GIB-A.TO vs. SPY
Compare and contrast key facts about CGI Inc (GIB-A.TO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIB-A.TO or SPY.
Key characteristics
| GIB-A.TO | SPY | |
|---|---|---|
| YTD Return | 10.19% | 26.77% |
| 1Y Return | 12.91% | 37.43% |
| 3Y Return (Ann) | 11.94% | 10.15% |
| 5Y Return (Ann) | 7.90% | 15.86% |
| 10Y Return (Ann) | 14.45% | 13.33% |
| Sharpe Ratio | 0.79 | 3.06 |
| Sortino Ratio | 1.19 | 4.08 |
| Omega Ratio | 1.15 | 1.58 |
| Calmar Ratio | 0.85 | 4.44 |
| Martin Ratio | 1.85 | 20.11 |
| Ulcer Index | 7.32% | 1.85% |
| Daily Std Dev | 17.18% | 12.18% |
| Max Drawdown | -84.57% | -55.19% |
| Current Drawdown | -2.60% | -0.31% |
Correlation
The correlation between GIB-A.TO and SPY is 0.37, 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
GIB-A.TO vs. SPY - Performance Comparison
In the year-to-date period, GIB-A.TO achieves a 10.19% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, GIB-A.TO has outperformed SPY with an annualized return of 14.45%, while SPY has yielded a comparatively lower 13.33% 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
GIB-A.TO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CGI Inc (GIB-A.TO) and SPDR S&P 500 ETF (SPY). 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
GIB-A.TO vs. SPY - Dividend Comparison
GIB-A.TO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIB-A.TO CGI Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
GIB-A.TO vs. SPY - Drawdown Comparison
The maximum GIB-A.TO drawdown since its inception was -84.57%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GIB-A.TO and SPY. For additional features, visit the drawdowns tool.
Volatility
GIB-A.TO vs. SPY - Volatility Comparison
CGI Inc (GIB-A.TO) and SPDR S&P 500 ETF (SPY) have volatilities of 3.82% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.