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

Key characteristics


MG.TOQSR
YTD Return-19.33%-11.04%
1Y Return-12.51%1.85%
3Y Return (Ann)-15.17%9.59%
5Y Return (Ann)-1.07%3.58%
Sharpe Ratio-0.390.09
Sortino Ratio-0.370.29
Omega Ratio0.951.03
Calmar Ratio-0.200.11
Martin Ratio-0.600.19
Ulcer Index18.76%10.71%
Daily Std Dev28.71%22.02%
Max Drawdown-78.56%-63.03%
Current Drawdown-46.74%-16.00%

Fundamentals


MG.TOQSR
Market CapCA$17.74B$30.63B
EPSCA$5.22$3.99
PE Ratio11.8317.01
PEG Ratio0.451.79
Total Revenue (TTM)CA$42.66B$7.98B
Gross Profit (TTM)CA$5.74B$5.13B
EBITDA (TTM)CA$3.08B$2.17B

Correlation

-0.50.00.51.00.4

The correlation between MG.TO and QSR is 0.36, 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. QSR - Performance Comparison

In the year-to-date period, MG.TO achieves a -19.33% return, which is significantly lower than QSR's -11.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-4.07%
-4.30%
MG.TO
QSR

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MG.TO) and Restaurant Brands International Inc. (QSR). 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 -0.56, compared to the broader market-4.00-2.000.002.004.00-0.56
Sortino ratio
The chart of Sortino ratio for MG.TO, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.006.00-0.62
Omega ratio
The chart of Omega ratio for MG.TO, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for MG.TO, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28
Martin ratio
The chart of Martin ratio for MG.TO, currently valued at -0.81, compared to the broader market0.0010.0020.0030.00-0.81
QSR
Sharpe ratio
The chart of Sharpe ratio for QSR, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05
Sortino ratio
The chart of Sortino ratio for QSR, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.006.000.08
Omega ratio
The chart of Omega ratio for QSR, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for QSR, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for QSR, currently valued at -0.10, compared to the broader market0.0010.0020.0030.00-0.10

MG.TO vs. QSR - Sharpe Ratio Comparison

The current MG.TO Sharpe Ratio is -0.39, which is lower than the QSR Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MG.TO and QSR, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.56
-0.05
MG.TO
QSR

Dividends

MG.TO vs. QSR - Dividend Comparison

MG.TO's dividend yield for the trailing twelve months is around 3.08%, less than QSR's 3.37% yield.


TTM20232022202120202019201820172016201520142013
MG.TO
Magna International Inc.
3.08%2.35%2.37%1.68%1.78%2.05%2.83%2.04%2.29%1.70%0.00%0.00%
QSR
Restaurant Brands International Inc.
3.37%2.82%3.34%3.49%3.40%3.14%3.44%1.27%1.30%1.18%0.00%0.00%

Drawdowns

MG.TO vs. QSR - Drawdown Comparison

The maximum MG.TO drawdown since its inception was -78.56%, which is greater than QSR's maximum drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for MG.TO and QSR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-53.78%
-16.00%
MG.TO
QSR

Volatility

MG.TO vs. QSR - Volatility Comparison

Magna International Inc. (MG.TO) has a higher volatility of 10.97% compared to Restaurant Brands International Inc. (QSR) at 6.32%. This indicates that MG.TO's price experiences larger fluctuations and is considered to be riskier than QSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.97%
6.32%
MG.TO
QSR

Financials

MG.TO vs. QSR - Financials Comparison

This section allows you to compare key financial metrics between Magna International Inc. and Restaurant Brands International 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. MG.TO values in CAD, QSR values in USD