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NA.TO vs. CRT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NA.TO vs. CRT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in National Bank of Canada (NA.TO) and CT Real Estate Investment Trust (CRT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NA.TO achieves a 19.25% return, which is significantly higher than CRT-UN.TO's 11.59% return. Over the past 10 years, NA.TO has outperformed CRT-UN.TO with an annualized return of 20.93%, while CRT-UN.TO has yielded a comparatively lower 7.63% annualized return.


NA.TO

1D
0.02%
1M
-1.66%
YTD
19.25%
6M
20.62%
1Y
57.49%
3Y*
33.33%
5Y*
21.75%
10Y*
20.93%

CRT-UN.TO

1D
-0.11%
1M
1.42%
YTD
11.59%
6M
15.18%
1Y
16.30%
3Y*
12.39%
5Y*
7.05%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NA.TO vs. CRT-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NA.TO
National Bank of Canada
19.25%36.15%34.65%15.53%-1.45%39.02%4.01%34.04%-6.92%19.77%
CRT-UN.TO
CT Real Estate Investment Trust
11.59%20.98%3.91%-0.26%-5.16%16.12%2.73%47.59%-15.85%1.45%

Correlation

The correlation between NA.TO and CRT-UN.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.28

The correlation between NA.TO and CRT-UN.TO shifts across timeframes, from 0.28 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NA.TO:

CA$80.01B

CRT-UN.TO:

CA$3.51B

EPS

NA.TO:

CA$11.69

CRT-UN.TO:

CA$1.34

PE Ratio

NA.TO:

17.49

CRT-UN.TO:

13.23

PEG Ratio

NA.TO:

4.89

CRT-UN.TO:

0.25

PS Ratio

NA.TO:

2.95

CRT-UN.TO:

6.47

PB Ratio

NA.TO:

2.58

CRT-UN.TO:

1.75

Total Revenue (TTM)

NA.TO:

CA$27.33B

CRT-UN.TO:

CA$611.41M

Gross Profit (TTM)

NA.TO:

CA$14.01B

CRT-UN.TO:

CA$477.02M

EBITDA (TTM)

NA.TO:

CA$6.37B

CRT-UN.TO:

CA$623.97M

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Return for Risk

NA.TO vs. CRT-UN.TO — Risk / Return Rank

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

NA.TO
NA.TO Risk / Return Rank: 9797
Overall Rank
NA.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
NA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
NA.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
NA.TO Martin Ratio Rank: 9696
Martin Ratio Rank

CRT-UN.TO
CRT-UN.TO Risk / Return Rank: 7777
Overall Rank
CRT-UN.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CRT-UN.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRT-UN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
CRT-UN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
CRT-UN.TO Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NA.TO vs. CRT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bank of Canada (NA.TO) and CT Real Estate Investment Trust (CRT-UN.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.


NA.TOCRT-UN.TODifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.68

1.22

+0.46

Calmar ratioReturn relative to maximum drawdown

6.43

2.63

+3.80

Martin ratioReturn relative to average drawdown

21.65

6.86

+14.79

NA.TO vs. CRT-UN.TO - Sharpe Ratio Comparison

The current NA.TO Sharpe Ratio is 3.62, which is higher than the CRT-UN.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of NA.TO and CRT-UN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NA.TOCRT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.62

1.29

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.40

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.38

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.54

+0.21

Drawdowns

NA.TO vs. CRT-UN.TO - Drawdown Comparison

The maximum NA.TO drawdown since its inception was -55.45%, which is greater than CRT-UN.TO's maximum drawdown of -45.88%. Use the drawdown chart below to compare losses from any high point for NA.TO and CRT-UN.TO.


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Drawdown Indicators


NA.TOCRT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-45.88%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-6.24%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-17.38%

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-24.70%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-45.88%

-2.34%

Current Drawdown

Current decline from peak

-4.21%

-0.84%

-3.37%

Average Drawdown

Average peak-to-trough decline

-6.76%

-6.26%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.38%

+0.28%

Volatility

NA.TO vs. CRT-UN.TO - Volatility Comparison

National Bank of Canada (NA.TO) has a higher volatility of 6.02% compared to CT Real Estate Investment Trust (CRT-UN.TO) at 2.78%. This indicates that NA.TO's price experiences larger fluctuations and is considered to be riskier than CRT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NA.TOCRT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

2.78%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

9.36%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

12.74%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

17.64%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

20.22%

+0.73%

Dividends

NA.TO vs. CRT-UN.TO - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 2.37%, less than CRT-UN.TO's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CRT-UN.TO
CT Real Estate Investment Trust
5.35%5.77%6.40%6.04%5.48%4.76%5.08%4.71%6.34%4.84%4.54%5.11%
NA.TO
National Bank of Canada
2.37%2.75%3.36%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%

Financials

NA.TO vs. CRT-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between National Bank of Canada and CT Real Estate Investment Trust. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
8.07B
157.56M
(NA.TO) Total Revenue
(CRT-UN.TO) Total Revenue
Values in CAD except per share items

NA.TO vs. CRT-UN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between National Bank of Canada and CT Real Estate Investment Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
45.4%
77.5%
Portfolio components
NA.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported a gross profit of 3.66B and revenue of 8.07B. Therefore, the gross margin over that period was 45.4%.

CRT-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a gross profit of 122.17M and revenue of 157.56M. Therefore, the gross margin over that period was 77.5%.

NA.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported an operating income of 1.62B and revenue of 8.07B, resulting in an operating margin of 20.0%.

CRT-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported an operating income of 118.00M and revenue of 157.56M, resulting in an operating margin of 74.9%.

NA.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported a net income of 1.23B and revenue of 8.07B, resulting in a net margin of 15.3%.

CRT-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a net income of 53.53M and revenue of 157.56M, resulting in a net margin of 34.0%.


Frequently Asked Questions


NA.TO and CRT-UN.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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