DGS.TO vs. FTN.TO
Compare and contrast key facts about Dividend Growth Split Corp. (DGS.TO) and Financial 15 Split Corp. (FTN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGS.TO or FTN.TO.
Key characteristics
| DGS.TO | FTN.TO | |
|---|---|---|
| YTD Return | 62.90% | 37.79% |
| 1Y Return | 88.87% | 74.07% |
| 3Y Return (Ann) | 14.59% | 8.47% |
| 5Y Return (Ann) | 19.92% | 1.86% |
| 10Y Return (Ann) | 11.00% | 5.39% |
| Sharpe Ratio | 4.39 | 4.71 |
| Sortino Ratio | 5.36 | 5.98 |
| Omega Ratio | 1.75 | 1.93 |
| Calmar Ratio | 3.02 | 1.52 |
| Martin Ratio | 44.28 | 43.66 |
| Ulcer Index | 2.03% | 1.70% |
| Daily Std Dev | 20.45% | 15.74% |
| Max Drawdown | -85.18% | -84.76% |
| Current Drawdown | 0.00% | -10.87% |
Fundamentals
| DGS.TO | FTN.TO |
|---|
Correlation
The correlation between DGS.TO and FTN.TO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DGS.TO vs. FTN.TO - Performance Comparison
In the year-to-date period, DGS.TO achieves a 62.90% return, which is significantly higher than FTN.TO's 37.79% return. Over the past 10 years, DGS.TO has outperformed FTN.TO with an annualized return of 11.00%, while FTN.TO has yielded a comparatively lower 5.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DGS.TO vs. FTN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dividend Growth Split Corp. (DGS.TO) and Financial 15 Split Corp. (FTN.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.
Dividends
DGS.TO vs. FTN.TO - Dividend Comparison
DGS.TO's dividend yield for the trailing twelve months is around 15.49%, less than FTN.TO's 16.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS.TO Dividend Growth Split Corp. | 15.49% | 5.86% | 17.42% | 14.68% | 5.88% | 15.18% | 24.93% | 14.85% | 15.33% | 17.91% | 13.11% | 11.82% |
FTN.TO Financial 15 Split Corp. | 16.40% | 19.38% | 16.38% | 13.16% | 8.94% | 19.74% | 23.69% | 14.69% | 15.67% | 15.51% | 15.62% | 14.90% |
Drawdowns
DGS.TO vs. FTN.TO - Drawdown Comparison
The maximum DGS.TO drawdown since its inception was -85.18%, roughly equal to the maximum FTN.TO drawdown of -84.76%. Use the drawdown chart below to compare losses from any high point for DGS.TO and FTN.TO. For additional features, visit the drawdowns tool.
Volatility
DGS.TO vs. FTN.TO - Volatility Comparison
The current volatility for Dividend Growth Split Corp. (DGS.TO) is 4.79%, while Financial 15 Split Corp. (FTN.TO) has a volatility of 5.53%. This indicates that DGS.TO experiences smaller price fluctuations and is considered to be less risky than FTN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DGS.TO vs. FTN.TO - Financials Comparison
This section allows you to compare key financial metrics between Dividend Growth Split Corp. and Financial 15 Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities