PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OLA.TO vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OLA.TO and VFV.TO is 0.14, 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.


-0.50.00.51.00.1

Performance

OLA.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orla Mining Ltd. (OLA.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
70.17%
10.39%
OLA.TO
VFV.TO

Key characteristics

Sharpe Ratio

OLA.TO:

2.49

VFV.TO:

2.56

Sortino Ratio

OLA.TO:

2.97

VFV.TO:

3.58

Omega Ratio

OLA.TO:

1.37

VFV.TO:

1.47

Calmar Ratio

OLA.TO:

2.78

VFV.TO:

3.98

Martin Ratio

OLA.TO:

14.19

VFV.TO:

18.06

Ulcer Index

OLA.TO:

7.75%

VFV.TO:

1.68%

Daily Std Dev

OLA.TO:

44.16%

VFV.TO:

11.84%

Max Drawdown

OLA.TO:

-97.30%

VFV.TO:

-27.43%

Current Drawdown

OLA.TO:

-2.23%

VFV.TO:

-1.24%

Returns By Period

In the year-to-date period, OLA.TO achieves a 26.88% return, which is significantly higher than VFV.TO's 2.69% return. Over the past 10 years, OLA.TO has outperformed VFV.TO with an annualized return of 78.56%, while VFV.TO has yielded a comparatively lower 14.31% annualized return.


OLA.TO

YTD

26.88%

1M

18.13%

6M

77.19%

1Y

107.39%

5Y*

31.86%

10Y*

78.56%

VFV.TO

YTD

2.69%

1M

0.16%

6M

14.95%

1Y

30.30%

5Y*

16.00%

10Y*

14.31%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

OLA.TO vs. VFV.TO — Risk-Adjusted Performance Rank

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

OLA.TO
The Risk-Adjusted Performance Rank of OLA.TO is 9393
Overall Rank
The Sharpe Ratio Rank of OLA.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of OLA.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of OLA.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of OLA.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of OLA.TO is 9595
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9292
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OLA.TO vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orla Mining Ltd. (OLA.TO) and Vanguard S&P 500 Index ETF (VFV.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.


Sharpe ratio
The chart of Sharpe ratio for OLA.TO, currently valued at 2.21, compared to the broader market-2.000.002.002.211.97
The chart of Sortino ratio for OLA.TO, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.006.002.732.69
The chart of Omega ratio for OLA.TO, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.36
The chart of Calmar ratio for OLA.TO, currently valued at 2.34, compared to the broader market0.002.004.006.002.342.97
The chart of Martin ratio for OLA.TO, currently valued at 12.60, compared to the broader market-10.000.0010.0020.0030.0012.6012.47
OLA.TO
VFV.TO

The current OLA.TO Sharpe Ratio is 2.49, which is comparable to the VFV.TO Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of OLA.TO and VFV.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.21
1.97
OLA.TO
VFV.TO

Dividends

OLA.TO vs. VFV.TO - Dividend Comparison

OLA.TO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
OLA.TO
Orla Mining Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

OLA.TO vs. VFV.TO - Drawdown Comparison

The maximum OLA.TO drawdown since its inception was -97.30%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for OLA.TO and VFV.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.42%
-0.35%
OLA.TO
VFV.TO

Volatility

OLA.TO vs. VFV.TO - Volatility Comparison

Orla Mining Ltd. (OLA.TO) has a higher volatility of 12.44% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 2.79%. This indicates that OLA.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.44%
2.79%
OLA.TO
VFV.TO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab