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JOY.TO vs. SGY.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JOY.TO and SGY.TO 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.


-0.50.00.51.00.4

Performance

JOY.TO vs. SGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Journey Energy Inc. (JOY.TO) and Surge Energy Inc. (SGY.TO). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-86.55%
-28.56%
JOY.TO
SGY.TO

Key characteristics

Sharpe Ratio

JOY.TO:

-0.92

SGY.TO:

-0.15

Sortino Ratio

JOY.TO:

-1.35

SGY.TO:

0.01

Omega Ratio

JOY.TO:

0.85

SGY.TO:

1.00

Calmar Ratio

JOY.TO:

-0.54

SGY.TO:

-0.08

Martin Ratio

JOY.TO:

-1.32

SGY.TO:

-0.26

Ulcer Index

JOY.TO:

34.24%

SGY.TO:

18.27%

Daily Std Dev

JOY.TO:

49.07%

SGY.TO:

31.78%

Max Drawdown

JOY.TO:

-99.44%

SGY.TO:

-99.01%

Current Drawdown

JOY.TO:

-82.22%

SGY.TO:

-53.82%

Fundamentals

Market Cap

JOY.TO:

CA$128.85M

SGY.TO:

CA$545.95M

EPS

JOY.TO:

CA$0.07

SGY.TO:

-CA$0.81

PEG Ratio

JOY.TO:

-0.69

SGY.TO:

0.00

Total Revenue (TTM)

JOY.TO:

CA$126.45M

SGY.TO:

CA$442.70M

Gross Profit (TTM)

JOY.TO:

CA$20.35M

SGY.TO:

CA$187.41M

EBITDA (TTM)

JOY.TO:

CA$40.97M

SGY.TO:

CA$109.36M

Returns By Period

In the year-to-date period, JOY.TO achieves a 1.59% return, which is significantly higher than SGY.TO's -5.91% return. Over the past 10 years, JOY.TO has underperformed SGY.TO with an annualized return of -9.33%, while SGY.TO has yielded a comparatively higher 9.08% annualized return.


JOY.TO

YTD

1.59%

1M

-10.70%

6M

-20.99%

1Y

-47.11%

5Y*

11.23%

10Y*

-9.33%

SGY.TO

YTD

-5.91%

1M

-10.11%

6M

-14.01%

1Y

-7.57%

5Y*

49.66%

10Y*

9.08%

*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

JOY.TO vs. SGY.TO — Risk-Adjusted Performance Rank

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

JOY.TO
The Risk-Adjusted Performance Rank of JOY.TO is 99
Overall Rank
The Sharpe Ratio Rank of JOY.TO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of JOY.TO is 66
Sortino Ratio Rank
The Omega Ratio Rank of JOY.TO is 99
Omega Ratio Rank
The Calmar Ratio Rank of JOY.TO is 1515
Calmar Ratio Rank
The Martin Ratio Rank of JOY.TO is 1010
Martin Ratio Rank

SGY.TO
The Risk-Adjusted Performance Rank of SGY.TO is 3737
Overall Rank
The Sharpe Ratio Rank of SGY.TO is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SGY.TO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SGY.TO is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SGY.TO is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SGY.TO is 4040
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.

JOY.TO vs. SGY.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Journey Energy Inc. (JOY.TO) and Surge Energy Inc. (SGY.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 JOY.TO, currently valued at -0.96, compared to the broader market-2.000.002.004.00-0.96-0.31
The chart of Sortino ratio for JOY.TO, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.44-0.22
The chart of Omega ratio for JOY.TO, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.97
The chart of Calmar ratio for JOY.TO, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.16
The chart of Martin ratio for JOY.TO, currently valued at -1.37, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.37-0.52
JOY.TO
SGY.TO

The current JOY.TO Sharpe Ratio is -0.92, which is lower than the SGY.TO Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of JOY.TO and SGY.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 Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2025February
-0.96
-0.31
JOY.TO
SGY.TO

Dividends

JOY.TO vs. SGY.TO - Dividend Comparison

JOY.TO has not paid dividends to shareholders, while SGY.TO's dividend yield for the trailing twelve months is around 8.89%.


TTM20242023202220212020201920182017201620152014
JOY.TO
Journey Energy Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.99%6.64%
SGY.TO
Surge Energy Inc.
8.89%8.30%7.41%2.69%0.00%0.04%0.04%0.03%0.02%0.01%0.02%0.01%

Drawdowns

JOY.TO vs. SGY.TO - Drawdown Comparison

The maximum JOY.TO drawdown since its inception was -99.44%, roughly equal to the maximum SGY.TO drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for JOY.TO and SGY.TO. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-86.61%
-58.17%
JOY.TO
SGY.TO

Volatility

JOY.TO vs. SGY.TO - Volatility Comparison

Journey Energy Inc. (JOY.TO) has a higher volatility of 12.11% compared to Surge Energy Inc. (SGY.TO) at 9.89%. This indicates that JOY.TO's price experiences larger fluctuations and is considered to be riskier than SGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.11%
9.89%
JOY.TO
SGY.TO

Financials

JOY.TO vs. SGY.TO - Financials Comparison

This section allows you to compare key financial metrics between Journey Energy Inc. and Surge Energy 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


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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