PortfoliosLab logoPortfoliosLab logo
NHYDY vs. IGM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NHYDY vs. IGM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norsk Hydro ASA ADR (NHYDY) and IGM Financial Inc. (IGM.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NHYDY is traded in USD, while IGM.TO is traded in CAD. To make them comparable, the IGM.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NHYDY achieves a 57.28% return, which is significantly higher than IGM.TO's 30.45% return. Over the past 10 years, NHYDY has outperformed IGM.TO with an annualized return of 17.75%, while IGM.TO has yielded a comparatively lower 13.81% annualized return.


NHYDY

1D
-1.57%
1M
4.09%
YTD
57.28%
6M
66.38%
1Y
126.05%
3Y*
26.98%
5Y*
19.63%
10Y*
17.75%

IGM.TO

1D
1.07%
1M
3.25%
YTD
30.45%
6M
39.45%
1Y
89.38%
3Y*
31.82%
5Y*
15.85%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHYDY vs. IGM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHYDY
Norsk Hydro ASA ADR
57.28%47.30%-14.94%-4.18%5.95%76.35%34.91%-15.68%-38.01%65.31%
IGM.TO
IGM Financial Inc.
30.37%47.72%28.02%0.72%-17.24%39.23%2.41%33.22%-30.91%30.91%

Correlation

The correlation between NHYDY and IGM.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.22

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.31

The correlation between NHYDY and IGM.TO shifts across timeframes, from 0.16 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NHYDY:

$23.36B

IGM.TO:

CA$19.18B

EPS

NHYDY:

$3.10

IGM.TO:

CA$4.86

PE Ratio

NHYDY:

3.84

IGM.TO:

16.73

PEG Ratio

NHYDY:

0.16

IGM.TO:

3.13

PS Ratio

NHYDY:

0.12

IGM.TO:

5.01

PB Ratio

NHYDY:

0.23

IGM.TO:

2.14

Total Revenue (TTM)

NHYDY:

$201.27B

IGM.TO:

CA$3.84B

Gross Profit (TTM)

NHYDY:

$60.54B

IGM.TO:

CA$1.57B

EBITDA (TTM)

NHYDY:

$24.40B

IGM.TO:

CA$1.66B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NHYDY vs. IGM.TO — Risk / Return Rank

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

NHYDY
NHYDY Risk / Return Rank: 9898
Overall Rank
NHYDY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NHYDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
NHYDY Omega Ratio Rank: 9696
Omega Ratio Rank
NHYDY Calmar Ratio Rank: 9898
Calmar Ratio Rank
NHYDY Martin Ratio Rank: 9999
Martin Ratio Rank

IGM.TO
IGM.TO Risk / Return Rank: 9898
Overall Rank
IGM.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IGM.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
IGM.TO Omega Ratio Rank: 9898
Omega Ratio Rank
IGM.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
IGM.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.

NHYDY vs. IGM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Norsk Hydro ASA ADR (NHYDY) and IGM Financial Inc. (IGM.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.


NHYDYIGM.TODifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.57

1.68

-0.12

Calmar ratioReturn relative to maximum drawdown

10.97

8.07

+2.90

Martin ratioReturn relative to average drawdown

39.71

35.34

+4.37

NHYDY vs. IGM.TO - Sharpe Ratio Comparison

The current NHYDY Sharpe Ratio is 3.99, which is comparable to the IGM.TO Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of NHYDY and IGM.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.


Loading charts...

Sharpe Ratios by Period


NHYDYIGM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.99

3.92

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.72

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.59

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.29

+0.17

Drawdowns

NHYDY vs. IGM.TO - Drawdown Comparison

The maximum NHYDY drawdown since its inception was -73.90%, which is greater than IGM.TO's maximum drawdown of -64.73%. Use the drawdown chart below to compare losses from any high point for NHYDY and IGM.TO.


Loading charts...

Drawdown Indicators


NHYDYIGM.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-64.73%

-9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-11.14%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-29.04%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-46.67%

-39.23%

-7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.90%

-53.98%

-19.92%

Current Drawdown

Current decline from peak

-8.68%

-0.01%

-8.67%

Average Drawdown

Average peak-to-trough decline

-25.23%

-20.46%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.55%

+0.64%

Volatility

NHYDY vs. IGM.TO - Volatility Comparison

Norsk Hydro ASA ADR (NHYDY) has a higher volatility of 10.64% compared to IGM Financial Inc. (IGM.TO) at 5.56%. This indicates that NHYDY's price experiences larger fluctuations and is considered to be riskier than IGM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NHYDYIGM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

5.56%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.84%

19.03%

+7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

22.91%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

22.14%

+17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.36%

23.71%

+15.65%

Dividends

NHYDY vs. IGM.TO - Dividend Comparison

NHYDY's dividend yield for the trailing twelve months is around 2.67%, less than IGM.TO's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM.TO
IGM Financial Inc.
2.84%3.64%4.90%6.43%5.96%4.93%6.52%6.04%7.25%5.14%5.91%8.07%
NHYDY
Norsk Hydro ASA ADR
2.67%2.65%4.30%8.10%9.59%1.86%5.44%3.92%4.96%1.91%2.60%0.00%

Financials

NHYDY vs. IGM.TO - Financials Comparison

This section allows you to compare key financial metrics between Norsk Hydro ASA ADR and IGM Financial 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
50.39B
925.05M
(NHYDY) Total Revenue
(IGM.TO) Total Revenue
Please note, different currencies. NHYDY values in USD, IGM.TO values in CAD

NHYDY vs. IGM.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Norsk Hydro ASA ADR and IGM Financial Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
31.9%
55.1%
Portfolio components
NHYDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a gross profit of 16.09B and revenue of 50.39B. Therefore, the gross margin over that period was 31.9%.

IGM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a gross profit of 509.55M and revenue of 925.05M. Therefore, the gross margin over that period was 55.1%.

NHYDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported an operating income of 9.11B and revenue of 50.39B, resulting in an operating margin of 18.1%.

IGM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported an operating income of 330.21M and revenue of 925.05M, resulting in an operating margin of 35.7%.

NHYDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norsk Hydro ASA ADR reported a net income of 4.24B and revenue of 50.39B, resulting in a net margin of 8.4%.

IGM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a net income of 283.82M and revenue of 925.05M, resulting in a net margin of 30.7%.


Frequently Asked Questions


NHYDY and IGM.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NHYDY and IGM.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer