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L.TO vs. CTC-A.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

L.TO vs. CTC-A.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Loblaw Companies Limited (L.TO) and Canadian Tire Corporation Ltd (CTC-A.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, L.TO achieves a 2.15% return, which is significantly lower than CTC-A.TO's 3.37% return. Over the past 10 years, L.TO has outperformed CTC-A.TO with an annualized return of 18.49%, while CTC-A.TO has yielded a comparatively lower 5.48% annualized return.


L.TO

1D
0.70%
1M
0.13%
YTD
2.15%
6M
2.19%
1Y
13.39%
3Y*
31.22%
5Y*
29.84%
10Y*
18.49%

CTC-A.TO

1D
0.09%
1M
-5.88%
YTD
3.37%
6M
4.97%
1Y
5.06%
3Y*
6.15%
5Y*
1.34%
10Y*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L.TO vs. CTC-A.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L.TO
Loblaw Companies Limited
2.15%32.54%50.14%9.65%18.16%70.07%-3.01%13.23%14.59%-2.20%
CTC-A.TO
Canadian Tire Corporation Ltd
3.37%20.07%12.82%3.76%-19.20%11.26%24.14%0.73%-11.01%19.72%

Correlation

The correlation between L.TO and CTC-A.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.14

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 19, 1989

0.18

The correlation between L.TO and CTC-A.TO shifts across timeframes, from 0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

L.TO:

CA$74.51B

CTC-A.TO:

CA$9.33B

EPS

L.TO:

CA$3.72

CTC-A.TO:

CA$11.14

PE Ratio

L.TO:

17.01

CTC-A.TO:

15.82

PS Ratio

L.TO:

0.73

CTC-A.TO:

0.58

PB Ratio

L.TO:

6.83

CTC-A.TO:

1.60

Total Revenue (TTM)

L.TO:

CA$64.25B

CTC-A.TO:

CA$16.43B

Gross Profit (TTM)

L.TO:

CA$19.91B

CTC-A.TO:

CA$5.41B

EBITDA (TTM)

L.TO:

CA$7.21B

CTC-A.TO:

CA$2.09B

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Return for Risk

L.TO vs. CTC-A.TO — Risk / Return Rank

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

L.TO
L.TO Risk / Return Rank: 5959
Overall Rank
L.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
L.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
L.TO Omega Ratio Rank: 5454
Omega Ratio Rank
L.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
L.TO Martin Ratio Rank: 6262
Martin Ratio Rank

CTC-A.TO
CTC-A.TO Risk / Return Rank: 4646
Overall Rank
CTC-A.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CTC-A.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CTC-A.TO Omega Ratio Rank: 4343
Omega Ratio Rank
CTC-A.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
CTC-A.TO Martin Ratio Rank: 4848
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.

L.TO vs. CTC-A.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and Canadian Tire Corporation Ltd (CTC-A.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.


L.TOCTC-A.TODifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

0.92

0.31

+0.61

Martin ratioReturn relative to average drawdown

2.20

0.61

+1.60

L.TO vs. CTC-A.TO - Sharpe Ratio Comparison

The current L.TO Sharpe Ratio is 0.65, which is higher than the CTC-A.TO Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of L.TO and CTC-A.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.


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Sharpe Ratios by Period


L.TOCTC-A.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.23

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.60

0.06

+1.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.21

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.22

+0.47

Drawdowns

L.TO vs. CTC-A.TO - Drawdown Comparison

The maximum L.TO drawdown since its inception was -63.24%, smaller than the maximum CTC-A.TO drawdown of -87.25%. Use the drawdown chart below to compare losses from any high point for L.TO and CTC-A.TO.


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Drawdown Indicators


L.TOCTC-A.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-87.25%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-16.35%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.53%

-29.70%

+15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-30.90%

+16.37%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

-58.17%

+37.94%

Current Drawdown

Current decline from peak

-8.48%

-11.34%

+2.86%

Average Drawdown

Average peak-to-trough decline

-14.85%

-33.68%

+18.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

8.36%

-2.26%

Volatility

L.TO vs. CTC-A.TO - Volatility Comparison

Loblaw Companies Limited (L.TO) and Canadian Tire Corporation Ltd (CTC-A.TO) have volatilities of 7.94% and 7.59%, 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.


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Volatility by Period


L.TOCTC-A.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.59%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

14.45%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

21.70%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

22.05%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

25.87%

-7.13%

Dividends

L.TO vs. CTC-A.TO - Dividend Comparison

L.TO's dividend yield for the trailing twelve months is around 0.89%, less than CTC-A.TO's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CTC-A.TO
Canadian Tire Corporation Ltd
4.06%4.08%4.63%4.90%4.13%2.59%2.72%2.97%2.52%1.59%1.65%1.78%
L.TO
Loblaw Companies Limited
0.89%0.89%1.58%2.14%2.16%2.32%3.63%3.34%2.51%1.57%1.46%1.52%

Financials

L.TO vs. CTC-A.TO - Financials Comparison

This section allows you to compare key financial metrics between Loblaw Companies Limited and Canadian Tire Corporation Ltd. 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
14.48B
3.57B
(L.TO) Total Revenue
(CTC-A.TO) Total Revenue
Values in CAD except per share items

L.TO vs. CTC-A.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Loblaw Companies Limited and Canadian Tire Corporation Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

28.0%30.0%32.0%34.0%36.0%20222023202420252026
31.3%
34.0%
Portfolio components
L.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Loblaw Companies Limited reported a gross profit of 4.54B and revenue of 14.48B. Therefore, the gross margin over that period was 31.3%.

CTC-A.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Tire Corporation Ltd reported a gross profit of 1.21B and revenue of 3.57B. Therefore, the gross margin over that period was 34.0%.

L.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Loblaw Companies Limited reported an operating income of 1.01B and revenue of 14.48B, resulting in an operating margin of 7.0%.

CTC-A.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Tire Corporation Ltd reported an operating income of 254.30M and revenue of 3.57B, resulting in an operating margin of 7.1%.

L.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Loblaw Companies Limited reported a net income of 594.00M and revenue of 14.48B, resulting in a net margin of 4.1%.

CTC-A.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Tire Corporation Ltd reported a net income of 107.00M and revenue of 3.57B, resulting in a net margin of 3.0%.


Frequently Asked Questions


L.TO and CTC-A.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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