GWO.TO vs. SLF.TO
Compare and contrast key facts about Great-West Lifeco Inc. (GWO.TO) and Sun Life Financial Inc. (SLF.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWO.TO or SLF.TO.
Key characteristics
| GWO.TO | SLF.TO | |
|---|---|---|
| YTD Return | 14.54% | 27.04% |
| 1Y Return | 21.32% | 28.82% |
| 3Y Return (Ann) | 14.12% | 11.00% |
| 5Y Return (Ann) | 13.91% | 11.20% |
| 10Y Return (Ann) | 9.16% | 11.79% |
| Sharpe Ratio | 1.67 | 2.22 |
| Sortino Ratio | 2.34 | 2.97 |
| Omega Ratio | 1.30 | 1.45 |
| Calmar Ratio | 2.10 | 2.79 |
| Martin Ratio | 4.79 | 7.15 |
| Ulcer Index | 5.00% | 4.71% |
| Daily Std Dev | 14.36% | 15.15% |
| Max Drawdown | -67.52% | -71.53% |
| Current Drawdown | -1.59% | 0.00% |
Fundamentals
| GWO.TO | SLF.TO | |
|---|---|---|
| Market Cap | CA$45.55B | CA$48.10B |
| EPS | CA$3.89 | CA$6.16 |
| PE Ratio | 12.58 | 13.54 |
| PEG Ratio | 0.83 | 1.26 |
| Total Revenue (TTM) | CA$44.91B | CA$49.97B |
| Gross Profit (TTM) | CA$34.00B | CA$34.79B |
| EBITDA (TTM) | CA$409.00M | CA$589.00M |
Correlation
The correlation between GWO.TO and SLF.TO is 0.58, 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. SLF.TO - Performance Comparison
In the year-to-date period, GWO.TO achieves a 14.54% return, which is significantly lower than SLF.TO's 27.04% return. Over the past 10 years, GWO.TO has underperformed SLF.TO with an annualized return of 9.16%, while SLF.TO has yielded a comparatively higher 11.79% 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. SLF.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and Sun Life Financial Inc. (SLF.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. SLF.TO - Dividend Comparison
GWO.TO's dividend yield for the trailing twelve months is around 4.52%, more than SLF.TO's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWO.TO Great-West Lifeco Inc. | 4.52% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% | 3.66% | 3.76% |
SLF.TO Sun Life Financial Inc. | 3.77% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% | 3.44% | 3.84% |
Drawdowns
GWO.TO vs. SLF.TO - Drawdown Comparison
The maximum GWO.TO drawdown since its inception was -67.52%, smaller than the maximum SLF.TO drawdown of -71.53%. Use the drawdown chart below to compare losses from any high point for GWO.TO and SLF.TO. For additional features, visit the drawdowns tool.
Volatility
GWO.TO vs. SLF.TO - Volatility Comparison
The current volatility for Great-West Lifeco Inc. (GWO.TO) is 4.93%, while Sun Life Financial Inc. (SLF.TO) has a volatility of 5.20%. This indicates that GWO.TO experiences smaller price fluctuations and is considered to be less risky than SLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GWO.TO vs. SLF.TO - Financials Comparison
This section allows you to compare key financial metrics between Great-West Lifeco Inc. and Sun Life Financial 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.
Total Revenue: Total amount of money received from sales and other business activities