IFC.TO vs. RY
Compare and contrast key facts about Intact Financial Corporation (IFC.TO) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFC.TO or RY.
Key characteristics
| IFC.TO | RY | |
|---|---|---|
| YTD Return | 34.33% | 25.60% |
| 1Y Return | 38.45% | 49.64% |
| 3Y Return (Ann) | 20.07% | 9.12% |
| 5Y Return (Ann) | 16.93% | 12.79% |
| 10Y Return (Ann) | 15.76% | 9.80% |
| Sharpe Ratio | 2.30 | 3.29 |
| Sortino Ratio | 3.52 | 4.73 |
| Omega Ratio | 1.45 | 1.59 |
| Calmar Ratio | 5.14 | 2.23 |
| Martin Ratio | 12.31 | 22.76 |
| Ulcer Index | 3.02% | 2.28% |
| Daily Std Dev | 16.21% | 15.78% |
| Max Drawdown | -53.53% | -63.05% |
| Current Drawdown | -0.47% | -2.52% |
Fundamentals
| IFC.TO | RY | |
|---|---|---|
| Market Cap | CA$48.09B | $172.95B |
| EPS | CA$11.36 | $8.14 |
| PE Ratio | 23.73 | 15.02 |
| PEG Ratio | 0.87 | 3.41 |
| Total Revenue (TTM) | CA$20.44B | $99.63B |
| Gross Profit (TTM) | CA$20.44B | $99.63B |
| EBITDA (TTM) | CA$993.00M | $2.11B |
Correlation
The correlation between IFC.TO and RY is 0.45, 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
IFC.TO vs. RY - Performance Comparison
In the year-to-date period, IFC.TO achieves a 34.33% return, which is significantly higher than RY's 25.60% return. Over the past 10 years, IFC.TO has outperformed RY with an annualized return of 15.76%, while RY has yielded a comparatively lower 9.80% 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
IFC.TO vs. RY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intact Financial Corporation (IFC.TO) and Royal Bank of Canada (RY). 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
IFC.TO vs. RY - Dividend Comparison
IFC.TO's dividend yield for the trailing twelve months is around 1.75%, less than RY's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFC.TO Intact Financial Corporation | 1.75% | 2.16% | 2.05% | 2.07% | 2.20% | 2.16% | 2.82% | 2.44% | 2.41% | 2.39% | 2.29% | 2.54% |
RY Royal Bank of Canada | 3.34% | 3.93% | 4.13% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
Drawdowns
IFC.TO vs. RY - Drawdown Comparison
The maximum IFC.TO drawdown since its inception was -53.53%, smaller than the maximum RY drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for IFC.TO and RY. For additional features, visit the drawdowns tool.
Volatility
IFC.TO vs. RY - Volatility Comparison
Intact Financial Corporation (IFC.TO) has a higher volatility of 4.54% compared to Royal Bank of Canada (RY) at 4.14%. This indicates that IFC.TO's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IFC.TO vs. RY - Financials Comparison
This section allows you to compare key financial metrics between Intact Financial Corporation and Royal Bank 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.
Total Revenue: Total amount of money received from sales and other business activities