L.TO vs. SNEX
L.TO (Loblaw Companies Limited) and SNEX (StoneX Group Inc.) are both stocks. L.TO operates in Grocery Stores (Consumer Defensive), while SNEX operates in Capital Markets (Financial Services). Over the past 10 years, L.TO returned 26.38%/yr vs 29.97%/yr for SNEX. At a 0.10 correlation, their price movements are largely independent.
Performance
L.TO vs. SNEX - Performance Comparison
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Different Trading Currencies
L.TO is traded in CAD, while SNEX is traded in USD. To make them comparable, the SNEX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, L.TO achieves a 4.19% return, which is significantly lower than SNEX's 80.73% return. Over the past 10 years, L.TO has underperformed SNEX with an annualized return of 26.38%, while SNEX has yielded a comparatively higher 29.97% annualized return.
L.TO
- 1D
- 1.51%
- 1M
- -2.79%
- 6M
- 2.69%
- YTD
- 4.19%
- 1Y
- 16.84%
- 3Y*
- 33.86%
- 5Y*
- 32.00%
- 10Y*
- 26.38%
- ALL TIME*
- 20.83%
SNEX
- 1D
- -0.76%
- 1M
- -18.85%
- 6M
- 59.82%
- YTD
- 80.73%
- 1Y
- 82.59%
- 3Y*
- 64.02%
- 5Y*
- 45.96%
- 10Y*
- 29.97%
- ALL TIME*
- 23.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$58.34M | CA$76.10M | CA$83.89M | |
| CA$123.05M | CA$163.25M | CA$141.94M |
L.TO vs. SNEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
L.TO Loblaw Companies Limited | 4.19% | 34.69% | 54.55% | 13.67% | 21.98% | 76.92% | 1.32% | 17.76% | 51.51% | 4.10% |
SNEX StoneX Group Inc. | 80.73% | 39.00% | 43.93% | 13.44% | 65.45% | 5.73% | 15.76% | 27.99% | -6.76% | 0.13% |
Correlation
The correlation between L.TO and SNEX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2006 | 0.10 |
The correlation between L.TO and SNEX shifts across timeframes, from -0.03 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
L.TO:
CA$74.90B
SNEX:
$8.83B
L.TO:
CA$3.10
SNEX:
$7.39
L.TO:
20.74
SNEX:
10.05
L.TO:
0.89
SNEX:
0.03
L.TO:
6.95
SNEX:
2.24
L.TO:
CA$64.25B
SNEX:
$152.34B
L.TO:
CA$19.91B
SNEX:
$47.64B
L.TO:
CA$7.21B
SNEX:
$2.46B
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Return for Risk
L.TO vs. SNEX — Risk / Return Rank
L.TO
SNEX
L.TO vs. SNEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and StoneX Group Inc. (SNEX). 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.
| L.TO | SNEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.13 | -1.97 |
| Martin ratioReturn relative to average drawdown | 2.61 | 8.92 | -6.32 |
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Drawdowns
L.TO vs. SNEX - Drawdown Comparison
The maximum L.TO drawdown since its inception was -44.67%, smaller than the maximum SNEX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for L.TO and SNEX.
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Drawdown Indicators
| L.TO | SNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -85.72% | +41.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -26.51% | +11.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -26.51% | +11.98% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -26.51% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -18.54% | -45.93% | +27.39% |
Current DrawdownCurrent decline from peak | -6.65% | -20.21% | +13.56% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -31.75% | +24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 9.28% | -2.80% |
Volatility
L.TO vs. SNEX - Volatility Comparison
The current volatility for Loblaw Companies Limited (L.TO) is 5.85%, while StoneX Group Inc. (SNEX) has a volatility of 21.21%. This indicates that L.TO experiences smaller price fluctuations and is considered to be less risky than SNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| L.TO | SNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 21.21% | -15.36% |
Volatility (6M)Calculated over the trailing 6-month period | 17.06% | 36.98% | -19.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.52% | 47.09% | -25.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 36.79% | -17.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.47% | 37.59% | -17.12% |
Dividends
L.TO vs. SNEX - Dividend Comparison
L.TO's dividend yield for the trailing twelve months is around 0.90%, while SNEX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
L.TO Loblaw Companies Limited | 0.90% | 2.19% | 4.20% | 5.43% | 5.28% | 5.40% | 8.15% | 7.40% | 6.45% | 7.84% | 7.27% | 7.61% |
SNEX StoneX Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
L.TO vs. SNEX - Financials Comparison
This section allows you to compare key financial metrics between Loblaw Companies Limited and StoneX Group 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
L.TO vs. SNEX - Profitability Comparison
L.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SNEX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, StoneX Group Inc. reported a gross profit of 45.35B and revenue of 45.76B. Therefore, the gross margin over that period was 99.1%.
L.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Loblaw Companies Limited reported an operating income of 1.01B and revenue of 14.48B, resulting in an operating margin of 7.0%.
SNEX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, StoneX Group Inc. reported an operating income of 45.32B and revenue of 45.76B, resulting in an operating margin of 99.0%.
L.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Loblaw Companies Limited reported a net income of 594.00M and revenue of 14.48B, resulting in a net margin of 4.1%.
SNEX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, StoneX Group Inc. reported a net income of 174.30M and revenue of 45.76B, resulting in a net margin of 0.4%.
Frequently Asked Questions
L.TO and SNEX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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