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MG.TO vs. CYB.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MG.TOCYB.TO
YTD Return-26.82%18.21%
1Y Return-24.05%19.42%
3Y Return (Ann)-14.69%6.10%
5Y Return (Ann)-2.37%5.66%
10Y Return (Ann)2.11%11.50%
Sharpe Ratio-0.921.57
Daily Std Dev27.94%12.21%
Max Drawdown-78.56%-39.71%
Current Drawdown-51.69%-3.44%

Fundamentals


MG.TOCYB.TO
Market CapCA$16.10BCA$1.55B
EPSCA$4.67CA$7.03
PE Ratio12.0010.09
PEG Ratio0.430.00
Total Revenue (TTM)CA$43.07BCA$281.18M
Gross Profit (TTM)CA$5.71BCA$268.02M
EBITDA (TTM)CA$4.04BCA$208.80M

Correlation

-0.50.00.51.00.4

The correlation between MG.TO and CYB.TO is 0.37, 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.

Performance

MG.TO vs. CYB.TO - Performance Comparison

In the year-to-date period, MG.TO achieves a -26.82% return, which is significantly lower than CYB.TO's 18.21% return. Over the past 10 years, MG.TO has underperformed CYB.TO with an annualized return of 2.11%, while CYB.TO has yielded a comparatively higher 11.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-20.46%
4.27%
MG.TO
CYB.TO

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Risk-Adjusted Performance

MG.TO vs. CYB.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MG.TO) and Cymbria Corporation (CYB.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.


MG.TO
Sharpe ratio
The chart of Sharpe ratio for MG.TO, currently valued at -0.86, compared to the broader market-4.00-2.000.002.00-0.86
Sortino ratio
The chart of Sortino ratio for MG.TO, currently valued at -1.15, compared to the broader market-6.00-4.00-2.000.002.004.00-1.15
Omega ratio
The chart of Omega ratio for MG.TO, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for MG.TO, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00-0.43
Martin ratio
The chart of Martin ratio for MG.TO, currently valued at -1.45, compared to the broader market-10.000.0010.0020.00-1.45
CYB.TO
Sharpe ratio
The chart of Sharpe ratio for CYB.TO, currently valued at 1.36, compared to the broader market-4.00-2.000.002.001.36
Sortino ratio
The chart of Sortino ratio for CYB.TO, currently valued at 2.12, compared to the broader market-6.00-4.00-2.000.002.004.002.12
Omega ratio
The chart of Omega ratio for CYB.TO, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for CYB.TO, currently valued at 0.82, compared to the broader market0.001.002.003.004.005.000.82
Martin ratio
The chart of Martin ratio for CYB.TO, currently valued at 6.86, compared to the broader market-10.000.0010.0020.006.86

MG.TO vs. CYB.TO - Sharpe Ratio Comparison

The current MG.TO Sharpe Ratio is -0.92, which is lower than the CYB.TO Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of MG.TO and CYB.TO.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
-0.86
1.36
MG.TO
CYB.TO

Dividends

MG.TO vs. CYB.TO - Dividend Comparison

MG.TO's dividend yield for the trailing twelve months is around 3.36%, while CYB.TO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MG.TO
Magna International Inc.
3.36%2.35%2.37%1.68%1.78%2.05%2.83%2.04%2.29%1.70%0.00%0.00%
CYB.TO
Cymbria Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MG.TO vs. CYB.TO - Drawdown Comparison

The maximum MG.TO drawdown since its inception was -78.56%, which is greater than CYB.TO's maximum drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for MG.TO and CYB.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-57.06%
-2.71%
MG.TO
CYB.TO

Volatility

MG.TO vs. CYB.TO - Volatility Comparison

Magna International Inc. (MG.TO) has a higher volatility of 8.70% compared to Cymbria Corporation (CYB.TO) at 3.19%. This indicates that MG.TO's price experiences larger fluctuations and is considered to be riskier than CYB.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%12.00%AprilMayJuneJulyAugustSeptember
8.70%
3.19%
MG.TO
CYB.TO

Financials

MG.TO vs. CYB.TO - Financials Comparison

This section allows you to compare key financial metrics between Magna International Inc. and Cymbria Corporation. 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