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FOOD.TO vs. NEGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOOD.TO vs. NEGG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Goodfood Market Corp. (FOOD.TO) and Newegg Commerce, Inc. (NEGG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FOOD.TO is traded in CAD, while NEGG is traded in USD. To make them comparable, the NEGG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FOOD.TO achieves a -37.31% return, which is significantly higher than NEGG's -65.30% return.


FOOD.TO

1D
-4.55%
1M
2.44%
YTD
-37.31%
6M
-8.70%
1Y
40.00%
3Y*
-25.11%
5Y*
-51.67%
10Y*

NEGG

1D
-5.82%
1M
-44.34%
YTD
-65.30%
6M
-76.38%
1Y
67.85%
3Y*
-8.84%
5Y*
-37.42%
10Y*
-23.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOOD.TO vs. NEGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOOD.TO
Goodfood Market Corp.
-37.31%-11.84%55.10%-45.56%-88.94%-66.42%287.22%17.23%8.10%7.39%
NEGG
Newegg Commerce, Inc.
-65.30%510.90%-65.84%-5.94%-86.47%147.62%49.99%-71.48%-29.74%38.57%

Correlation

The correlation between FOOD.TO and NEGG is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.08

The correlation between FOOD.TO and NEGG shifts across timeframes, from -0.06 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FOOD.TO:

-CA$0.13

NEGG:

-$1.16

PS Ratio

FOOD.TO:

0.20

NEGG:

0.26

Total Revenue (TTM)

FOOD.TO:

CA$105.76M

NEGG:

$1.31B

Gross Profit (TTM)

FOOD.TO:

CA$39.66M

NEGG:

$148.16M

EBITDA (TTM)

FOOD.TO:

CA$510.00K

NEGG:

-$19.73M

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Return for Risk

FOOD.TO vs. NEGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOOD.TO
FOOD.TO Risk / Return Rank: 6060
Overall Rank
FOOD.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FOOD.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
FOOD.TO Omega Ratio Rank: 6262
Omega Ratio Rank
FOOD.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FOOD.TO Martin Ratio Rank: 5959
Martin Ratio Rank

NEGG
NEGG Risk / Return Rank: 6363
Overall Rank
NEGG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NEGG Sortino Ratio Rank: 7777
Sortino Ratio Rank
NEGG Omega Ratio Rank: 7272
Omega Ratio Rank
NEGG Calmar Ratio Rank: 5858
Calmar Ratio Rank
NEGG Martin Ratio Rank: 5353
Martin Ratio Rank
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.

FOOD.TO vs. NEGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goodfood Market Corp. (FOOD.TO) and Newegg Commerce, Inc. (NEGG). 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.


FOOD.TONEGGDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

0.87

0.79

+0.08

Martin ratioReturn relative to average drawdown

1.58

1.20

+0.39

FOOD.TO vs. NEGG - Sharpe Ratio Comparison

The current FOOD.TO Sharpe Ratio is 0.45, which is comparable to the NEGG Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FOOD.TO and NEGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FOOD.TONEGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.37

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

-0.25

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.19

-0.15

Drawdowns

FOOD.TO vs. NEGG - Drawdown Comparison

The maximum FOOD.TO drawdown since its inception was -99.07%, roughly equal to the maximum NEGG drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for FOOD.TO and NEGG.


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Drawdown Indicators


FOOD.TONEGGDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-99.77%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-46.38%

-86.34%

+39.96%

Max Drawdown (3Y)

Largest decline over 3 years

-74.04%

-90.04%

+16.00%

Max Drawdown (5Y)

Largest decline over 5 years

-98.74%

-99.71%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

Current Drawdown

Current decline from peak

-98.55%

-98.86%

+0.31%

Average Drawdown

Average peak-to-trough decline

-58.00%

-83.99%

+25.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.35%

56.92%

-31.57%

Volatility

FOOD.TO vs. NEGG - Volatility Comparison

The current volatility for Goodfood Market Corp. (FOOD.TO) is 19.22%, while Newegg Commerce, Inc. (NEGG) has a volatility of 21.95%. This indicates that FOOD.TO experiences smaller price fluctuations and is considered to be less risky than NEGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOOD.TONEGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.22%

21.95%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

49.90%

62.88%

-12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

88.46%

196.94%

-108.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.45%

152.04%

-74.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.80%

145.40%

-75.60%

Dividends

FOOD.TO vs. NEGG - Dividend Comparison

Neither FOOD.TO nor NEGG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FOOD.TO vs. NEGG - Financials Comparison

This section allows you to compare key financial metrics between Goodfood Market Corp. and Newegg Commerce, Inc.. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
22.51M
347.84M
(FOOD.TO) Total Revenue
(NEGG) Total Revenue
Please note, different currencies. FOOD.TO values in CAD, NEGG values in USD

Frequently Asked Questions


FOOD.TO and NEGG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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