MKP.TO vs. AI.TO
Compare and contrast key facts about MCAN Mortgage Corporation (MKP.TO) and Atrium Mortgage Investment Corporation (AI.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKP.TO or AI.TO.
Key characteristics
| MKP.TO | AI.TO | |
|---|---|---|
| YTD Return | 22.13% | 12.31% |
| 1Y Return | 24.41% | 15.35% |
| 3Y Return (Ann) | 9.12% | -0.23% |
| 5Y Return (Ann) | 8.89% | 3.81% |
| 10Y Return (Ann) | 6.11% | 7.04% |
| Sharpe Ratio | 1.88 | 1.15 |
| Sortino Ratio | 2.53 | 1.69 |
| Omega Ratio | 1.34 | 1.20 |
| Calmar Ratio | 3.69 | 0.87 |
| Martin Ratio | 10.55 | 5.44 |
| Ulcer Index | 2.55% | 3.29% |
| Daily Std Dev | 14.18% | 15.49% |
| Max Drawdown | -47.25% | -53.30% |
| Current Drawdown | -3.62% | -6.81% |
Fundamentals
| MKP.TO | AI.TO | |
|---|---|---|
| Market Cap | CA$690.57M | CA$517.31M |
| EPS | CA$2.20 | CA$1.04 |
| PE Ratio | 8.23 | 10.58 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | CA$164.76M | CA$66.98M |
| Gross Profit (TTM) | CA$77.20M | CA$60.49M |
| EBITDA (TTM) | CA$77.02M | CA$57.08M |
Correlation
The correlation between MKP.TO and AI.TO is 0.38, 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
MKP.TO vs. AI.TO - Performance Comparison
In the year-to-date period, MKP.TO achieves a 22.13% return, which is significantly higher than AI.TO's 12.31% return. Over the past 10 years, MKP.TO has underperformed AI.TO with an annualized return of 6.11%, while AI.TO has yielded a comparatively higher 7.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MKP.TO vs. AI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MCAN Mortgage Corporation (MKP.TO) and Atrium Mortgage Investment Corporation (AI.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.
Dividends
MKP.TO vs. AI.TO - Dividend Comparison
MKP.TO's dividend yield for the trailing twelve months is around 8.56%, less than AI.TO's 11.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKP.TO MCAN Mortgage Corporation | 8.56% | 9.31% | 9.60% | 0.09% | 0.09% | 0.08% | 0.12% | 0.08% | 0.09% | 0.10% | 0.08% | 0.10% |
AI.TO Atrium Mortgage Investment Corporation | 11.36% | 11.79% | 8.39% | 6.41% | 7.11% | 6.21% | 7.15% | 7.02% | 7.08% | 7.37% | 7.34% | 7.38% |
Drawdowns
MKP.TO vs. AI.TO - Drawdown Comparison
The maximum MKP.TO drawdown since its inception was -47.25%, smaller than the maximum AI.TO drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for MKP.TO and AI.TO. For additional features, visit the drawdowns tool.
Volatility
MKP.TO vs. AI.TO - Volatility Comparison
MCAN Mortgage Corporation (MKP.TO) has a higher volatility of 4.06% compared to Atrium Mortgage Investment Corporation (AI.TO) at 2.80%. This indicates that MKP.TO's price experiences larger fluctuations and is considered to be riskier than AI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MKP.TO vs. AI.TO - Financials Comparison
This section allows you to compare key financial metrics between MCAN Mortgage Corporation and Atrium Mortgage Investment 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.
Total Revenue: Total amount of money received from sales and other business activities