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GUD.TO vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GUD.TO vs. VFV.TO

Last updated Jun 4, 2026

GUD.TO (Knight Therapeutics Inc.) is a stock, while VFV.TO (Vanguard S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, GUD.TO returned -0.35%/yr vs 16.04%/yr for VFV.TO. At a 0.20 correlation, their price movements are largely independent.

Performance

GUD.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Knight Therapeutics Inc. (GUD.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUD.TO achieves a 37.36% return, which is significantly higher than VFV.TO's 12.30% return. Over the past 10 years, GUD.TO has underperformed VFV.TO with an annualized return of -0.35%, while VFV.TO has yielded a comparatively higher 16.04% annualized return.

GUD.TO

1D
1.34%
1M
10.07%
YTD
37.36%
6M
37.58%
1Y
43.28%
3Y*
19.42%
5Y*
9.58%
10Y*
-0.35%

VFV.TO

1D
-0.18%
1M
7.30%
YTD
12.30%
6M
10.47%
1Y
29.48%
3Y*
23.57%
5Y*
16.84%
10Y*
16.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUD.TO vs. VFV.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GUD.TO
Knight Therapeutics Inc.		37.36%13.30%2.89%0.19%-2.26%-0.93%-29.42%-1.43%-7.46%-22.63%
VFV.TO
Vanguard S&P 500 Index ETF		12.30%12.18%35.23%23.23%-12.58%27.51%15.62%25.14%2.94%13.67%

Correlation

The correlation between GUD.TO and VFV.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.18

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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2014

0.20

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Knight Therapeutics Inc.

Vanguard S&P 500 Index ETF

Often compared with GUD.TO:
GUD.TO vs. BHC.TOGUD.TO vs. AAPLGUD.TO vs. SIA.TOGUD.TO vs. WN.TOGUD.TO vs. FTS.TOGUD.TO vs. NVDA.TOGUD.TO vs. DIR-UN.TO
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. QQC.TOVFV.TO vs. VSP.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

Return for Risk

GUD.TO vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GUD.TO
GUD.TO Risk / Return Rank: 8585
Overall Rank
GUD.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GUD.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
GUD.TO Omega Ratio Rank: 8585
Omega Ratio Rank
GUD.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
GUD.TO Martin Ratio Rank: 8181
Martin Ratio Rank
VFV.TO
VFV.TO Risk / Return Rank: 7474
Overall Rank
VFV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 6969
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.

GUD.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight Therapeutics Inc. (GUD.TO) and Vanguard S&P 500 Index ETF (VFV.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.

GUD.TOVFV.TODifference
Sharpe ratioReturn per unit of total volatility
1.81
2.59

-0.78

Sortino ratioReturn per unit of downside risk
3.16
3.53

-0.37

Omega ratioGain probability vs. loss probability

1.35

1.48

-0.12

Calmar ratioReturn relative to maximum drawdown

3.60

3.44

+0.16

Martin ratioReturn relative to average drawdown

6.88

13.10

-6.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GUD.TO vs. VFV.TO - Sharpe Ratio Comparison

The current GUD.TO Sharpe Ratio is 1.81, which is lower than the VFV.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of GUD.TO and VFV.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

GUD.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.59

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

1.14

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.97

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.14

-0.90

Drawdowns

GUD.TO vs. VFV.TO - Drawdown Comparison

The maximum GUD.TO drawdown since its inception was -60.09%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for GUD.TO and VFV.TO.

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Drawdown Indicators

GUD.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-60.09%

-27.43%

-32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-8.62%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-19.05%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

-22.19%

-7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-60.09%

-27.43%

-32.66%

Current Drawdown

Current decline from peak

-23.76%

-0.18%

-23.58%

Average Drawdown

Average peak-to-trough decline

-34.49%

-3.35%

-31.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

2.26%

+4.05%

Volatility

GUD.TO vs. VFV.TO - Volatility Comparison

Knight Therapeutics Inc. (GUD.TO) has a higher volatility of 13.15% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.05%. This indicates that GUD.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GUD.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.15%

3.05%

+10.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

8.55%

+11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

11.46%

+12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

14.91%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

16.57%

+7.51%

Dividends

GUD.TO vs. VFV.TO - Dividend Comparison

GUD.TO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.83%.

PositionTTM20252024202320222021202020192018201720162015
GUD.TO
Knight Therapeutics 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%
VFV.TO
Vanguard S&P 500 Index ETF		0.83%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Frequently Asked Questions

GUD.TO and VFV.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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