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FTT.TO vs. TMFC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTT.TO vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Finning International Inc. (FTT.TO) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

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FTT.TO vs. TMFC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTT.TO
Finning International Inc.
16.12%99.50%2.20%16.93%8.70%21.09%11.28%10.09%-27.94%
TMFC
Motley Fool 100 Index ETF
-6.84%14.07%46.78%43.80%-25.93%24.16%39.60%28.08%4.39%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FTT.TO achieves a 16.12% return, which is significantly higher than TMFC's -6.84% return.


FTT.TO

1D
2.93%
1M
-6.39%
YTD
16.12%
6M
34.12%
1Y
116.59%
3Y*
40.06%
5Y*
24.66%
10Y*
19.60%

TMFC

1D
2.85%
1M
-3.26%
YTD
-6.84%
6M
-6.51%
1Y
14.65%
3Y*
24.53%
5Y*
15.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FTT.TO vs. TMFC — Risk / Return Rank

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

FTT.TO
FTT.TO Risk / Return Rank: 9797
Overall Rank
FTT.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FTT.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTT.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FTT.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTT.TO Martin Ratio Rank: 9898
Martin Ratio Rank

TMFC
TMFC Risk / Return Rank: 6060
Overall Rank
TMFC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TMFC Sortino Ratio Rank: 6060
Sortino Ratio Rank
TMFC Omega Ratio Rank: 6161
Omega Ratio Rank
TMFC Calmar Ratio Rank: 6565
Calmar Ratio Rank
TMFC Martin Ratio Rank: 6060
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.

FTT.TO vs. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Finning International Inc. (FTT.TO) and Motley Fool 100 Index ETF (TMFC). 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.


FTT.TOTMFCDifference

Sharpe ratio

Return per unit of total volatility

3.15

0.75

+2.41

Sortino ratio

Return per unit of downside risk

3.77

1.16

+2.61

Omega ratio

Gain probability vs. loss probability

1.54

1.17

+0.37

Calmar ratio

Return relative to maximum drawdown

6.71

1.21

+5.50

Martin ratio

Return relative to average drawdown

23.12

3.62

+19.50

FTT.TO vs. TMFC - Sharpe Ratio Comparison

The current FTT.TO Sharpe Ratio is 3.15, which is higher than the TMFC Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FTT.TO and TMFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTT.TOTMFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

0.75

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.82

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.88

-0.50

Correlation

The correlation between FTT.TO and TMFC is 0.30, 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.


Dividends

FTT.TO vs. TMFC - Dividend Comparison

FTT.TO's dividend yield for the trailing twelve months is around 1.41%, more than TMFC's 0.16% yield.


TTM20252024202320222021202020192018201720162015
FTT.TO
Finning International Inc.
1.41%1.59%2.82%2.57%2.77%2.70%3.03%3.22%3.32%2.35%2.78%3.89%
TMFC
Motley Fool 100 Index ETF
0.16%0.14%0.40%0.26%0.27%0.23%0.42%0.50%0.61%0.00%0.00%0.00%

Drawdowns

FTT.TO vs. TMFC - Drawdown Comparison

The maximum FTT.TO drawdown since its inception was -68.67%, which is greater than TMFC's maximum drawdown of -30.18%. Use the drawdown chart below to compare losses from any high point for FTT.TO and TMFC.


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Drawdown Indicators


FTT.TOTMFCDifference

Max Drawdown

Largest peak-to-trough decline

-68.67%

-33.06%

-35.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-12.64%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-39.10%

-33.06%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-65.63%

Current Drawdown

Current decline from peak

-12.13%

-9.95%

-2.18%

Average Drawdown

Average peak-to-trough decline

-17.24%

-6.88%

-10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

3.54%

+1.58%

Volatility

FTT.TO vs. TMFC - Volatility Comparison

Finning International Inc. (FTT.TO) has a higher volatility of 13.46% compared to Motley Fool 100 Index ETF (TMFC) at 5.63%. This indicates that FTT.TO's price experiences larger fluctuations and is considered to be riskier than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTT.TOTMFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

5.63%

+7.83%

Volatility (6M)

Calculated over the trailing 6-month period

24.55%

10.53%

+14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

37.22%

19.98%

+17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.76%

18.83%

+12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.54%

20.42%

+11.12%