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FN.TO vs. BNS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FN.TOBNS.TO
YTD Return-1.90%5.24%
1Y Return1.55%5.53%
3Y Return (Ann)-3.48%-0.74%
5Y Return (Ann)12.46%4.16%
10Y Return (Ann)13.87%4.89%
Sharpe Ratio0.040.32
Daily Std Dev21.83%16.91%
Max Drawdown-63.24%-52.27%
Current Drawdown-12.51%-20.17%

Fundamentals


FN.TOBNS.TO
Market CapCA$2.20BCA$80.26B
EPSCA$4.39CA$6.11
PE Ratio8.3510.75
PEG Ratio0.581.41
Revenue (TTM)CA$772.21MCA$29.40B
Gross Profit (TTM)CA$525.70MCA$29.80B

Correlation

-0.50.00.51.00.4

The correlation between FN.TO and BNS.TO is 0.40, 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

FN.TO vs. BNS.TO - Performance Comparison

In the year-to-date period, FN.TO achieves a -1.90% return, which is significantly lower than BNS.TO's 5.24% return. Over the past 10 years, FN.TO has outperformed BNS.TO with an annualized return of 13.87%, while BNS.TO has yielded a comparatively lower 4.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,137.94%
169.06%
FN.TO
BNS.TO

Compare stocks, funds, or ETFs

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


First National Financial Corporation

The Bank of Nova Scotia

Risk-Adjusted Performance

FN.TO vs. BNS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First National Financial Corporation (FN.TO) and The Bank of Nova Scotia (BNS.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.


FN.TO
Sharpe ratio
The chart of Sharpe ratio for FN.TO, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00-0.02
Sortino ratio
The chart of Sortino ratio for FN.TO, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.006.000.14
Omega ratio
The chart of Omega ratio for FN.TO, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for FN.TO, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01
Martin ratio
The chart of Martin ratio for FN.TO, currently valued at -0.06, compared to the broader market-10.000.0010.0020.0030.00-0.06
BNS.TO
Sharpe ratio
The chart of Sharpe ratio for BNS.TO, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.000.21
Sortino ratio
The chart of Sortino ratio for BNS.TO, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for BNS.TO, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for BNS.TO, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for BNS.TO, currently valued at 0.52, compared to the broader market-10.000.0010.0020.0030.000.52

FN.TO vs. BNS.TO - Sharpe Ratio Comparison

The current FN.TO Sharpe Ratio is 0.04, which is lower than the BNS.TO Sharpe Ratio of 0.32. The chart below compares the 12-month rolling Sharpe Ratio of FN.TO and BNS.TO.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.02
0.21
FN.TO
BNS.TO

Dividends

FN.TO vs. BNS.TO - Dividend Comparison

FN.TO's dividend yield for the trailing twelve months is around 8.61%, more than BNS.TO's 6.45% yield.


TTM20232022202120202019201820172016201520142013
FN.TO
First National Financial Corporation
8.61%8.23%6.48%8.46%5.97%6.32%9.83%10.14%6.13%6.72%6.31%6.12%
BNS.TO
The Bank of Nova Scotia
6.45%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%3.86%2.74%

Drawdowns

FN.TO vs. BNS.TO - Drawdown Comparison

The maximum FN.TO drawdown since its inception was -63.24%, which is greater than BNS.TO's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for FN.TO and BNS.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchAprilMay
-22.77%
-25.99%
FN.TO
BNS.TO

Volatility

FN.TO vs. BNS.TO - Volatility Comparison

First National Financial Corporation (FN.TO) has a higher volatility of 8.37% compared to The Bank of Nova Scotia (BNS.TO) at 4.72%. This indicates that FN.TO's price experiences larger fluctuations and is considered to be riskier than BNS.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%December2024FebruaryMarchAprilMay
8.37%
4.72%
FN.TO
BNS.TO

Financials

FN.TO vs. BNS.TO - Financials Comparison

This section allows you to compare key financial metrics between First National Financial Corporation and The Bank of Nova Scotia. 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