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GDL.TO vs. XUS-U.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDL.TO and XUS-U.TO is 0.22, 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.


Performance

GDL.TO vs. XUS-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goodfellow Inc. (GDL.TO) and iShares Core S&P 500 Index ETF (XUS-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GDL.TO:

-0.43

XUS-U.TO:

0.51

Sortino Ratio

GDL.TO:

-0.42

XUS-U.TO:

0.87

Omega Ratio

GDL.TO:

0.94

XUS-U.TO:

1.13

Calmar Ratio

GDL.TO:

-0.11

XUS-U.TO:

0.54

Martin Ratio

GDL.TO:

-0.94

XUS-U.TO:

2.10

Ulcer Index

GDL.TO:

12.11%

XUS-U.TO:

4.81%

Daily Std Dev

GDL.TO:

26.72%

XUS-U.TO:

18.94%

Max Drawdown

GDL.TO:

-100.00%

XUS-U.TO:

-33.55%

Current Drawdown

GDL.TO:

-100.00%

XUS-U.TO:

-7.72%

Returns By Period

In the year-to-date period, GDL.TO achieves a -6.34% return, which is significantly lower than XUS-U.TO's -3.62% return.


GDL.TO

YTD

-6.34%

1M

2.56%

6M

-9.88%

1Y

-11.35%

5Y*

36.89%

10Y*

9.43%

XUS-U.TO

YTD

-3.62%

1M

7.48%

6M

-5.23%

1Y

9.38%

5Y*

15.44%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GDL.TO vs. XUS-U.TO — Risk-Adjusted Performance Rank

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

GDL.TO
The Risk-Adjusted Performance Rank of GDL.TO is 3030
Overall Rank
The Sharpe Ratio Rank of GDL.TO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of GDL.TO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of GDL.TO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of GDL.TO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of GDL.TO is 2929
Martin Ratio Rank

XUS-U.TO
The Risk-Adjusted Performance Rank of XUS-U.TO is 6363
Overall Rank
The Sharpe Ratio Rank of XUS-U.TO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of XUS-U.TO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XUS-U.TO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XUS-U.TO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of XUS-U.TO is 6464
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.

GDL.TO vs. XUS-U.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goodfellow Inc. (GDL.TO) and iShares Core S&P 500 Index ETF (XUS-U.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.


The current GDL.TO Sharpe Ratio is -0.43, which is lower than the XUS-U.TO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GDL.TO and XUS-U.TO, 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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Dividends

GDL.TO vs. XUS-U.TO - Dividend Comparison

GDL.TO's dividend yield for the trailing twelve months is around 7.16%, more than XUS-U.TO's 0.77% yield.


TTM20242023202220212020201920182017201620152014
GDL.TO
Goodfellow Inc.
7.16%9.39%10.53%11.05%11.20%9.58%8.50%0.00%0.00%3.36%3.50%4.66%
XUS-U.TO
iShares Core S&P 500 Index ETF
0.77%0.74%0.90%1.04%0.71%0.91%0.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GDL.TO vs. XUS-U.TO - Drawdown Comparison

The maximum GDL.TO drawdown since its inception was -100.00%, which is greater than XUS-U.TO's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for GDL.TO and XUS-U.TO. For additional features, visit the drawdowns tool.


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Volatility

GDL.TO vs. XUS-U.TO - Volatility Comparison

Goodfellow Inc. (GDL.TO) has a higher volatility of 9.52% compared to iShares Core S&P 500 Index ETF (XUS-U.TO) at 7.19%. This indicates that GDL.TO's price experiences larger fluctuations and is considered to be riskier than XUS-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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