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GFT.DE vs. EXE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFT.DE vs. EXE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in GFT Technologies SE (GFT.DE) and Extendicare Inc. (EXE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GFT.DE is traded in EUR, while EXE.TO is traded in CAD. To make them comparable, the EXE.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GFT.DE achieves a 22.23% return, which is significantly lower than EXE.TO's 51.20% return. Over the past 10 years, GFT.DE has underperformed EXE.TO with an annualized return of 2.50%, while EXE.TO has yielded a comparatively higher 20.59% annualized return.


GFT.DE

1D
2.66%
1M
21.84%
YTD
22.23%
6M
27.34%
1Y
-0.86%
3Y*
-5.29%
5Y*
3.92%
10Y*
2.50%

EXE.TO

1D
0.85%
1M
4.83%
YTD
51.20%
6M
47.70%
1Y
121.06%
3Y*
65.97%
5Y*
36.30%
10Y*
20.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFT.DE vs. EXE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFT.DE
GFT Technologies SE
22.23%-12.46%-27.79%-6.65%-25.86%290.19%4.55%81.08%-47.44%-35.39%
EXE.TO
Extendicare Inc.
51.19%92.21%52.09%18.36%-4.74%26.96%-20.36%51.32%-28.63%-8.82%

Correlation

The correlation between GFT.DE and EXE.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2012

0.15

The correlation between GFT.DE and EXE.TO shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GFT.DE vs. EXE.TO — Risk / Return Rank

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

GFT.DE
GFT.DE Risk / Return Rank: 3838
Overall Rank
GFT.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GFT.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
GFT.DE Omega Ratio Rank: 3636
Omega Ratio Rank
GFT.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
GFT.DE Martin Ratio Rank: 3939
Martin Ratio Rank

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

GFT.DE vs. EXE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GFT Technologies SE (GFT.DE) and Extendicare Inc. (EXE.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.


GFT.DEEXE.TODifference
Sharpe ratioReturn per unit of total volatility

-3.72

Sortino ratioReturn per unit of downside risk

-5.10

Omega ratioGain probability vs. loss probability

1.03

1.65

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.07

7.53

-7.60

Martin ratioReturn relative to average drawdown

-0.13

20.08

-20.21

GFT.DE vs. EXE.TO - Sharpe Ratio Comparison

The current GFT.DE Sharpe Ratio is -0.07, which is lower than the EXE.TO Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of GFT.DE and EXE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GFT.DEEXE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

3.66

-3.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

1.46

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.76

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.54

-0.51

Drawdowns

GFT.DE vs. EXE.TO - Drawdown Comparison

The maximum GFT.DE drawdown since its inception was -98.96%, which is greater than EXE.TO's maximum drawdown of -50.03%. Use the drawdown chart below to compare losses from any high point for GFT.DE and EXE.TO.


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Drawdown Indicators


GFT.DEEXE.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-50.03%

-48.93%

Max Drawdown (1Y)

Largest decline over 1 year

-42.97%

-16.17%

-26.80%

Max Drawdown (3Y)

Largest decline over 3 years

-56.30%

-21.74%

-34.56%

Max Drawdown (5Y)

Largest decline over 5 years

-69.31%

-26.52%

-42.79%

Max Drawdown (10Y)

Largest decline over 10 years

-70.71%

-50.03%

-20.68%

Current Drawdown

Current decline from peak

-60.63%

-7.33%

-53.30%

Average Drawdown

Average peak-to-trough decline

-79.38%

-14.19%

-65.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.49%

6.10%

+18.39%

Volatility

GFT.DE vs. EXE.TO - Volatility Comparison

GFT Technologies SE (GFT.DE) has a higher volatility of 20.31% compared to Extendicare Inc. (EXE.TO) at 14.86%. This indicates that GFT.DE's price experiences larger fluctuations and is considered to be riskier than EXE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFT.DEEXE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.31%

14.86%

+5.45%

Volatility (6M)

Calculated over the trailing 6-month period

37.20%

23.86%

+13.34%

Volatility (1Y)

Calculated over the trailing 1-year period

46.89%

33.31%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.24%

25.08%

+19.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.83%

27.42%

+17.41%

Dividends

GFT.DE vs. EXE.TO - Dividend Comparison

GFT.DE's dividend yield for the trailing twelve months is around 2.16%, more than EXE.TO's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EXE.TO
Extendicare Inc.
1.59%2.34%4.52%6.59%7.32%6.58%7.23%5.69%7.56%5.25%4.86%4.97%
GFT.DE
GFT Technologies SE
2.16%2.64%2.26%1.44%1.03%0.43%1.68%2.58%4.48%2.30%1.46%0.79%

Financials

GFT.DE vs. EXE.TO - Financials Comparison

This section allows you to compare key financial metrics between GFT Technologies SE and Extendicare Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. GFT.DE values in EUR, EXE.TO values in CAD

Frequently Asked Questions


GFT.DE and EXE.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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