PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GWO.TO vs. POW.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GWO.TOPOW.TO
YTD Return-6.55%-2.49%
1Y Return10.22%7.74%
3Y Return (Ann)10.24%6.74%
5Y Return (Ann)9.69%10.10%
10Y Return (Ann)8.12%7.43%
Sharpe Ratio0.840.50
Daily Std Dev13.83%15.89%
Max Drawdown-68.06%-62.40%
Current Drawdown-8.98%-8.21%

Fundamentals


GWO.TOPOW.TO
Market CapCA$37.73BCA$23.91B
EPSCA$2.93CA$3.43
PE Ratio13.8110.61
PEG Ratio2.090.48
Revenue (TTM)CA$36.05BCA$32.60B
Gross Profit (TTM)CA$12.32BCA$15.11B
EBITDA (TTM)CA$12.41BCA$4.91B

Correlation

-0.50.00.51.00.6

The correlation between GWO.TO and POW.TO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

GWO.TO vs. POW.TO - Performance Comparison

In the year-to-date period, GWO.TO achieves a -6.55% return, which is significantly lower than POW.TO's -2.49% return. Over the past 10 years, GWO.TO has outperformed POW.TO with an annualized return of 8.12%, while POW.TO has yielded a comparatively lower 7.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2024FebruaryMarchApril
1,180.10%
2,801.08%
GWO.TO
POW.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Great-West Lifeco Inc.

Power Corporation of Canada

Risk-Adjusted Performance

GWO.TO vs. POW.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and Power Corporation of Canada (POW.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.


GWO.TO
Sharpe ratio
The chart of Sharpe ratio for GWO.TO, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.004.000.72
Sortino ratio
The chart of Sortino ratio for GWO.TO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.006.001.08
Omega ratio
The chart of Omega ratio for GWO.TO, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for GWO.TO, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for GWO.TO, currently valued at 2.30, compared to the broader market0.0010.0020.0030.002.30
POW.TO
Sharpe ratio
The chart of Sharpe ratio for POW.TO, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for POW.TO, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.006.000.69
Omega ratio
The chart of Omega ratio for POW.TO, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for POW.TO, currently valued at 0.31, compared to the broader market0.002.004.006.000.31
Martin ratio
The chart of Martin ratio for POW.TO, currently valued at 1.28, compared to the broader market0.0010.0020.0030.001.28

GWO.TO vs. POW.TO - Sharpe Ratio Comparison

The current GWO.TO Sharpe Ratio is 0.84, which is higher than the POW.TO Sharpe Ratio of 0.50. The chart below compares the 12-month rolling Sharpe Ratio of GWO.TO and POW.TO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
0.72
0.42
GWO.TO
POW.TO

Dividends

GWO.TO vs. POW.TO - Dividend Comparison

GWO.TO's dividend yield for the trailing twelve months is around 5.23%, less than POW.TO's 5.87% yield.


TTM20232022202120202019201820172016201520142013
GWO.TO
Great-West Lifeco Inc.
5.23%4.74%6.26%4.76%5.77%4.97%5.52%4.18%3.94%3.78%3.66%3.76%
POW.TO
Power Corporation of Canada
5.87%5.54%6.22%4.40%7.51%4.77%6.13%4.36%4.38%4.23%3.65%3.63%

Drawdowns

GWO.TO vs. POW.TO - Drawdown Comparison

The maximum GWO.TO drawdown since its inception was -68.06%, which is greater than POW.TO's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for GWO.TO and POW.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.81%
-11.59%
GWO.TO
POW.TO

Volatility

GWO.TO vs. POW.TO - Volatility Comparison

The current volatility for Great-West Lifeco Inc. (GWO.TO) is 3.66%, while Power Corporation of Canada (POW.TO) has a volatility of 5.04%. This indicates that GWO.TO experiences smaller price fluctuations and is considered to be less risky than POW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
3.66%
5.04%
GWO.TO
POW.TO

Financials

GWO.TO vs. POW.TO - Financials Comparison

This section allows you to compare key financial metrics between Great-West Lifeco Inc. and Power Corporation of Canada. 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



Values in CAD except per share items