFHFDifference

Max Drawdown

Largest peak-to-trough decline

-56.23%

-58.15%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-18.91%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-18.91%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

-18.91%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-56.23%

-56.17%

-0.06%

Current Drawdown

Current decline from peak

-9.16%

-9.42%

+0.26%

Average Drawdown

Average peak-to-trough decline

-11.52%

-13.56%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

8.82%

+0.11%

Volatility

FFH.TO vs. FRFHF - Volatility Comparison

Fairfax Financial Holdings Limited (FFH.TO) and Fairfax Financial Holdings Ltd (FRFHF) have volatilities of 5.16% and 4.97%, 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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Volatility by Period


FFH.TOFRFHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.97%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

17.70%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

22.34%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

26.33%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.47%

27.65%

-2.18%

Dividends

FFH.TO vs. FRFHF - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.88%, less than FRFHF's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited
0.88%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
FRFHF
Fairfax Financial Holdings Ltd
0.90%0.79%1.08%1.09%1.68%2.03%2.93%2.13%2.27%1.89%2.09%2.12%

Financials

FFH.TO vs. FRFHF - Financials Comparison

This section allows you to compare key financial metrics between Fairfax Financial Holdings Limited and Fairfax Financial Holdings Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


4.00B5.00B6.00B7.00B8.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
6.41B
6.41B
(FFH.TO) Total Revenue
(FRFHF) Total Revenue
Values in USD except per share items

FFH.TO vs. FRFHF - Profitability Comparison

The chart below illustrates the profitability comparison between Fairfax Financial Holdings Limited and Fairfax Financial Holdings Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
15.4%
15.4%
Portfolio components
FFH.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Limited reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.

FRFHF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Ltd reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.

FFH.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Limited reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.

FRFHF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.

FFH.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Limited reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.

FRFHF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Fairfax Financial Holdings Ltd reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.


Frequently Asked Questions


FFH.TO and FRFHF have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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