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GWO.TO vs. WELL.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GWO.TOWELL.TO
YTD Return-6.55%-6.75%
1Y Return10.22%-34.25%
3Y Return (Ann)10.24%-21.82%
5Y Return (Ann)9.69%41.38%
10Y Return (Ann)8.12%53.64%
Sharpe Ratio0.84-0.75
Daily Std Dev13.83%44.59%
Max Drawdown-68.06%-98.33%
Current Drawdown-8.98%-61.11%

Fundamentals


GWO.TOWELL.TO
Market CapCA$37.73BCA$881.80M
EPSCA$2.93CA$0.00
PE Ratio13.810.00
Revenue (TTM)CA$36.05BCA$776.05M
Gross Profit (TTM)CA$12.32BCA$303.29M
EBITDA (TTM)CA$12.41BCA$91.33M

Correlation

-0.50.00.51.00.3

The correlation between GWO.TO and WELL.TO is 0.28, 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. WELL.TO - Performance Comparison

The year-to-date returns for both stocks are quite close, with GWO.TO having a -6.55% return and WELL.TO slightly lower at -6.75%. Over the past 10 years, GWO.TO has underperformed WELL.TO with an annualized return of 8.12%, while WELL.TO has yielded a comparatively higher 53.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
108.56%
1,748.89%
GWO.TO
WELL.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.

WELL Health Technologies Corp.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and WELL Health Technologies Corp. (WELL.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
WELL.TO
Sharpe ratio
The chart of Sharpe ratio for WELL.TO, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.004.00-0.72
Sortino ratio
The chart of Sortino ratio for WELL.TO, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.006.00-0.87
Omega ratio
The chart of Omega ratio for WELL.TO, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for WELL.TO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51
Martin ratio
The chart of Martin ratio for WELL.TO, currently valued at -1.13, compared to the broader market0.0010.0020.0030.00-1.13

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

The current GWO.TO Sharpe Ratio is 0.84, which is higher than the WELL.TO Sharpe Ratio of -0.75. The chart below compares the 12-month rolling Sharpe Ratio of GWO.TO and WELL.TO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.72
-0.72
GWO.TO
WELL.TO

Dividends

GWO.TO vs. WELL.TO - Dividend Comparison

GWO.TO's dividend yield for the trailing twelve months is around 5.23%, while WELL.TO has not paid dividends to shareholders.


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%
WELL.TO
WELL Health Technologies Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GWO.TO vs. WELL.TO - Drawdown Comparison

The maximum GWO.TO drawdown since its inception was -68.06%, smaller than the maximum WELL.TO drawdown of -98.33%. Use the drawdown chart below to compare losses from any high point for GWO.TO and WELL.TO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.81%
-64.40%
GWO.TO
WELL.TO

Volatility

GWO.TO vs. WELL.TO - Volatility Comparison

The current volatility for Great-West Lifeco Inc. (GWO.TO) is 3.66%, while WELL Health Technologies Corp. (WELL.TO) has a volatility of 6.50%. This indicates that GWO.TO experiences smaller price fluctuations and is considered to be less risky than WELL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.66%
6.50%
GWO.TO
WELL.TO

Financials

GWO.TO vs. WELL.TO - Financials Comparison

This section allows you to compare key financial metrics between Great-West Lifeco Inc. and WELL Health Technologies Corp.. 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