PortfoliosLab logoPortfoliosLab logo
FFH.TO vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFH.TO vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fairfax Financial Holdings Limited (FFH.TO) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, FFH.TO achieves a -12.76% return, which is significantly lower than GDE's 5.26% return.


FFH.TO

1D
-0.71%
1M
4.27%
YTD
-12.76%
6M
-6.84%
1Y
-3.12%
3Y*
33.68%
5Y*
34.18%
10Y*
15.19%

GDE

1D
0.85%
1M
-7.45%
YTD
5.26%
6M
5.48%
1Y
44.88%
3Y*
44.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFH.TO vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FFH.TO
Fairfax Financial Holdings Limited
-12.76%32.23%66.26%54.96%30.87%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
5.26%65.83%57.05%30.67%-2.35%

Correlation

The correlation between FFH.TO and GDE is -0.01, 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

-0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.12

The correlation between FFH.TO and GDE shifts across timeframes, from -0.01 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FFH.TO vs. GDE — 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: 3232
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 3838
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4242
Overall Rank
GDE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GDE Omega Ratio Rank: 4646
Omega Ratio Rank
GDE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GDE Martin Ratio Rank: 3838
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. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.TOGDEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.00

1.28

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.12

2.09

-2.21

Martin ratioReturn relative to average drawdown

-0.27

6.21

-6.48

FFH.TO vs. GDE - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is -0.10, which is lower than the GDE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FFH.TO and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FFH.TO vs. GDE - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -56.23%, which is greater than GDE's maximum drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for FFH.TO and GDE.


Loading charts...

Drawdown Indicators


FFH.TOGDEDifference

Max Drawdown

Largest peak-to-trough decline

-56.23%

-25.43%

-30.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-21.40%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-21.40%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

Max Drawdown (10Y)

Largest decline over 10 years

-56.23%

Current Drawdown

Current decline from peak

-13.04%

-14.19%

+1.15%

Average Drawdown

Average peak-to-trough decline

-11.53%

-6.01%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

7.19%

+1.25%

Volatility

FFH.TO vs. GDE - Volatility Comparison

The current volatility for Fairfax Financial Holdings Limited (FFH.TO) is 5.99%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.85%. This indicates that FFH.TO experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FFH.TOGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

10.85%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

25.86%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

29.68%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

27.69%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

27.69%

-2.13%

Dividends

FFH.TO vs. GDE - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.92%, less than GDE's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited
0.92%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.19%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFH.TO and GDE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FFH.TO and GDE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer