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FSV.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FSV.TO and ^TNX is 0.00, 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.


-0.50.00.51.00.0

Performance

FSV.TO vs. ^TNX - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%SeptemberOctoberNovemberDecember2025February
1,294.91%
109.46%
FSV.TO
^TNX

Key characteristics

Sharpe Ratio

FSV.TO:

0.63

^TNX:

0.17

Sortino Ratio

FSV.TO:

1.07

^TNX:

0.40

Omega Ratio

FSV.TO:

1.12

^TNX:

1.04

Calmar Ratio

FSV.TO:

0.51

^TNX:

0.07

Martin Ratio

FSV.TO:

1.79

^TNX:

0.35

Ulcer Index

FSV.TO:

6.43%

^TNX:

10.42%

Daily Std Dev

FSV.TO:

18.36%

^TNX:

21.06%

Max Drawdown

FSV.TO:

-42.79%

^TNX:

-93.78%

Current Drawdown

FSV.TO:

-9.57%

^TNX:

-44.26%

Returns By Period

In the year-to-date period, FSV.TO achieves a -4.51% return, which is significantly lower than ^TNX's -2.21% return.


FSV.TO

YTD

-4.51%

1M

-5.69%

6M

6.01%

1Y

11.99%

5Y*

11.73%

10Y*

N/A

^TNX

YTD

-2.21%

1M

-2.97%

6M

14.90%

1Y

4.12%

5Y*

23.59%

10Y*

7.81%

*Annualized

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

FSV.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

FSV.TO
The Risk-Adjusted Performance Rank of FSV.TO is 6262
Overall Rank
The Sharpe Ratio Rank of FSV.TO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSV.TO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FSV.TO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FSV.TO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSV.TO is 6464
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 1616
Overall Rank
The Sharpe Ratio Rank of ^TNX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


Sharpe ratio
The chart of Sharpe ratio for FSV.TO, currently valued at 0.31, compared to the broader market-2.000.002.004.000.310.16
The chart of Sortino ratio for FSV.TO, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.006.000.590.39
The chart of Omega ratio for FSV.TO, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.04
The chart of Calmar ratio for FSV.TO, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.12
The chart of Martin ratio for FSV.TO, currently valued at 0.79, compared to the broader market-10.000.0010.0020.0030.000.790.32
FSV.TO
^TNX

The current FSV.TO Sharpe Ratio is 0.63, which is higher than the ^TNX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FSV.TO and ^TNX, 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 Ratio-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.31
0.16
FSV.TO
^TNX

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 -93.78%. Use the drawdown chart below to compare losses from any high point for FSV.TO and ^TNX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.70%
-10.34%
FSV.TO
^TNX

Volatility

FSV.TO vs. ^TNX - Volatility Comparison

FirstService Corporation (FSV.TO) has a higher volatility of 6.81% compared to Treasury Yield 10 Years (^TNX) at 5.41%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.81%
5.41%
FSV.TO
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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