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IGM.TO vs. POW.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IGM.TO and POW.TO is 0.50, 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.


-0.50.00.51.00.5

Performance

IGM.TO vs. POW.TO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
16.00%
20.91%
IGM.TO
POW.TO

Key characteristics

Sharpe Ratio

IGM.TO:

1.75

POW.TO:

1.94

Sortino Ratio

IGM.TO:

2.42

POW.TO:

2.48

Omega Ratio

IGM.TO:

1.32

POW.TO:

1.36

Calmar Ratio

IGM.TO:

1.28

POW.TO:

3.10

Martin Ratio

IGM.TO:

10.18

POW.TO:

8.11

Ulcer Index

IGM.TO:

3.08%

POW.TO:

4.16%

Daily Std Dev

IGM.TO:

17.58%

POW.TO:

17.40%

Max Drawdown

IGM.TO:

-51.72%

POW.TO:

-62.40%

Current Drawdown

IGM.TO:

-4.40%

POW.TO:

0.00%

Fundamentals

Market Cap

IGM.TO:

CA$10.73B

POW.TO:

CA$30.84B

EPS

IGM.TO:

CA$3.93

POW.TO:

CA$3.46

PE Ratio

IGM.TO:

11.50

POW.TO:

13.95

PEG Ratio

IGM.TO:

4.09

POW.TO:

0.52

Total Revenue (TTM)

IGM.TO:

CA$3.34B

POW.TO:

CA$29.56B

Gross Profit (TTM)

IGM.TO:

CA$845.20M

POW.TO:

CA$30.45B

EBITDA (TTM)

IGM.TO:

CA$975.13M

POW.TO:

-CA$349.00M

Returns By Period

In the year-to-date period, IGM.TO achieves a -1.59% return, which is significantly lower than POW.TO's 7.65% return. Over the past 10 years, IGM.TO has underperformed POW.TO with an annualized return of 6.56%, while POW.TO has yielded a comparatively higher 9.58% annualized return.


IGM.TO

YTD

-1.59%

1M

0.83%

6M

21.19%

1Y

36.27%

5Y*

8.75%

10Y*

6.56%

POW.TO

YTD

7.65%

1M

12.78%

6M

26.38%

1Y

33.07%

5Y*

13.66%

10Y*

9.58%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IGM.TO vs. POW.TO — Risk-Adjusted Performance Rank

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

IGM.TO
The Risk-Adjusted Performance Rank of IGM.TO is 8686
Overall Rank
The Sharpe Ratio Rank of IGM.TO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IGM.TO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IGM.TO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IGM.TO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IGM.TO is 9191
Martin Ratio Rank

POW.TO
The Risk-Adjusted Performance Rank of POW.TO is 8989
Overall Rank
The Sharpe Ratio Rank of POW.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of POW.TO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of POW.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of POW.TO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of POW.TO is 8888
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.

IGM.TO vs. POW.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IGM Financial Inc. (IGM.TO) and Power Corporation of Canada (POW.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.


Sharpe ratio
The chart of Sharpe ratio for IGM.TO, currently valued at 1.27, compared to the broader market-2.000.002.004.001.271.44
The chart of Sortino ratio for IGM.TO, currently valued at 1.82, compared to the broader market-6.00-4.00-2.000.002.004.006.001.821.90
The chart of Omega ratio for IGM.TO, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.27
The chart of Calmar ratio for IGM.TO, currently valued at 0.77, compared to the broader market0.002.004.006.000.772.04
The chart of Martin ratio for IGM.TO, currently valued at 6.56, compared to the broader market0.0010.0020.0030.006.565.26
IGM.TO
POW.TO

The current IGM.TO Sharpe Ratio is 1.75, which is comparable to the POW.TO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IGM.TO and POW.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.27
1.44
IGM.TO
POW.TO

Dividends

IGM.TO vs. POW.TO - Dividend Comparison

IGM.TO's dividend yield for the trailing twelve months is around 4.96%, more than POW.TO's 4.64% yield.


TTM20242023202220212020201920182017201620152014
IGM.TO
IGM Financial Inc.
4.96%4.88%6.40%5.93%4.91%6.49%6.01%7.25%5.10%5.91%6.37%4.70%
POW.TO
Power Corporation of Canada
4.64%5.00%5.60%6.28%4.43%7.54%4.77%6.13%4.36%4.38%4.23%3.65%

Drawdowns

IGM.TO vs. POW.TO - Drawdown Comparison

The maximum IGM.TO drawdown since its inception was -51.72%, smaller than the maximum POW.TO drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for IGM.TO and POW.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.56%
0
IGM.TO
POW.TO

Volatility

IGM.TO vs. POW.TO - Volatility Comparison

The current volatility for IGM Financial Inc. (IGM.TO) is 5.48%, while Power Corporation of Canada (POW.TO) has a volatility of 6.77%. This indicates that IGM.TO experiences smaller price fluctuations and is considered to be less risky than POW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.48%
6.77%
IGM.TO
POW.TO

Financials

IGM.TO vs. POW.TO - Financials Comparison

This section allows you to compare key financial metrics between IGM Financial Inc. and Power Corporation 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.


Quarterly
Annual

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


Values in CAD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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