PortfoliosLab logoPortfoliosLab logo
IFC.TO vs. WN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IFC.TO vs. WN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Intact Financial Corporation (IFC.TO) and George Weston Limited (WN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IFC.TO achieves a 0.86% return, which is significantly lower than WN.TO's 9.38% return. Over the past 10 years, IFC.TO has underperformed WN.TO with an annualized return of 15.01%, while WN.TO has yielded a comparatively higher 16.53% annualized return.


IFC.TO

1D
2.85%
1M
4.62%
YTD
0.86%
6M
0.93%
1Y
-6.33%
3Y*
15.66%
5Y*
13.34%
10Y*
15.01%

WN.TO

1D
2.23%
1M
7.04%
YTD
9.38%
6M
9.55%
1Y
14.90%
3Y*
31.13%
5Y*
26.55%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFC.TO vs. WN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFC.TO
Intact Financial Corporation
0.86%11.22%31.00%6.96%21.06%11.37%10.01%45.11%-2.83%12.14%
WN.TO
George Weston Limited
9.38%30.61%42.28%3.27%20.32%63.23%-1.41%21.63%-12.47%0.91%

Correlation

The correlation between IFC.TO and WN.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2006

0.25

The correlation between IFC.TO and WN.TO shifts across timeframes, from 0.25 (all time) to 0.39 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IFC.TO:

CA$50.64B

WN.TO:

CA$39.13B

EPS

IFC.TO:

CA$19.31

WN.TO:

CA$4.55

PE Ratio

IFC.TO:

14.76

WN.TO:

22.62

PS Ratio

IFC.TO:

1.88

WN.TO:

0.41

PB Ratio

IFC.TO:

2.63

WN.TO:

9.64

Total Revenue (TTM)

IFC.TO:

CA$26.97B

WN.TO:

CA$64.87B

Gross Profit (TTM)

IFC.TO:

CA$11.87B

WN.TO:

CA$20.58B

EBITDA (TTM)

IFC.TO:

CA$5.43B

WN.TO:

CA$7.04B

Compare stocks, funds, or ETFs

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


Return for Risk

IFC.TO vs. WN.TO — Risk / Return Rank

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

IFC.TO
IFC.TO Risk / Return Rank: 3030
Overall Rank
IFC.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IFC.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
IFC.TO Omega Ratio Rank: 2626
Omega Ratio Rank
IFC.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
IFC.TO Martin Ratio Rank: 3535
Martin Ratio Rank

WN.TO
WN.TO Risk / Return Rank: 6565
Overall Rank
WN.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WN.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
WN.TO Omega Ratio Rank: 5757
Omega Ratio Rank
WN.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
WN.TO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFC.TO vs. WN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intact Financial Corporation (IFC.TO) and George Weston Limited (WN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IFC.TOWN.TODifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

0.96

1.14

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.29

1.63

-1.93

Martin ratioReturn relative to average drawdown

-0.45

3.31

-3.75

IFC.TO vs. WN.TO - Sharpe Ratio Comparison

The current IFC.TO Sharpe Ratio is -0.31, which is lower than the WN.TO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IFC.TO and WN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IFC.TO vs. WN.TO - Drawdown Comparison

The maximum IFC.TO drawdown since its inception was -52.72%, which is greater than WN.TO's maximum drawdown of -43.54%. Use the drawdown chart below to compare losses from any high point for IFC.TO and WN.TO.


Loading charts...

Drawdown Indicators


IFC.TOWN.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.72%

-43.54%

-9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.67%

-9.15%

-12.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-9.73%

-11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-18.06%

-3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-30.57%

-22.93%

-7.64%

Current Drawdown

Current decline from peak

-8.12%

-1.67%

-6.45%

Average Drawdown

Average peak-to-trough decline

-8.95%

-7.66%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.19%

4.52%

+9.67%

Volatility

IFC.TO vs. WN.TO - Volatility Comparison

Intact Financial Corporation (IFC.TO) and George Weston Limited (WN.TO) have volatilities of 6.26% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IFC.TOWN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.51%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.38%

15.38%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

20.38%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

18.97%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

19.07%

-0.50%

Dividends

IFC.TO vs. WN.TO - Dividend Comparison

IFC.TO's dividend yield for the trailing twelve months is around 1.96%, more than WN.TO's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IFC.TO
Intact Financial Corporation
1.96%1.86%1.85%2.16%2.05%2.07%2.20%2.16%2.82%2.44%2.41%2.39%
WN.TO
George Weston Limited
1.18%2.44%4.26%5.10%4.61%4.70%6.71%6.09%6.50%4.96%4.61%4.75%

Financials

IFC.TO vs. WN.TO - Financials Comparison

This section allows you to compare key financial metrics between Intact Financial Corporation and George Weston Limited. 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


5.00B10.00B15.00B20.00B20222023202420252026
7.30B
14.64B
(IFC.TO) Total Revenue
(WN.TO) Total Revenue
Values in CAD except per share items

IFC.TO vs. WN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Intact Financial Corporation and George Weston Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
32.1%
Portfolio components
IFC.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intact Financial Corporation reported a gross profit of 7.30B and revenue of 7.30B. Therefore, the gross margin over that period was 100.0%.

WN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, George Weston Limited reported a gross profit of 4.70B and revenue of 14.64B. Therefore, the gross margin over that period was 32.1%.

IFC.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intact Financial Corporation reported an operating income of 960.00M and revenue of 7.30B, resulting in an operating margin of 13.2%.

WN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, George Weston Limited reported an operating income of 1.35B and revenue of 14.64B, resulting in an operating margin of 9.2%.

IFC.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intact Financial Corporation reported a net income of 752.00M and revenue of 7.30B, resulting in a net margin of 10.3%.

WN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, George Weston Limited reported a net income of 116.00M and revenue of 14.64B, resulting in a net margin of 0.8%.


Frequently Asked Questions


IFC.TO and WN.TO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IFC.TO and WN.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer