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NA.TO vs. TD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NA.TO vs. TD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in National Bank of Canada (NA.TO) and The Toronto-Dominion Bank (TD.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 22.40% return, which is significantly lower than TD.TO's 28.85% return. Over the past 10 years, NA.TO has outperformed TD.TO with an annualized return of 21.48%, while TD.TO has yielded a comparatively lower 16.09% annualized return.


NA.TO

1D
0.62%
1M
2.53%
YTD
22.40%
6M
23.26%
1Y
59.71%
3Y*
33.78%
5Y*
22.51%
10Y*
21.48%

TD.TO

1D
1.10%
1M
10.59%
YTD
28.85%
6M
32.50%
1Y
76.68%
3Y*
33.03%
5Y*
18.47%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NA.TO vs. TD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NA.TO
National Bank of Canada
22.40%36.15%34.65%15.53%-1.45%39.02%4.01%34.04%-6.92%19.77%
TD.TO
The Toronto-Dominion Bank
28.85%77.06%-6.05%2.34%-6.01%40.15%3.72%11.66%-4.57%15.15%

Correlation

The correlation between NA.TO and TD.TO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.43

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

0.50

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2006

0.60

The correlation between NA.TO and TD.TO shifts across timeframes, from 0.43 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NA.TO:

CA$82.13B

TD.TO:

CA$273.16B

EPS

NA.TO:

CA$11.69

TD.TO:

CA$8.81

PE Ratio

NA.TO:

17.95

TD.TO:

18.62

PEG Ratio

NA.TO:

5.02

TD.TO:

0.67

PS Ratio

NA.TO:

3.03

TD.TO:

2.47

PB Ratio

NA.TO:

2.65

TD.TO:

2.42

Total Revenue (TTM)

NA.TO:

CA$27.33B

TD.TO:

CA$112.59B

Gross Profit (TTM)

NA.TO:

CA$14.01B

TD.TO:

CA$59.48B

EBITDA (TTM)

NA.TO:

CA$6.37B

TD.TO:

CA$19.98B

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Return for Risk

NA.TO vs. TD.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: 9898
Sharpe Ratio Rank
NA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
NA.TO Omega Ratio Rank: 9898
Omega Ratio Rank
NA.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
NA.TO Martin Ratio Rank: 9797
Martin Ratio Rank

TD.TO
TD.TO Risk / Return Rank: 9999
Overall Rank
TD.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TD.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
TD.TO Omega Ratio Rank: 9999
Omega Ratio Rank
TD.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD.TO Martin Ratio Rank: 9999
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. TD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bank of Canada (NA.TO) and The Toronto-Dominion Bank (TD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NA.TOTD.TODifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.70

1.89

-0.18

Calmar ratioReturn relative to maximum drawdown

6.73

11.51

-4.78

Martin ratioReturn relative to average drawdown

22.50

48.39

-25.90

NA.TO vs. TD.TO - Sharpe Ratio Comparison

The current NA.TO Sharpe Ratio is 3.77, which is comparable to the TD.TO Sharpe Ratio of 5.07. The chart below compares the historical Sharpe Ratios of NA.TO and TD.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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Drawdowns

NA.TO vs. TD.TO - Drawdown Comparison

The maximum NA.TO drawdown since its inception was -55.45%, which is greater than TD.TO's maximum drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for NA.TO and TD.TO.


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Drawdown Indicators


NA.TOTD.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-52.42%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-6.68%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-15.04%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-26.06%

+3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-35.80%

-12.42%

Current Drawdown

Current decline from peak

-1.68%

0.00%

-1.68%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.29%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.59%

+1.09%

Volatility

NA.TO vs. TD.TO - Volatility Comparison

National Bank of Canada (NA.TO) has a higher volatility of 6.17% compared to The Toronto-Dominion Bank (TD.TO) at 5.14%. This indicates that NA.TO's price experiences larger fluctuations and is considered to be riskier than TD.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.TOTD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

5.14%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

11.73%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

15.16%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

17.17%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

19.29%

+1.65%

Dividends

NA.TO vs. TD.TO - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 2.31%, less than TD.TO's 2.60% yield.


PositionTTM20252024202320222021202020192018201720162015
NA.TO
National Bank of Canada
2.31%2.75%3.36%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%
TD.TO
The Toronto-Dominion Bank
2.60%3.25%5.33%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%

Financials

NA.TO vs. TD.TO - Financials Comparison

This section allows you to compare key financial metrics between National Bank of Canada and The Toronto-Dominion Bank. 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


5.00B10.00B15.00B20.00B25.00B30.00B20222023202420252026
8.07B
27.03B
(NA.TO) Total Revenue
(TD.TO) Total Revenue
Values in CAD except per share items

NA.TO vs. TD.TO - Profitability Comparison

The chart below illustrates the profitability comparison between National Bank of Canada and The Toronto-Dominion Bank 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%
55.2%
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%.

TD.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.91B and revenue of 27.03B. Therefore, the gross margin over that period was 55.2%.

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%.

TD.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.03B and revenue of 27.03B, resulting in an operating margin of 18.6%.

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%.

TD.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.03B, resulting in a net margin of 15.7%.


Frequently Asked Questions


NA.TO and TD.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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