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NWH-UN.TO vs. VCN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWH-UN.TO vs. VCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in NorthWest Healthcare Properties Real Estate Investment Trust (NWH-UN.TO) and Vanguard FTSE Canada All Cap Index ETF (VCN.TO). The values are adjusted to include any dividend payments, if applicable.

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NWH-UN.TO vs. VCN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWH-UN.TO
NorthWest Healthcare Properties Real Estate Investment Trust
7.39%23.48%-7.17%-40.34%-26.43%16.50%13.46%34.80%-10.31%19.97%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF
4.21%30.20%22.14%12.26%-5.78%25.63%4.81%22.06%-9.11%8.44%

Returns By Period

In the year-to-date period, NWH-UN.TO achieves a 7.39% return, which is significantly higher than VCN.TO's 4.21% return. Over the past 10 years, NWH-UN.TO has underperformed VCN.TO with an annualized return of 1.97%, while VCN.TO has yielded a comparatively higher 12.47% annualized return.


NWH-UN.TO

1D
2.27%
1M
-7.63%
YTD
7.39%
6M
8.84%
1Y
15.37%
3Y*
-6.92%
5Y*
-9.61%
10Y*
1.97%

VCN.TO

1D
0.57%
1M
-4.18%
YTD
4.21%
6M
9.50%
1Y
32.77%
3Y*
21.11%
5Y*
14.84%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NWH-UN.TO vs. VCN.TO — Risk / Return Rank

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

NWH-UN.TO
NWH-UN.TO Risk / Return Rank: 6363
Overall Rank
NWH-UN.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NWH-UN.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
NWH-UN.TO Omega Ratio Rank: 5757
Omega Ratio Rank
NWH-UN.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
NWH-UN.TO Martin Ratio Rank: 6868
Martin Ratio Rank

VCN.TO
VCN.TO Risk / Return Rank: 9292
Overall Rank
VCN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VCN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
VCN.TO Omega Ratio Rank: 9393
Omega Ratio Rank
VCN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
VCN.TO Martin Ratio Rank: 9393
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.

NWH-UN.TO vs. VCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NorthWest Healthcare Properties Real Estate Investment Trust (NWH-UN.TO) and Vanguard FTSE Canada All Cap Index ETF (VCN.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.


NWH-UN.TOVCN.TODifference

Sharpe ratio

Return per unit of total volatility

0.66

2.16

-1.50

Sortino ratio

Return per unit of downside risk

1.24

2.75

-1.51

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

1.22

3.04

-1.82

Martin ratio

Return relative to average drawdown

3.24

13.74

-10.50

NWH-UN.TO vs. VCN.TO - Sharpe Ratio Comparison

The current NWH-UN.TO Sharpe Ratio is 0.66, which is lower than the VCN.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of NWH-UN.TO and VCN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NWH-UN.TOVCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.16

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

1.15

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.84

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.75

-0.59

Correlation

The correlation between NWH-UN.TO and VCN.TO is 0.39, 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.


Dividends

NWH-UN.TO vs. VCN.TO - Dividend Comparison

NWH-UN.TO's dividend yield for the trailing twelve months is around 6.67%, more than VCN.TO's 2.12% yield.


TTM20252024202320222021202020192018201720162015
NWH-UN.TO
NorthWest Healthcare Properties Real Estate Investment Trust
6.67%7.05%8.09%12.66%8.42%5.79%6.35%6.71%8.44%7.04%7.84%8.96%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF
2.12%2.27%2.69%2.99%3.15%2.48%2.70%2.85%2.80%2.29%2.34%2.65%

Drawdowns

NWH-UN.TO vs. VCN.TO - Drawdown Comparison

The maximum NWH-UN.TO drawdown since its inception was -68.61%, which is greater than VCN.TO's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for NWH-UN.TO and VCN.TO.


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Drawdown Indicators


NWH-UN.TOVCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-37.32%

-31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-11.02%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-68.61%

-16.12%

-52.49%

Max Drawdown (10Y)

Largest decline over 10 years

-68.61%

-37.32%

-31.29%

Current Drawdown

Current decline from peak

-48.63%

-4.18%

-44.45%

Average Drawdown

Average peak-to-trough decline

-17.17%

-3.94%

-13.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

2.43%

+2.46%

Volatility

NWH-UN.TO vs. VCN.TO - Volatility Comparison

NorthWest Healthcare Properties Real Estate Investment Trust (NWH-UN.TO) has a higher volatility of 6.37% compared to Vanguard FTSE Canada All Cap Index ETF (VCN.TO) at 5.64%. This indicates that NWH-UN.TO's price experiences larger fluctuations and is considered to be riskier than VCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWH-UN.TOVCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

5.64%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.25%

10.77%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

15.25%

+8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

12.95%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

14.95%

+10.12%