PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MDA.TO vs. CAE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDA.TO and CAE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

MDA.TO vs. CAE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MDA Space Ltd. (MDA.TO) and CAE Inc. (CAE). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
56.46%
34.11%
MDA.TO
CAE

Key characteristics

Sharpe Ratio

MDA.TO:

2.19

CAE:

0.39

Sortino Ratio

MDA.TO:

2.99

CAE:

0.73

Omega Ratio

MDA.TO:

1.39

CAE:

1.10

Calmar Ratio

MDA.TO:

2.66

CAE:

0.22

Martin Ratio

MDA.TO:

9.20

CAE:

1.00

Ulcer Index

MDA.TO:

10.24%

CAE:

11.69%

Daily Std Dev

MDA.TO:

42.97%

CAE:

29.89%

Max Drawdown

MDA.TO:

-68.33%

CAE:

-70.04%

Current Drawdown

MDA.TO:

-17.61%

CAE:

-30.84%

Fundamentals

Market Cap

MDA.TO:

CA$2.93B

CAE:

$7.58B

EPS

MDA.TO:

CA$0.55

CAE:

-$0.75

PEG Ratio

MDA.TO:

11.68

CAE:

2.45

Total Revenue (TTM)

MDA.TO:

CA$733.50M

CAE:

$3.34B

Gross Profit (TTM)

MDA.TO:

CA$175.90M

CAE:

$851.30M

EBITDA (TTM)

MDA.TO:

CA$130.20M

CAE:

-$26.90M

Returns By Period

In the year-to-date period, MDA.TO achieves a -17.61% return, which is significantly lower than CAE's -7.21% return.


MDA.TO

YTD

-17.61%

1M

-13.45%

6M

68.37%

1Y

86.44%

5Y*

N/A

10Y*

N/A

CAE

YTD

-7.21%

1M

0.08%

6M

34.11%

1Y

12.57%

5Y*

-5.02%

10Y*

7.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MDA.TO vs. CAE — Risk-Adjusted Performance Rank

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

MDA.TO
The Risk-Adjusted Performance Rank of MDA.TO is 9292
Overall Rank
The Sharpe Ratio Rank of MDA.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MDA.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MDA.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of MDA.TO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of MDA.TO is 9090
Martin Ratio Rank

CAE
The Risk-Adjusted Performance Rank of CAE is 5555
Overall Rank
The Sharpe Ratio Rank of CAE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CAE is 5151
Sortino Ratio Rank
The Omega Ratio Rank of CAE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CAE is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CAE is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MDA.TO vs. CAE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MDA Space Ltd. (MDA.TO) and CAE Inc. (CAE). 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.


Sharpe ratio
The chart of Sharpe ratio for MDA.TO, currently valued at 1.50, compared to the broader market-2.000.002.004.001.500.80
The chart of Sortino ratio for MDA.TO, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.002.271.29
The chart of Omega ratio for MDA.TO, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.17
The chart of Calmar ratio for MDA.TO, currently valued at 1.59, compared to the broader market0.002.004.006.001.590.43
The chart of Martin ratio for MDA.TO, currently valued at 6.18, compared to the broader market0.0010.0020.0030.006.182.20
MDA.TO
CAE

The current MDA.TO Sharpe Ratio is 2.19, which is higher than the CAE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MDA.TO and CAE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.50
0.80
MDA.TO
CAE

Dividends

MDA.TO vs. CAE - Dividend Comparison

Neither MDA.TO nor CAE has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MDA.TO
MDA Space Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAE
CAE Inc.
0.00%0.00%0.00%0.00%0.00%0.29%1.29%1.72%1.42%1.70%2.02%1.80%

Drawdowns

MDA.TO vs. CAE - Drawdown Comparison

The maximum MDA.TO drawdown since its inception was -68.33%, roughly equal to the maximum CAE drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for MDA.TO and CAE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.35%
-30.84%
MDA.TO
CAE

Volatility

MDA.TO vs. CAE - Volatility Comparison

MDA Space Ltd. (MDA.TO) has a higher volatility of 23.36% compared to CAE Inc. (CAE) at 6.23%. This indicates that MDA.TO's price experiences larger fluctuations and is considered to be riskier than CAE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
23.36%
6.23%
MDA.TO
CAE

Financials

MDA.TO vs. CAE - Financials Comparison

This section allows you to compare key financial metrics between MDA Space Ltd. and CAE 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MDA.TO values in CAD, CAE values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab