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

Key characteristics


FN.TOIFC.TO
YTD Return13.06%34.33%
1Y Return14.59%38.45%
3Y Return (Ann)6.75%20.07%
5Y Return (Ann)7.20%16.93%
10Y Return (Ann)14.36%15.76%
Sharpe Ratio0.902.30
Sortino Ratio1.203.52
Omega Ratio1.181.45
Calmar Ratio1.015.14
Martin Ratio2.3912.31
Ulcer Index7.06%3.02%
Daily Std Dev18.65%16.21%
Max Drawdown-63.24%-53.53%
Current Drawdown-0.48%-0.47%

Fundamentals


FN.TOIFC.TO
Market CapCA$2.48BCA$48.09B
EPSCA$3.79CA$11.36
PE Ratio10.8723.73
PEG Ratio0.580.87
Total Revenue (TTM)CA$1.21BCA$20.44B
Gross Profit (TTM)CA$130.57MCA$20.44B
EBITDA (TTM)CA$156.99MCA$993.00M

Correlation

-0.50.00.51.00.3

The correlation between FN.TO and IFC.TO is 0.32, 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. IFC.TO - Performance Comparison

In the year-to-date period, FN.TO achieves a 13.06% return, which is significantly lower than IFC.TO's 34.33% return. Over the past 10 years, FN.TO has underperformed IFC.TO with an annualized return of 14.36%, while IFC.TO has yielded a comparatively higher 15.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.84%
15.40%
FN.TO
IFC.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for First National Financial Corporation (FN.TO) and Intact Financial Corporation (IFC.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 0.77, compared to the broader market-4.00-2.000.002.000.77
Sortino ratio
The chart of Sortino ratio for FN.TO, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Omega ratio
The chart of Omega ratio for FN.TO, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for FN.TO, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for FN.TO, currently valued at 1.94, compared to the broader market-10.000.0010.0020.0030.001.94
IFC.TO
Sharpe ratio
The chart of Sharpe ratio for IFC.TO, currently valued at 2.04, compared to the broader market-4.00-2.000.002.002.05
Sortino ratio
The chart of Sortino ratio for IFC.TO, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.003.05
Omega ratio
The chart of Omega ratio for IFC.TO, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for IFC.TO, currently valued at 4.24, compared to the broader market0.002.004.006.004.24
Martin ratio
The chart of Martin ratio for IFC.TO, currently valued at 10.46, compared to the broader market-10.000.0010.0020.0030.0010.46

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

The current FN.TO Sharpe Ratio is 0.90, which is lower than the IFC.TO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FN.TO and IFC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.77
2.05
FN.TO
IFC.TO

Dividends

FN.TO vs. IFC.TO - Dividend Comparison

FN.TO's dividend yield for the trailing twelve months is around 7.65%, more than IFC.TO's 1.75% yield.


TTM20232022202120202019201820172016201520142013
FN.TO
First National Financial Corporation
7.65%8.21%6.48%8.46%5.97%6.32%9.83%10.14%6.13%6.72%6.31%6.12%
IFC.TO
Intact Financial Corporation
1.75%2.16%2.05%2.07%2.20%2.16%2.82%2.44%2.41%2.39%2.29%2.54%

Drawdowns

FN.TO vs. IFC.TO - Drawdown Comparison

The maximum FN.TO drawdown since its inception was -63.24%, which is greater than IFC.TO's maximum drawdown of -53.53%. Use the drawdown chart below to compare losses from any high point for FN.TO and IFC.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.51%
-1.18%
FN.TO
IFC.TO

Volatility

FN.TO vs. IFC.TO - Volatility Comparison

The current volatility for First National Financial Corporation (FN.TO) is 3.90%, while Intact Financial Corporation (IFC.TO) has a volatility of 4.57%. This indicates that FN.TO experiences smaller price fluctuations and is considered to be less risky than IFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
4.57%
FN.TO
IFC.TO

Financials

FN.TO vs. IFC.TO - Financials Comparison

This section allows you to compare key financial metrics between First National Financial Corporation and Intact Financial 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