FFH.TO vs. SEQUX

Last updated Jun 16, 2026

FFH.TO (Fairfax Financial Holdings Limited) is a stock, while SEQUX (Sequoia Fund) is Large Cap Growth Equities fund managed by Sequoia. Over the past 10 years, FFH.TO returned 15.51%/yr vs 13.20%/yr for SEQUX. At a 0.17 correlation, their price movements are largely independent.

Performance

FFH.TO vs. SEQUX - Performance Comparison

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

Different Trading Currencies

FFH.TO is traded in CAD, while SEQUX is traded in USD. To make them comparable, the SEQUX 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 -12.57% return, which is significantly lower than SEQUX's -0.82% return. Over the past 10 years, FFH.TO has outperformed SEQUX with an annualized return of 15.51%, while SEQUX has yielded a comparatively lower 13.20% annualized return.

FFH.TO

• 1D: 0.21%
• 1M: 4.50%
• YTD: -12.57%
• 6M: -8.40%
• 1Y: -2.91%
• 3Y*: 34.17%
• 5Y*: 34.53%
• 10Y*: 15.51%

SEQUX

• 1D: 0.68%
• 1M: 3.62%
• YTD: -0.82%
• 6M: -0.08%
• 1Y: 7.17%
• 3Y*: 19.30%
• 5Y*: 10.08%
• 10Y*: 13.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFH.TO vs. SEQUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFH.TO Fairfax Financial Holdings Limited	-12.57%	32.23%	66.26%	54.96%	31.51%	47.26%	-27.31%	3.64%	-8.51%	5.43%
SEQUX Sequoia Fund	-0.82%	16.44%	30.99%	24.79%	-26.21%	25.29%	20.61%	23.86%	5.05%	11.91%

Correlation

The correlation between FFH.TO and SEQUX is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jul 13, 2006	0.17

The correlation between FFH.TO and SEQUX shifts across timeframes, from 0.08 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FFH.TO vs. SEQUX — 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: 34
FFH.TO Sharpe Ratio Rank: 36
FFH.TO Sortino Ratio Rank: 31
FFH.TO Omega Ratio Rank: 31
FFH.TO Calmar Ratio Rank: 37
FFH.TO Martin Ratio Rank: 37

SEQUX

SEQUX Risk / Return Rank: 5
SEQUX Sharpe Ratio Rank: 5
SEQUX Sortino Ratio Rank: 5
SEQUX Omega Ratio Rank: 5
SEQUX Calmar Ratio Rank: 5
SEQUX Martin Ratio Rank: 5

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. SEQUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) and Sequoia Fund (SEQUX). 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.TO	SEQUX	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	0.38	-0.51
Sortino ratio: Return per unit of downside risk	-0.02	0.67	-0.70
Omega ratio: Gain probability vs. loss probability	1.00	1.08	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.15	0.36	-0.51
Martin ratio: Return relative to average drawdown	-0.34	0.96	-1.30

FFH.TO vs. SEQUX - Sharpe Ratio Comparison

The current FFH.TO Sharpe Ratio is -0.13, which is lower than the SEQUX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FFH.TO and SEQUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFH.TO vs. SEQUX - Drawdown Comparison

The maximum FFH.TO drawdown since its inception was -56.23%, which is greater than SEQUX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for FFH.TO and SEQUX.

Drawdown Indicators

	FFH.TO	SEQUX	Difference
Max Drawdown Largest peak-to-trough decline	-56.23%	-35.25%	-20.98%
Max Drawdown (1Y) Largest decline over 1 year	-18.88%	-16.70%	-2.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.88%	-16.70%	-2.18%
Max Drawdown (5Y) Largest decline over 5 years	-18.88%	-32.58%	+13.70%
Max Drawdown (10Y) Largest decline over 10 years	-56.23%	-32.58%	-23.65%
Current Drawdown Current decline from peak	-12.86%	-6.27%	-6.59%
Average Drawdown Average peak-to-trough decline	-11.53%	-10.07%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.48%	5.82%	+2.66%

Volatility

FFH.TO vs. SEQUX - Volatility Comparison

Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 5.90% compared to Sequoia Fund (SEQUX) at 4.43%. This indicates that FFH.TO's price experiences larger fluctuations and is considered to be riskier than SEQUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFH.TO	SEQUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	4.43%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	17.63%	13.03%	+4.60%
Volatility (1Y) Calculated over the trailing 1-year period	22.58%	15.64%	+6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.00%	18.62%	+5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.56%	18.97%	+6.59%

Dividends

FFH.TO vs. SEQUX - Dividend Comparison

FFH.TO's dividend yield for the trailing twelve months is around 0.92%, less than SEQUX's 10.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SEQUX Sequoia Fund	10.00%	9.72%	4.97%	0.00%	3.09%	14.82%	13.50%	8.14%	25.71%	13.72%	18.84%	5.07%

Frequently Asked Questions

Can I hold both FFH.TO and SEQUX in my portfolio?

FFH.TO and SEQUX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.