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OLY.TO vs. IGM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OLY.TO vs. IGM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Olympia Financial Group Inc. (OLY.TO) and IGM Financial Inc. (IGM.TO). The values are adjusted to include any dividend payments, if applicable.

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OLY.TO vs. IGM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLY.TO
Olympia Financial Group Inc.
8.48%11.01%20.12%48.94%57.09%24.27%-16.88%41.19%32.13%34.20%
IGM.TO
IGM Financial Inc.
9.85%40.98%38.87%-1.67%-12.00%39.17%-0.01%27.74%-25.09%21.99%

Fundamentals

Market Cap

OLY.TO:

CA$288.74M

IGM.TO:

CA$15.94B

EPS

OLY.TO:

CA$8.25

IGM.TO:

CA$4.64

PE Ratio

OLY.TO:

14.54

IGM.TO:

14.48

PEG Ratio

OLY.TO:

0.34

IGM.TO:

2.71

PS Ratio

OLY.TO:

2.94

IGM.TO:

4.17

PB Ratio

OLY.TO:

6.50

IGM.TO:

1.78

Total Revenue (TTM)

OLY.TO:

CA$98.28M

IGM.TO:

CA$3.82B

Gross Profit (TTM)

OLY.TO:

CA$82.00M

IGM.TO:

CA$1.88B

EBITDA (TTM)

OLY.TO:

CA$31.80M

IGM.TO:

CA$1.57B

Returns By Period

In the year-to-date period, OLY.TO achieves a 8.48% return, which is significantly lower than IGM.TO's 9.85% return. Over the past 10 years, OLY.TO has outperformed IGM.TO with an annualized return of 27.25%, while IGM.TO has yielded a comparatively lower 12.20% annualized return.


OLY.TO

1D
0.83%
1M
-0.43%
YTD
8.48%
6M
3.36%
1Y
19.78%
3Y*
18.94%
5Y*
28.74%
10Y*
27.25%

IGM.TO

1D
1.45%
1M
0.42%
YTD
9.85%
6M
35.46%
1Y
57.39%
3Y*
24.96%
5Y*
17.91%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OLY.TO vs. IGM.TO — Risk / Return Rank

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

OLY.TO
OLY.TO Risk / Return Rank: 6666
Overall Rank
OLY.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
OLY.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
OLY.TO Omega Ratio Rank: 6464
Omega Ratio Rank
OLY.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
OLY.TO Martin Ratio Rank: 6464
Martin Ratio Rank

IGM.TO
IGM.TO Risk / Return Rank: 9494
Overall Rank
IGM.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGM.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
IGM.TO Omega Ratio Rank: 9393
Omega Ratio Rank
IGM.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
IGM.TO Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for Olympia Financial Group Inc. (OLY.TO) 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.


OLY.TOIGM.TODifference

Sharpe ratio

Return per unit of total volatility

0.91

2.38

-1.48

Sortino ratio

Return per unit of downside risk

1.37

3.17

-1.80

Omega ratio

Gain probability vs. loss probability

1.19

1.45

-0.26

Calmar ratio

Return relative to maximum drawdown

1.17

5.45

-4.28

Martin ratio

Return relative to average drawdown

2.53

18.73

-16.20

OLY.TO vs. IGM.TO - Sharpe Ratio Comparison

The current OLY.TO Sharpe Ratio is 0.91, which is lower than the IGM.TO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of OLY.TO and IGM.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


OLY.TOIGM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.38

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.86

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.55

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.34

+0.24

Correlation

The correlation between OLY.TO and IGM.TO is 0.07, 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

OLY.TO vs. IGM.TO - Dividend Comparison

OLY.TO's dividend yield for the trailing twelve months is around 6.00%, more than IGM.TO's 3.43% yield.


TTM20252024202320222021202020192018201720162015
OLY.TO
Olympia Financial Group Inc.
6.00%6.41%6.69%6.04%4.88%5.93%6.94%5.27%6.29%7.65%8.62%10.95%
IGM.TO
IGM Financial Inc.
3.43%3.64%4.91%6.43%5.96%4.94%6.53%6.04%7.26%5.10%5.92%6.37%

Drawdowns

OLY.TO vs. IGM.TO - Drawdown Comparison

The maximum OLY.TO drawdown since its inception was -46.05%, smaller than the maximum IGM.TO drawdown of -68.35%. Use the drawdown chart below to compare losses from any high point for OLY.TO and IGM.TO.


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Drawdown Indicators


OLY.TOIGM.TODifference

Max Drawdown

Largest peak-to-trough decline

-46.05%

-68.35%

+22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.72%

-10.75%

-6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-32.58%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.27%

-47.65%

+4.38%

Current Drawdown

Current decline from peak

-6.66%

-2.03%

-4.63%

Average Drawdown

Average peak-to-trough decline

-12.05%

-19.61%

+7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

3.13%

+5.09%

Volatility

OLY.TO vs. IGM.TO - Volatility Comparison

The current volatility for Olympia Financial Group Inc. (OLY.TO) is 5.09%, while IGM Financial Inc. (IGM.TO) has a volatility of 8.93%. This indicates that OLY.TO experiences smaller price fluctuations and is considered to be less risky than IGM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLY.TOIGM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

8.93%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

19.28%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.96%

24.23%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.11%

20.90%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.18%

22.39%

+6.79%

Financials

OLY.TO vs. IGM.TO - Financials Comparison

This section allows you to compare key financial metrics between Olympia Financial Group Inc. 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
24.11M
1.02B
(OLY.TO) Total Revenue
(IGM.TO) Total Revenue
Values in CAD except per share items

OLY.TO vs. IGM.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Olympia Financial Group Inc. 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

-100.0%-50.0%0.0%50.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
90.5%
-65.8%
Portfolio components
OLY.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Olympia Financial Group Inc. reported a gross profit of 21.83M and revenue of 24.11M. Therefore, the gross margin over that period was 90.5%.

IGM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, IGM Financial Inc. reported a gross profit of -671.13M and revenue of 1.02B. Therefore, the gross margin over that period was -65.8%.

OLY.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Olympia Financial Group Inc. reported an operating income of 8.56M and revenue of 24.11M, resulting in an operating margin of 35.5%.

IGM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, IGM Financial Inc. reported an operating income of 347.15M and revenue of 1.02B, resulting in an operating margin of 34.0%.

OLY.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Olympia Financial Group Inc. reported a net income of 4.40M and revenue of 24.11M, resulting in a net margin of 18.2%.

IGM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, IGM Financial Inc. reported a net income of 322.39M and revenue of 1.02B, resulting in a net margin of 31.6%.