NTRS vs. FFH.TO
NTRS (Northern Trust Corporation) and FFH.TO (Fairfax Financial Holdings Limited) are both stocks. Both are in the Financial Services sector — NTRS in Asset Management, FFH.TO in Insurance - Property & Casualty. Over the past 10 years, NTRS returned 12.65%/yr vs 14.20%/yr for FFH.TO. At a 0.16 correlation, their price movements are largely independent.
Performance
NTRS vs. FFH.TO - Performance Comparison
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Different Trading Currencies
NTRS is traded in USD, while FFH.TO is traded in CAD. To make them comparable, the FFH.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NTRS achieves a 28.95% return, which is significantly higher than FFH.TO's -14.58% return. Over the past 10 years, NTRS has underperformed FFH.TO with an annualized return of 12.65%, while FFH.TO has yielded a comparatively higher 14.20% annualized return.
NTRS
- 1D
- 2.10%
- 1M
- 7.47%
- YTD
- 28.95%
- 6M
- 27.15%
- 1Y
- 63.49%
- 3Y*
- 36.66%
- 5Y*
- 11.48%
- 10Y*
- 12.65%
FFH.TO
- 1D
- -1.00%
- 1M
- 0.15%
- YTD
- -14.58%
- 6M
- -8.25%
- 1Y
- -4.51%
- 3Y*
- 31.66%
- 5Y*
- 30.33%
- 10Y*
- 14.20%
NTRS vs. FFH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 28.95% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
FFH.TO Fairfax Financial Holdings Limited | -14.58% | 38.55% | 53.28% | 58.73% | 23.67% | 47.33% | -25.54% | 8.10% | -15.60% | 13.09% |
Correlation
The correlation between NTRS and FFH.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2006 | 0.16 |
The correlation between NTRS and FFH.TO shifts across timeframes, from 0.04 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRS:
$9.09
FFH.TO:
$205.21
NTRS:
19.17
FFH.TO:
7.89
NTRS:
1.51
FFH.TO:
0.13
NTRS:
2.33
FFH.TO:
1.22
NTRS:
$14.30B
FFH.TO:
$29.34B
NTRS:
$8.09B
FFH.TO:
$6.18B
NTRS:
$3.21B
FFH.TO:
$7.83B
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Return for Risk
NTRS vs. FFH.TO — Risk / Return Rank
NTRS
FFH.TO
NTRS vs. FFH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and Fairfax Financial Holdings Limited (FFH.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.
| NTRS | FFH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | -0.23 | +5.38 |
| Martin ratioReturn relative to average drawdown | 13.90 | -0.50 | +14.40 |
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Drawdowns
NTRS vs. FFH.TO - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, which is greater than FFH.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for NTRS and FFH.TO.
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Drawdown Indicators
| NTRS | FFH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -59.23% | -8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -19.52% | +7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -19.52% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -20.30% | -29.73% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -59.23% | +9.20% |
Current DrawdownCurrent decline from peak | 0.00% | -14.91% | +14.91% |
Average DrawdownAverage peak-to-trough decline | -20.95% | -11.26% | -9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 8.95% | -4.37% |
Volatility
NTRS vs. FFH.TO - Volatility Comparison
Northern Trust Corporation (NTRS) has a higher volatility of 6.42% compared to Fairfax Financial Holdings Limited (FFH.TO) at 5.87%. This indicates that NTRS's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | FFH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 5.87% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 17.42% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 22.76% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.63% | 24.69% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 26.45% | +3.95% |
Dividends
NTRS vs. FFH.TO - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.84%, more than FFH.TO's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.92% | 0.83% | 1.01% | 1.10% | 1.56% | 2.03% | 3.01% | 2.18% | 2.07% | 1.95% | 2.24% | 1.82% |
NTRS Northern Trust Corporation | 1.84% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
NTRS vs. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation and Fairfax Financial Holdings Limited. 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
NTRS vs. FFH.TO - Profitability Comparison
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
FFH.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
FFH.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
FFH.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Limited reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.
Frequently Asked Questions
NTRS and FFH.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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