L.TO vs. SLF.TO
Compare and contrast key facts about Loblaw Companies Limited (L.TO) and Sun Life Financial Inc. (SLF.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: L.TO or SLF.TO.
Key characteristics
| L.TO | SLF.TO | |
|---|---|---|
| YTD Return | 20.88% | 4.73% |
| 1Y Return | 25.82% | 13.63% |
| 3Y Return (Ann) | 33.35% | 6.80% |
| 5Y Return (Ann) | 20.89% | 9.54% |
| 10Y Return (Ann) | 16.98% | 10.85% |
| Sharpe Ratio | 1.27 | 1.02 |
| Daily Std Dev | 17.29% | 13.14% |
| Max Drawdown | -63.56% | -71.53% |
| Current Drawdown | 0.00% | -4.44% |
Fundamentals
| L.TO | SLF.TO | |
|---|---|---|
| Market Cap | CA$47.12B | CA$41.16B |
| EPS | CA$6.52 | CA$5.26 |
| PE Ratio | 23.37 | 13.44 |
| PEG Ratio | 3.56 | 1.17 |
| Revenue (TTM) | CA$59.53B | CA$30.85B |
| Gross Profit (TTM) | CA$17.98B | CA$14.48B |
| EBITDA (TTM) | CA$5.01B | CA$4.64B |
Correlation
The correlation between L.TO and SLF.TO is 0.41, 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
L.TO vs. SLF.TO - Performance Comparison
In the year-to-date period, L.TO achieves a 20.88% return, which is significantly higher than SLF.TO's 4.73% return. Over the past 10 years, L.TO has outperformed SLF.TO with an annualized return of 16.98%, while SLF.TO has yielded a comparatively lower 10.85% 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
L.TO vs. SLF.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and Sun Life Financial Inc. (SLF.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.
Dividends
L.TO vs. SLF.TO - Dividend Comparison
L.TO's dividend yield for the trailing twelve months is around 1.15%, less than SLF.TO's 4.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
L.TO Loblaw Companies Limited | 1.15% | 1.36% | 1.32% | 1.35% | 2.04% | 1.85% | 1.61% | 1.57% | 1.45% | 1.52% | 1.57% | 2.22% |
SLF.TO Sun Life Financial Inc. | 4.30% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% | 3.44% | 3.84% |
Drawdowns
L.TO vs. SLF.TO - Drawdown Comparison
The maximum L.TO drawdown since its inception was -63.56%, smaller than the maximum SLF.TO drawdown of -71.53%. Use the drawdown chart below to compare losses from any high point for L.TO and SLF.TO. For additional features, visit the drawdowns tool.
Volatility
L.TO vs. SLF.TO - Volatility Comparison
Loblaw Companies Limited (L.TO) has a higher volatility of 5.39% compared to Sun Life Financial Inc. (SLF.TO) at 3.90%. This indicates that L.TO's price experiences larger fluctuations and is considered to be riskier than SLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
L.TO vs. SLF.TO - Financials Comparison
This section allows you to compare key financial metrics between Loblaw Companies Limited and Sun Life Financial 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.
Total Revenue: Total amount of money received from sales and other business activities