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MFC.TO vs. GWO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MFC.TOGWO.TO
YTD Return10.53%-6.55%
1Y Return26.50%10.22%
3Y Return (Ann)10.57%10.24%
5Y Return (Ann)9.75%9.69%
10Y Return (Ann)8.24%8.12%
Sharpe Ratio1.590.84
Daily Std Dev18.28%13.83%
Max Drawdown-99.98%-68.06%
Current Drawdown-99.83%-8.98%

Fundamentals


MFC.TOGWO.TO
Market CapCA$57.91BCA$37.73B
EPSCA$2.61CA$2.93
PE Ratio12.2913.81
PEG Ratio1.032.09
Revenue (TTM)CA$27.25BCA$36.05B
Gross Profit (TTM)CA$17.65BCA$12.32B
EBITDA (TTM)CA$8.36BCA$12.41B

Correlation

-0.50.00.51.00.6

The correlation between MFC.TO and GWO.TO is 0.58, 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

MFC.TO vs. GWO.TO - Performance Comparison

In the year-to-date period, MFC.TO achieves a 10.53% return, which is significantly higher than GWO.TO's -6.55% return. Both investments have delivered pretty close results over the past 10 years, with MFC.TO having a 8.24% annualized return and GWO.TO not far behind at 8.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2024FebruaryMarchApril
-99.82%
1,100.02%
MFC.TO
GWO.TO

Compare stocks, funds, or ETFs

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


Manulife Financial Corporation

Great-West Lifeco Inc.

Risk-Adjusted Performance

MFC.TO vs. GWO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC.TO) and Great-West Lifeco Inc. (GWO.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.


MFC.TO
Sharpe ratio
The chart of Sharpe ratio for MFC.TO, currently valued at 1.38, compared to the broader market-2.00-1.000.001.002.003.004.001.38
Sortino ratio
The chart of Sortino ratio for MFC.TO, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for MFC.TO, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for MFC.TO, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for MFC.TO, currently valued at 5.78, compared to the broader market0.0010.0020.0030.005.78
GWO.TO
Sharpe ratio
The chart of Sharpe ratio for GWO.TO, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.004.000.72
Sortino ratio
The chart of Sortino ratio for GWO.TO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.006.001.08
Omega ratio
The chart of Omega ratio for GWO.TO, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for GWO.TO, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for GWO.TO, currently valued at 2.30, compared to the broader market0.0010.0020.0030.002.30

MFC.TO vs. GWO.TO - Sharpe Ratio Comparison

The current MFC.TO Sharpe Ratio is 1.59, which is higher than the GWO.TO Sharpe Ratio of 0.84. The chart below compares the 12-month rolling Sharpe Ratio of MFC.TO and GWO.TO.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.38
0.72
MFC.TO
GWO.TO

Dividends

MFC.TO vs. GWO.TO - Dividend Comparison

MFC.TO's dividend yield for the trailing twelve months is around 3.43%, less than GWO.TO's 5.23% yield.


TTM20232022202120202019201820172016201520142013
MFC.TO
Manulife Financial Corporation
3.43%3.67%4.21%3.88%3.69%2.86%3.64%2.60%2.36%2.46%3.12%2.39%
GWO.TO
Great-West Lifeco Inc.
5.23%4.74%6.26%4.76%5.77%4.97%5.52%4.18%3.94%3.78%3.66%3.76%

Drawdowns

MFC.TO vs. GWO.TO - Drawdown Comparison

The maximum MFC.TO drawdown since its inception was -99.98%, which is greater than GWO.TO's maximum drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for MFC.TO and GWO.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-99.82%
-10.81%
MFC.TO
GWO.TO

Volatility

MFC.TO vs. GWO.TO - Volatility Comparison

Manulife Financial Corporation (MFC.TO) has a higher volatility of 5.11% compared to Great-West Lifeco Inc. (GWO.TO) at 3.66%. This indicates that MFC.TO's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.11%
3.66%
MFC.TO
GWO.TO

Financials

MFC.TO vs. GWO.TO - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation and Great-West Lifeco 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



Values in CAD except per share items