PEY.TO vs. VIGI

Last updated Jun 13, 2026

PEY.TO (Peyto Exploration & Development Corp.) is a stock, while VIGI (Vanguard International Dividend Appreciation ETF) is Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index. Over the past 10 years, PEY.TO returned 3.14%/yr vs 9.24%/yr for VIGI. At a 0.21 correlation, their price movements are largely independent.

Performance

PEY.TO vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Peyto Exploration & Development Corp. (PEY.TO) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PEY.TO is traded in CAD, while VIGI is traded in USD. To make them comparable, the VIGI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PEY.TO achieves a 13.67% return, which is significantly higher than VIGI's 5.19% return. Over the past 10 years, PEY.TO has underperformed VIGI with an annualized return of 3.14%, while VIGI has yielded a comparatively higher 9.24% annualized return.

PEY.TO

• 1D: -0.08%
• 1M: -3.49%
• YTD: 13.67%
• 6M: 12.88%
• 1Y: 30.08%
• 3Y*: 43.99%
• 5Y*: 38.08%
• 10Y*: 3.14%

VIGI

• 1D: -0.04%
• 1M: 3.53%
• YTD: 5.19%
• 6M: 5.40%
• 1Y: 9.44%
• 3Y*: 11.15%
• 5Y*: 7.33%
• 10Y*: 9.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PEY.TO vs. VIGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEY.TO Peyto Exploration & Development Corp.	13.67%	42.14%	55.47%	-3.34%	54.09%	228.17%	-19.77%	-42.92%	-49.52%	-51.87%
VIGI Vanguard International Dividend Appreciation ETF	5.19%	11.55%	11.43%	13.53%	-11.51%	12.46%	11.94%	22.28%	-4.06%	19.30%

Correlation

The correlation between PEY.TO and VIGI is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.21

The correlation between PEY.TO and VIGI shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PEY.TO vs. VIGI — Risk / Return Rank

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

PEY.TO

PEY.TO Risk / Return Rank: 74
PEY.TO Sharpe Ratio Rank: 78
PEY.TO Sortino Ratio Rank: 72
PEY.TO Omega Ratio Rank: 70
PEY.TO Calmar Ratio Rank: 76
PEY.TO Martin Ratio Rank: 76

VIGI

VIGI Risk / Return Rank: 16
VIGI Sharpe Ratio Rank: 16
VIGI Sortino Ratio Rank: 15
VIGI Omega Ratio Rank: 15
VIGI Calmar Ratio Rank: 16
VIGI Martin Ratio Rank: 18

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.

PEY.TO vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Peyto Exploration & Development Corp. (PEY.TO) and Vanguard International Dividend Appreciation ETF (VIGI). 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.

	PEY.TO	VIGI	Difference
Sharpe ratio: Return per unit of total volatility	1.20	0.54	+0.65
Sortino ratio: Return per unit of downside risk	1.72	0.86	+0.86
Omega ratio: Gain probability vs. loss probability	1.21	1.10	+0.11
Calmar ratio: Return relative to maximum drawdown	1.94	0.74	+1.20
Martin ratio: Return relative to average drawdown	4.64	2.63	+2.01

PEY.TO vs. VIGI - Sharpe Ratio Comparison

The current PEY.TO Sharpe Ratio is 1.20, which is higher than the VIGI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PEY.TO and VIGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PEY.TO vs. VIGI - Drawdown Comparison

The maximum PEY.TO drawdown since its inception was -96.56%, which is greater than VIGI's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for PEY.TO and VIGI.

Drawdown Indicators

	PEY.TO	VIGI	Difference
Max Drawdown Largest peak-to-trough decline	-96.56%	-24.97%	-71.59%
Max Drawdown (1Y) Largest decline over 1 year	-16.78%	-10.08%	-6.70%
Max Drawdown (3Y) Largest decline over 3 years	-23.88%	-12.30%	-11.58%
Max Drawdown (5Y) Largest decline over 5 years	-40.83%	-22.59%	-18.24%
Max Drawdown (10Y) Largest decline over 10 years	-96.56%	-24.97%	-71.59%
Current Drawdown Current decline from peak	-11.69%	-0.29%	-11.40%
Average Drawdown Average peak-to-trough decline	-36.37%	-4.38%	-31.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.99%	2.89%	+4.10%

Volatility

PEY.TO vs. VIGI - Volatility Comparison

Peyto Exploration & Development Corp. (PEY.TO) has a higher volatility of 8.54% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.54%. This indicates that PEY.TO's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEY.TO	VIGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	3.54%	+5.00%
Volatility (6M) Calculated over the trailing 6-month period	20.37%	10.93%	+9.44%
Volatility (1Y) Calculated over the trailing 1-year period	27.27%	13.82%	+13.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.10%	15.67%	+21.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.23%	17.12%	+26.11%

Dividends

PEY.TO vs. VIGI - Dividend Comparison

PEY.TO's dividend yield for the trailing twelve months is around 5.27%, more than VIGI's 2.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEY.TO Peyto Exploration & Development Corp.	5.27%	5.81%	7.70%	10.96%	4.33%	1.38%	3.08%	6.84%	10.17%	8.78%	3.97%	5.31%
VIGI Vanguard International Dividend Appreciation ETF	2.14%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%	0.00%

Frequently Asked Questions

Can I hold both PEY.TO and VIGI in my portfolio?

PEY.TO and VIGI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.