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FSV.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

FSV.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in FirstService Corporation (FSV.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FSV.TO achieves a -2.89% return, which is significantly lower than ^TNX's 13.07% return. Over the past 10 years, FSV.TO has outperformed ^TNX with an annualized return of 14.11%, while ^TNX has yielded a comparatively lower 12.12% annualized return.


FSV.TO

1D
-0.89%
1M
7.29%
6M
-8.62%
YTD
-2.89%
1Y
-14.83%
3Y*
0.48%
5Y*
-1.75%
10Y*
14.11%
ALL TIME*
23.21%

^TNX

1D
1.13%
1M
2.71%
6M
9.70%
YTD
13.07%
1Y
5.88%
3Y*
8.44%
5Y*
31.77%
10Y*
12.12%
ALL TIME*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSV.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSV.TO
FirstService Corporation
-2.89%-17.49%22.03%30.24%-32.91%43.20%44.98%29.71%7.20%38.84%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.07%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%21.07%-8.33%

Correlation

The correlation between FSV.TO and ^TNX is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

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

-0.16

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

-0.10

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since May 27, 2015

-0.02

Over the past year, the inverse relationship between FSV.TO and ^TNX has strengthened: their correlation has moved from -0.02 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

FSV.TO vs. ^TNX — Risk / Return Rank

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

FSV.TO
FSV.TO Risk / Return Rank: 2626
Overall Rank
FSV.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FSV.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
FSV.TO Omega Ratio Rank: 2222
Omega Ratio Rank
FSV.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
FSV.TO Martin Ratio Rank: 3434
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1515
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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.

FSV.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstService Corporation (FSV.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.


FSV.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.93

1.07

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.37

0.56

-0.93

Martin ratioReturn relative to average drawdown

-0.59

1.23

-1.82

FSV.TO vs. ^TNX - Sharpe Ratio Comparison

The current FSV.TO Sharpe Ratio is -0.51, which is lower than the ^TNX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FSV.TO and ^TNX, 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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Drawdowns

FSV.TO vs. ^TNX - Drawdown Comparison

The maximum FSV.TO drawdown since its inception was -42.79%, smaller than the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for FSV.TO and ^TNX.


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Drawdown Indicators


FSV.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-42.79%

-89.94%

+47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-40.26%

-10.53%

-29.73%

Max Drawdown (3Y)

Largest decline over 3 years

-40.26%

-28.13%

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-42.58%

-28.13%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-83.97%

+41.18%

Current Drawdown

Current decline from peak

-27.83%

-6.90%

-20.93%

Average Drawdown

Average peak-to-trough decline

-11.70%

-44.63%

+32.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.06%

5.15%

+19.91%

Volatility

FSV.TO vs. ^TNX - Volatility Comparison

FirstService Corporation (FSV.TO) has a higher volatility of 8.24% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.38%. This indicates that FSV.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSV.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

4.38%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.86%

11.80%

+10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

29.09%

15.46%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.42%

32.06%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

48.34%

-22.19%

Frequently Asked Questions


FSV.TO and ^TNX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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