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L.TO vs. WN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

L.TO vs. WN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Loblaw Companies Limited (L.TO) and George Weston Limited (WN.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
L.TO
Loblaw Companies Limited
2.44%32.54%50.14%9.65%18.16%70.07%-3.01%13.23%14.59%-2.20%
WN.TO
George Weston Limited
4.11%28.81%37.98%-0.33%16.43%57.16%-5.66%16.76%-15.87%-2.34%

Fundamentals

Market Cap

L.TO:

CA$75.34B

WN.TO:

CA$37.81B

EPS

L.TO:

CA$4.47

WN.TO:

CA$5.73

PE Ratio

L.TO:

14.19

WN.TO:

17.16

PS Ratio

L.TO:

0.59

WN.TO:

0.33

PB Ratio

L.TO:

6.83

WN.TO:

8.47

Total Revenue (TTM)

L.TO:

CA$63.90B

WN.TO:

CA$64.78B

Gross Profit (TTM)

L.TO:

CA$19.99B

WN.TO:

CA$20.76B

EBITDA (TTM)

L.TO:

CA$7.20B

WN.TO:

CA$7.52B

Returns By Period

In the year-to-date period, L.TO achieves a 2.44% return, which is significantly lower than WN.TO's 4.11% return. Over the past 10 years, L.TO has outperformed WN.TO with an annualized return of 18.51%, while WN.TO has yielded a comparatively lower 11.71% annualized return.


L.TO

1D
-0.39%
1M
0.54%
YTD
2.44%
6M
18.36%
1Y
27.02%
3Y*
29.27%
5Y*
31.77%
10Y*
18.51%

WN.TO

1D
-0.39%
1M
-1.53%
YTD
4.11%
6M
16.50%
1Y
21.76%
3Y*
19.88%
5Y*
23.51%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

L.TO vs. WN.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: 7979
Overall Rank
L.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
L.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
L.TO Omega Ratio Rank: 7474
Omega Ratio Rank
L.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
L.TO Martin Ratio Rank: 8282
Martin Ratio Rank

WN.TO
WN.TO Risk / Return Rank: 7575
Overall Rank
WN.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WN.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
WN.TO Omega Ratio Rank: 6868
Omega Ratio Rank
WN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
WN.TO Martin Ratio Rank: 7979
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. WN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) and George Weston Limited (WN.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.TOWN.TODifference

Sharpe ratio

Return per unit of total volatility

1.31

1.10

+0.21

Sortino ratio

Return per unit of downside risk

1.83

1.57

+0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

2.74

2.37

+0.37

Martin ratio

Return relative to average drawdown

6.23

5.23

+1.00

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

The current L.TO Sharpe Ratio is 1.31, which is comparable to the WN.TO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of L.TO and WN.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.


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Sharpe Ratios by Period


L.TOWN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.10

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.73

1.27

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.62

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.20

Correlation

The correlation between L.TO and WN.TO is 0.50, 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.


Dividends

L.TO vs. WN.TO - Dividend Comparison

L.TO's dividend yield for the trailing twelve months is around 0.89%, less than WN.TO's 1.21% yield.


TTM20252024202320222021202020192018201720162015
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%
WN.TO
George Weston Limited
1.21%1.23%1.42%1.70%1.54%1.57%2.23%2.03%2.17%1.65%1.54%1.59%

Drawdowns

L.TO vs. WN.TO - Drawdown Comparison

The maximum L.TO drawdown since its inception was -63.24%, roughly equal to the maximum WN.TO drawdown of -64.22%. Use the drawdown chart below to compare losses from any high point for L.TO and WN.TO.


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Drawdown Indicators


L.TOWN.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-64.22%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-10.33%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-19.57%

+5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

-27.71%

+7.48%

Current Drawdown

Current decline from peak

-8.22%

-4.29%

-3.93%

Average Drawdown

Average peak-to-trough decline

-14.87%

-17.02%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

4.68%

0.00%

Volatility

L.TO vs. WN.TO - Volatility Comparison

The current volatility for Loblaw Companies Limited (L.TO) is 5.71%, while George Weston Limited (WN.TO) has a volatility of 7.15%. This indicates that L.TO experiences smaller price fluctuations and is considered to be less risky than WN.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.TOWN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

7.15%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

14.46%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

20.02%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

18.56%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

18.87%

-0.25%

Financials

L.TO vs. WN.TO - Financials Comparison

This section allows you to compare key financial metrics between Loblaw Companies Limited and George Weston Limited. 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


12.00B14.00B16.00B18.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
15.70B
15.86B
(L.TO) Total Revenue
(WN.TO) Total Revenue
Values in CAD except per share items

L.TO vs. WN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Loblaw Companies Limited and George Weston Limited 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%29.0%30.0%31.0%32.0%33.0%34.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
27.5%
28.5%
Portfolio components
L.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Loblaw Companies Limited reported a gross profit of 4.32B and revenue of 15.70B. Therefore, the gross margin over that period was 27.5%.

WN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, George Weston Limited reported a gross profit of 4.52B and revenue of 15.86B. Therefore, the gross margin over that period was 28.5%.

L.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Loblaw Companies Limited reported an operating income of 929.00M and revenue of 15.70B, resulting in an operating margin of 5.9%.

WN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, George Weston Limited reported an operating income of 1.08B and revenue of 15.86B, resulting in an operating margin of 6.8%.

L.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Loblaw Companies Limited reported a net income of 656.00M and revenue of 15.70B, resulting in a net margin of 4.2%.

WN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, George Weston Limited reported a net income of 290.00M and revenue of 15.86B, resulting in a net margin of 1.8%.