OLY.TO vs. FFH.TO
Compare and contrast key facts about Olympia Financial Group Inc. (OLY.TO) and Fairfax Financial Holdings Limited (FFH.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLY.TO or FFH.TO.
Key characteristics
OLY.TO | FFH.TO | |
---|---|---|
YTD Return | 6.31% | 50.90% |
1Y Return | 21.25% | 50.78% |
3Y Return (Ann) | 31.56% | 53.20% |
5Y Return (Ann) | 23.13% | 27.80% |
10Y Return (Ann) | 18.08% | 15.32% |
Sharpe Ratio | 0.65 | 2.23 |
Sortino Ratio | 1.06 | 2.76 |
Omega Ratio | 1.14 | 1.42 |
Calmar Ratio | 0.84 | 4.59 |
Martin Ratio | 1.67 | 19.28 |
Ulcer Index | 11.75% | 3.09% |
Daily Std Dev | 30.14% | 26.20% |
Max Drawdown | -56.10% | -88.18% |
Current Drawdown | -16.16% | -3.86% |
Fundamentals
OLY.TO | FFH.TO | |
---|---|---|
Market Cap | CA$234.02M | CA$43.03B |
EPS | CA$9.48 | CA$218.73 |
PE Ratio | 10.26 | 8.30 |
PEG Ratio | 0.00 | 0.28 |
Total Revenue (TTM) | CA$77.79M | CA$21.10B |
Gross Profit (TTM) | CA$73.20M | CA$22.66B |
EBITDA (TTM) | CA$26.02M | CA$2.11B |
Correlation
The correlation between OLY.TO and FFH.TO is 0.19, 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.
Performance
OLY.TO vs. FFH.TO - Performance Comparison
In the year-to-date period, OLY.TO achieves a 6.31% return, which is significantly lower than FFH.TO's 50.90% return. Over the past 10 years, OLY.TO has outperformed FFH.TO with an annualized return of 18.08%, while FFH.TO has yielded a comparatively lower 15.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OLY.TO vs. FFH.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Olympia Financial Group Inc. (OLY.TO) 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.
Dividends
OLY.TO vs. FFH.TO - Dividend Comparison
OLY.TO's dividend yield for the trailing twelve months is around 6.16%, more than FFH.TO's 0.83% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Olympia Financial Group Inc. | 6.16% | 4.48% | 3.90% | 4.82% | 5.19% | 5.05% | 6.29% | 7.65% | 8.62% | 421,060.84% | 1,212,121.21% | 1,234,567.90% |
Fairfax Financial Holdings Limited | 0.83% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
Drawdowns
OLY.TO vs. FFH.TO - Drawdown Comparison
The maximum OLY.TO drawdown since its inception was -56.10%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for OLY.TO and FFH.TO. For additional features, visit the drawdowns tool.
Volatility
OLY.TO vs. FFH.TO - Volatility Comparison
The current volatility for Olympia Financial Group Inc. (OLY.TO) is 4.65%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 11.60%. This indicates that OLY.TO experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OLY.TO vs. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between Olympia Financial Group Inc. 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