GWO.TO vs. KMP-UN.TO
Compare and contrast key facts about Great-West Lifeco Inc. (GWO.TO) and Killam Apartment Real Estate Investment Trust (KMP-UN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWO.TO or KMP-UN.TO.
Key characteristics
| GWO.TO | KMP-UN.TO | |
|---|---|---|
| YTD Return | 15.68% | 4.42% |
| 1Y Return | 26.57% | 10.34% |
| 3Y Return (Ann) | 14.54% | -3.90% |
| 5Y Return (Ann) | 14.36% | 2.21% |
| 10Y Return (Ann) | 9.28% | 10.10% |
| Sharpe Ratio | 2.00 | 0.64 |
| Sortino Ratio | 2.76 | 1.07 |
| Omega Ratio | 1.36 | 1.12 |
| Calmar Ratio | 2.53 | 0.53 |
| Martin Ratio | 5.78 | 1.55 |
| Ulcer Index | 5.00% | 8.01% |
| Daily Std Dev | 14.36% | 19.21% |
| Max Drawdown | -67.52% | -95.19% |
| Current Drawdown | -0.61% | -15.76% |
Fundamentals
| GWO.TO | KMP-UN.TO | |
|---|---|---|
| Market Cap | CA$45.43B | CA$2.25B |
| EPS | CA$3.89 | CA$2.54 |
| PE Ratio | 12.54 | 7.18 |
| Total Revenue (TTM) | CA$44.91B | CA$265.23M |
| Gross Profit (TTM) | CA$34.00B | CA$170.98M |
| EBITDA (TTM) | CA$409.00M | CA$157.41M |
Correlation
The correlation between GWO.TO and KMP-UN.TO is 0.34, 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
GWO.TO vs. KMP-UN.TO - Performance Comparison
In the year-to-date period, GWO.TO achieves a 15.68% return, which is significantly higher than KMP-UN.TO's 4.42% return. Over the past 10 years, GWO.TO has underperformed KMP-UN.TO with an annualized return of 9.28%, while KMP-UN.TO has yielded a comparatively higher 10.10% 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
GWO.TO vs. KMP-UN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and Killam Apartment Real Estate Investment Trust (KMP-UN.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.
Dividends
GWO.TO vs. KMP-UN.TO - Dividend Comparison
GWO.TO's dividend yield for the trailing twelve months is around 4.48%, more than KMP-UN.TO's 3.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWO.TO Great-West Lifeco Inc. | 4.48% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% | 3.66% | 3.76% |
KMP-UN.TO Killam Apartment Real Estate Investment Trust | 3.52% | 3.90% | 4.32% | 2.91% | 3.95% | 3.47% | 3.99% | 4.34% | 5.03% | 5.71% | 5.85% | 5.53% |
Drawdowns
GWO.TO vs. KMP-UN.TO - Drawdown Comparison
The maximum GWO.TO drawdown since its inception was -67.52%, smaller than the maximum KMP-UN.TO drawdown of -95.19%. Use the drawdown chart below to compare losses from any high point for GWO.TO and KMP-UN.TO. For additional features, visit the drawdowns tool.
Volatility
GWO.TO vs. KMP-UN.TO - Volatility Comparison
The current volatility for Great-West Lifeco Inc. (GWO.TO) is 4.62%, while Killam Apartment Real Estate Investment Trust (KMP-UN.TO) has a volatility of 6.38%. This indicates that GWO.TO experiences smaller price fluctuations and is considered to be less risky than KMP-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GWO.TO vs. KMP-UN.TO - Financials Comparison
This section allows you to compare key financial metrics between Great-West Lifeco Inc. and Killam Apartment Real Estate Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities