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IAG.TO vs. DOL.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IAG.TO and DOL.TO is 0.41, 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

IAG.TO vs. DOL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iA Financial Corporation Inc. (IAG.TO) and Dollarama Inc. (DOL.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IAG.TO:

1.90

DOL.TO:

1.87

Sortino Ratio

IAG.TO:

2.99

DOL.TO:

2.58

Omega Ratio

IAG.TO:

1.45

DOL.TO:

1.34

Calmar Ratio

IAG.TO:

0.61

DOL.TO:

3.26

Martin Ratio

IAG.TO:

12.92

DOL.TO:

9.41

Ulcer Index

IAG.TO:

4.70%

DOL.TO:

4.14%

Daily Std Dev

IAG.TO:

29.19%

DOL.TO:

21.69%

Max Drawdown

IAG.TO:

-100.00%

DOL.TO:

-45.11%

Current Drawdown

IAG.TO:

-99.98%

DOL.TO:

-3.63%

Fundamentals

Market Cap

IAG.TO:

CA$12.63B

DOL.TO:

CA$46.06B

EPS

IAG.TO:

CA$9.78

DOL.TO:

CA$4.15

PE Ratio

IAG.TO:

13.84

DOL.TO:

40.03

PEG Ratio

IAG.TO:

0.85

DOL.TO:

2.65

PS Ratio

IAG.TO:

1.60

DOL.TO:

7.18

PB Ratio

IAG.TO:

1.67

DOL.TO:

38.76

Total Revenue (TTM)

IAG.TO:

CA$8.66B

DOL.TO:

CA$5.01B

Gross Profit (TTM)

IAG.TO:

CA$6.68B

DOL.TO:

CA$2.29B

EBITDA (TTM)

IAG.TO:

CA$816.00M

DOL.TO:

CA$524.31M

Returns By Period

In the year-to-date period, IAG.TO achieves a 2.17% return, which is significantly lower than DOL.TO's 18.59% return. Over the past 10 years, IAG.TO has underperformed DOL.TO with an annualized return of 15.85%, while DOL.TO has yielded a comparatively higher 21.82% annualized return.


IAG.TO

YTD

2.17%

1M

8.90%

6M

7.13%

1Y

52.65%

5Y*

31.66%

10Y*

15.85%

DOL.TO

YTD

18.59%

1M

2.79%

6M

10.17%

1Y

40.79%

5Y*

31.71%

10Y*

21.82%

*Annualized

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Risk-Adjusted Performance

IAG.TO vs. DOL.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAG.TO
The Risk-Adjusted Performance Rank of IAG.TO is 9292
Overall Rank
The Sharpe Ratio Rank of IAG.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IAG.TO is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAG.TO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IAG.TO is 9797
Martin Ratio Rank

DOL.TO
The Risk-Adjusted Performance Rank of DOL.TO is 9494
Overall Rank
The Sharpe Ratio Rank of DOL.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DOL.TO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DOL.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of DOL.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of DOL.TO is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAG.TO vs. DOL.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iA Financial Corporation Inc. (IAG.TO) and Dollarama Inc. (DOL.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.


The current IAG.TO Sharpe Ratio is 1.90, which is comparable to the DOL.TO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IAG.TO and DOL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IAG.TO vs. DOL.TO - Dividend Comparison

IAG.TO's dividend yield for the trailing twelve months is around 2.54%, more than DOL.TO's 0.23% yield.


TTM20242023202220212020201920182017201620152014
IAG.TO
iA Financial Corporation Inc.
2.54%2.52%3.31%3.31%2.90%3.54%2.47%3.65%2.39%2.36%2.63%2.39%
DOL.TO
Dollarama Inc.
0.23%0.24%0.28%0.29%0.32%0.32%0.39%0.25%0.00%0.00%0.00%0.00%

Drawdowns

IAG.TO vs. DOL.TO - Drawdown Comparison

The maximum IAG.TO drawdown since its inception was -100.00%, which is greater than DOL.TO's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for IAG.TO and DOL.TO. For additional features, visit the drawdowns tool.


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Volatility

IAG.TO vs. DOL.TO - Volatility Comparison

iA Financial Corporation Inc. (IAG.TO) has a higher volatility of 8.37% compared to Dollarama Inc. (DOL.TO) at 7.19%. This indicates that IAG.TO's price experiences larger fluctuations and is considered to be riskier than DOL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

IAG.TO vs. DOL.TO - Financials Comparison

This section allows you to compare key financial metrics between iA Financial Corporation Inc. and Dollarama 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-2.00B0.002.00B4.00B6.00B20212022202320242025
1.49B
1.88B
(IAG.TO) Total Revenue
(DOL.TO) Total Revenue
Values in CAD except per share items