GEI.TO vs. FIE.TO
GEI.TO (Gibson Energy Inc.) is a stock, while FIE.TO (iShares Canadian Financial Monthly Income ETF) is Canada Equities fund tracking the Morningstar Can Equity Tgt Alloc NR CAD. Over the past 10 years, GEI.TO returned 13.87%/yr vs 11.42%/yr for FIE.TO. At a 0.31 correlation, their price movements are largely independent.
Performance
GEI.TO vs. FIE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, GEI.TO achieves a 19.26% return, which is significantly higher than FIE.TO's 9.76% return. Over the past 10 years, GEI.TO has outperformed FIE.TO with an annualized return of 13.87%, while FIE.TO has yielded a comparatively lower 11.42% annualized return.
GEI.TO
- 1D
- 0.51%
- 1M
- 7.19%
- YTD
- 19.26%
- 6M
- 17.73%
- 1Y
- 34.70%
- 3Y*
- 18.04%
- 5Y*
- 10.54%
- 10Y*
- 13.87%
FIE.TO
- 1D
- 0.09%
- 1M
- 2.77%
- YTD
- 9.76%
- 6M
- 9.52%
- 1Y
- 28.53%
- 3Y*
- 23.89%
- 5Y*
- 11.99%
- 10Y*
- 11.42%
GEI.TO vs. FIE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEI.TO Gibson Energy Inc. | 19.26% | 10.05% | 30.48% | -8.16% | 12.19% | 15.88% | -17.02% | 50.39% | 10.63% | 3.07% |
FIE.TO iShares Canadian Financial Monthly Income ETF | 9.76% | 24.36% | 27.62% | 12.58% | -14.35% | 27.34% | 1.33% | 18.97% | -9.12% | 12.01% |
Correlation
The correlation between GEI.TO and FIE.TO is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2011 | 0.31 |
The correlation between GEI.TO and FIE.TO shifts across timeframes, from -0.10 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GEI.TO vs. FIE.TO — Risk / Return Rank
GEI.TO
FIE.TO
GEI.TO vs. FIE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gibson Energy Inc. (GEI.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.
| GEI.TO | FIE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.62 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.99 | -1.69 |
| Martin ratioReturn relative to average drawdown | 7.18 | 12.95 | -5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEI.TO | FIE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 3.20 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.14 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.82 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.70 | -0.33 |
Drawdowns
GEI.TO vs. FIE.TO - Drawdown Comparison
The maximum GEI.TO drawdown since its inception was -63.58%, which is greater than FIE.TO's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for GEI.TO and FIE.TO.
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Drawdown Indicators
| GEI.TO | FIE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.58% | -42.24% | -21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.16% | -7.19% | -7.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -10.70% | -9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -22.93% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -54.88% | -42.24% | -12.64% |
Current DrawdownCurrent decline from peak | -2.22% | -0.19% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -17.84% | -4.89% | -12.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 2.21% | +2.63% |
Volatility
GEI.TO vs. FIE.TO - Volatility Comparison
Gibson Energy Inc. (GEI.TO) has a higher volatility of 5.08% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.88%. This indicates that GEI.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEI.TO | FIE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 2.88% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 7.87% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 8.97% | +10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 10.54% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 14.09% | +14.57% |
Dividends
GEI.TO vs. FIE.TO - Dividend Comparison
GEI.TO's dividend yield for the trailing twelve months is around 5.90%, more than FIE.TO's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIE.TO iShares Canadian Financial Monthly Income ETF | 4.53% | 4.94% | 5.83% | 6.98% | 7.31% | 5.92% | 7.10% | 6.65% | 7.38% | 6.28% | 6.59% | 7.43% |
GEI.TO Gibson Energy Inc. | 5.90% | 6.85% | 6.70% | 7.75% | 6.26% | 6.24% | 6.61% | 4.96% | 7.07% | 7.26% | 6.95% | 9.26% |
Frequently Asked Questions
GEI.TO and FIE.TO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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