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FFH.TO vs. ONEX.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FFH.TOONEX.TO
YTD Return28.94%4.35%
1Y Return62.28%60.95%
3Y Return (Ann)42.54%3.77%
5Y Return (Ann)23.07%4.92%
10Y Return (Ann)14.31%5.03%
Sharpe Ratio2.572.78
Daily Std Dev24.66%21.39%
Max Drawdown-88.18%-70.48%
Current Drawdown-1.26%-9.74%

Fundamentals


FFH.TOONEX.TO
Market CapCA$36.23BCA$7.41B
EPSCA$210.34CA$13.12
PE Ratio7.377.34
Revenue (TTM)CA$31.89BCA$1.12B
Gross Profit (TTM)CA$9.52BCA$168.00M
EBITDA (TTM)CA$5.70BCA$815.00M

Correlation

-0.50.00.51.00.2

The correlation between FFH.TO and ONEX.TO is 0.22, 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.

Performance

FFH.TO vs. ONEX.TO - Performance Comparison

In the year-to-date period, FFH.TO achieves a 28.94% return, which is significantly higher than ONEX.TO's 4.35% return. Over the past 10 years, FFH.TO has outperformed ONEX.TO with an annualized return of 14.31%, while ONEX.TO has yielded a comparatively lower 5.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
11,541.43%
4,868.34%
FFH.TO
ONEX.TO

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Fairfax Financial Holdings Limited

Onex Corporation

Risk-Adjusted Performance

FFH.TO vs. ONEX.TO - Risk-Adjusted Performance Comparison

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


FFH.TO
Sharpe ratio
The chart of Sharpe ratio for FFH.TO, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for FFH.TO, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.006.002.92
Omega ratio
The chart of Omega ratio for FFH.TO, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for FFH.TO, currently valued at 4.60, compared to the broader market0.002.004.006.004.60
Martin ratio
The chart of Martin ratio for FFH.TO, currently valued at 19.40, compared to the broader market-10.000.0010.0020.0030.0019.40
ONEX.TO
Sharpe ratio
The chart of Sharpe ratio for ONEX.TO, currently valued at 2.48, compared to the broader market-2.00-1.000.001.002.003.004.002.48
Sortino ratio
The chart of Sortino ratio for ONEX.TO, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for ONEX.TO, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for ONEX.TO, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Martin ratio
The chart of Martin ratio for ONEX.TO, currently valued at 10.57, compared to the broader market-10.000.0010.0020.0030.0010.57

FFH.TO vs. ONEX.TO - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is 2.57, which roughly equals the ONEX.TO Sharpe Ratio of 2.78. The chart below compares the 12-month rolling Sharpe Ratio of FFH.TO and ONEX.TO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.43
2.48
FFH.TO
ONEX.TO

Dividends

FFH.TO vs. ONEX.TO - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.97%, more than ONEX.TO's 0.42% yield.


TTM20232022202120202019201820172016201520142013
FFH.TO
Fairfax Financial Holdings Limited
0.97%0.82%1.25%1.60%2.30%1.64%1.66%1.49%1.54%1.52%1.64%2.33%
ONEX.TO
Onex Corporation
0.42%0.43%0.61%0.40%0.55%0.46%0.44%0.31%0.29%0.27%0.26%0.23%

Drawdowns

FFH.TO vs. ONEX.TO - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -88.18%, which is greater than ONEX.TO's maximum drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for FFH.TO and ONEX.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-0.83%
-11.03%
FFH.TO
ONEX.TO

Volatility

FFH.TO vs. ONEX.TO - Volatility Comparison

The current volatility for Fairfax Financial Holdings Limited (FFH.TO) is 4.66%, while Onex Corporation (ONEX.TO) has a volatility of 6.97%. This indicates that FFH.TO experiences smaller price fluctuations and is considered to be less risky than ONEX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
4.66%
6.97%
FFH.TO
ONEX.TO

Financials

FFH.TO vs. ONEX.TO - Financials Comparison

This section allows you to compare key financial metrics between Fairfax Financial Holdings Limited and Onex Corporation. 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



Values in CAD except per share items