FFN.TO vs. DGS.TO
Compare and contrast key facts about North American Financial 15 Split Corp. (FFN.TO) and Dividend Growth Split Corp. (DGS.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFN.TO or DGS.TO.
Key characteristics
| FFN.TO | DGS.TO | |
|---|---|---|
| YTD Return | 86.40% | 62.90% |
| 1Y Return | 180.56% | 88.87% |
| 3Y Return (Ann) | 8.47% | 14.59% |
| 5Y Return (Ann) | 11.67% | 19.92% |
| 10Y Return (Ann) | 2.42% | 11.00% |
| Sharpe Ratio | 4.64 | 4.39 |
| Sortino Ratio | 5.53 | 5.36 |
| Omega Ratio | 1.77 | 1.75 |
| Calmar Ratio | 2.34 | 3.02 |
| Martin Ratio | 41.21 | 44.28 |
| Ulcer Index | 4.36% | 2.03% |
| Daily Std Dev | 38.68% | 20.45% |
| Max Drawdown | -90.56% | -85.18% |
| Current Drawdown | -34.74% | 0.00% |
Fundamentals
| FFN.TO | DGS.TO | |
|---|---|---|
| Market Cap | CA$370.77M | CA$306.36M |
| EPS | CA$2.87 | CA$1.30 |
| PE Ratio | 2.44 | 5.46 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | CA$99.76M | CA$43.36M |
| Gross Profit (TTM) | CA$93.41M | CA$38.91M |
| EBITDA (TTM) | CA$184.10M | CA$80.79M |
Correlation
The correlation between FFN.TO and DGS.TO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FFN.TO vs. DGS.TO - Performance Comparison
In the year-to-date period, FFN.TO achieves a 86.40% return, which is significantly higher than DGS.TO's 62.90% return. Over the past 10 years, FFN.TO has underperformed DGS.TO with an annualized return of 2.42%, while DGS.TO has yielded a comparatively higher 11.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FFN.TO vs. DGS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for North American Financial 15 Split Corp. (FFN.TO) and Dividend Growth Split Corp. (DGS.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.
Dividends
FFN.TO vs. DGS.TO - Dividend Comparison
FFN.TO's dividend yield for the trailing twelve months is around 12.94%, less than DGS.TO's 15.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFN.TO North American Financial 15 Split Corp. | 12.94% | 5.14% | 13.43% | 18.28% | 6.65% | 7,609,030.01% | 11,701,163.86% | 6,470,486.85% | 3,608,540.74% | 6,677,726.64% | 6,966,984.60% | 4,977,297.57% |
DGS.TO Dividend Growth Split Corp. | 15.49% | 5.86% | 17.42% | 14.68% | 5.88% | 15.18% | 24.93% | 14.85% | 15.33% | 17.91% | 13.11% | 11.82% |
Drawdowns
FFN.TO vs. DGS.TO - Drawdown Comparison
The maximum FFN.TO drawdown since its inception was -90.56%, which is greater than DGS.TO's maximum drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for FFN.TO and DGS.TO. For additional features, visit the drawdowns tool.
Volatility
FFN.TO vs. DGS.TO - Volatility Comparison
North American Financial 15 Split Corp. (FFN.TO) has a higher volatility of 7.81% compared to Dividend Growth Split Corp. (DGS.TO) at 4.79%. This indicates that FFN.TO's price experiences larger fluctuations and is considered to be riskier than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FFN.TO vs. DGS.TO - Financials Comparison
This section allows you to compare key financial metrics between North American Financial 15 Split Corp. and Dividend Growth Split Corp.. 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