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L.TO vs. VSP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L.TO vs. VSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Loblaw Companies Limited (L.TO) and Vanguard S&P 500 Index ETF (CAD-hedged) (VSP.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 6.02% return, which is significantly lower than VSP.TO's 7.86% return. Over the past 10 years, L.TO has outperformed VSP.TO with an annualized return of 26.53%, while VSP.TO has yielded a comparatively lower 13.26% annualized return.


L.TO

1D
-0.02%
1M
2.17%
6M
5.27%
YTD
6.02%
1Y
19.74%
3Y*
34.31%
5Y*
32.79%
10Y*
26.53%
ALL TIME*
21.12%

VSP.TO

1D
-0.26%
1M
-0.82%
6M
7.02%
YTD
7.86%
1Y
16.95%
3Y*
17.42%
5Y*
11.13%
10Y*
13.26%
ALL TIME*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L.TO vs. VSP.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L.TO
Loblaw Companies Limited
6.02%34.69%54.55%13.67%21.98%76.92%1.32%17.76%51.51%4.10%
VSP.TO
Vanguard S&P 500 Index ETF (CAD-hedged)
7.86%15.49%23.68%24.16%-19.23%27.90%15.31%30.20%-6.76%21.05%

Correlation

The correlation between L.TO and VSP.TO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

0.09

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

0.11

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.18

The correlation between L.TO and VSP.TO shifts across timeframes, from -0.17 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

L.TO vs. VSP.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: 7070
Overall Rank
L.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
L.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
L.TO Omega Ratio Rank: 6767
Omega Ratio Rank
L.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
L.TO Martin Ratio Rank: 7272
Martin Ratio Rank

VSP.TO
VSP.TO Risk / Return Rank: 5050
Overall Rank
VSP.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VSP.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
VSP.TO Omega Ratio Rank: 4949
Omega Ratio Rank
VSP.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
VSP.TO Martin Ratio Rank: 5656
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. VSP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and Vanguard S&P 500 Index ETF (CAD-hedged) (VSP.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.

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.TOVSP.TODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.36

1.81

-0.45

Martin ratioReturn relative to average drawdown

3.08

7.11

-4.03

L.TO vs. VSP.TO - Sharpe Ratio Comparison

The current L.TO Sharpe Ratio is 0.93, which is comparable to the VSP.TO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of L.TO and VSP.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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Drawdowns

L.TO vs. VSP.TO - Drawdown Comparison

The maximum L.TO drawdown since its inception was -44.67%, which is greater than VSP.TO's maximum drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for L.TO and VSP.TO.


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Drawdown Indicators


L.TOVSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.67%

-35.55%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-9.40%

-5.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.53%

-18.85%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-25.54%

+11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.54%

-35.55%

+17.01%

Current Drawdown

Current decline from peak

-5.02%

-3.63%

-1.39%

Average Drawdown

Average peak-to-trough decline

-7.02%

-4.00%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

2.39%

+4.04%

Volatility

L.TO vs. VSP.TO - Volatility Comparison

Loblaw Companies Limited (L.TO) has a higher volatility of 6.33% compared to Vanguard S&P 500 Index ETF (CAD-hedged) (VSP.TO) at 2.91%. This indicates that L.TO's price experiences larger fluctuations and is considered to be riskier than VSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L.TOVSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

2.91%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.97%

10.72%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

13.05%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

16.97%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

18.01%

+2.45%

Dividends

L.TO vs. VSP.TO - Dividend Comparison

L.TO's dividend yield for the trailing twelve months is around 0.88%, more than VSP.TO's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
L.TO
Loblaw Companies Limited
0.88%2.19%4.20%5.43%5.28%5.40%8.15%7.40%6.45%7.84%7.27%7.61%
VSP.TO
Vanguard S&P 500 Index ETF (CAD-hedged)
0.87%0.92%1.07%1.17%1.37%1.08%1.27%1.53%1.76%1.46%1.72%1.76%

Frequently Asked Questions


L.TO and VSP.TO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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