Correlation
The correlation between PHR and CDZ.TO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
PHR vs. CDZ.TO
Compare and contrast key facts about Phreesia, Inc. (PHR) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO).
CDZ.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Sep 8, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHR or CDZ.TO.
Performance
PHR vs. CDZ.TO - Performance Comparison
Loading data...
Key characteristics
PHR:
0.28
CDZ.TO:
1.96
PHR:
0.61
CDZ.TO:
2.67
PHR:
1.08
CDZ.TO:
1.39
PHR:
0.11
CDZ.TO:
1.72
PHR:
0.59
CDZ.TO:
5.20
PHR:
14.10%
CDZ.TO:
4.29%
PHR:
53.20%
CDZ.TO:
11.03%
PHR:
-84.63%
CDZ.TO:
-49.18%
PHR:
-69.62%
CDZ.TO:
-1.07%
Returns By Period
In the year-to-date period, PHR achieves a -2.66% return, which is significantly lower than CDZ.TO's 4.89% return.
PHR
-2.66%
-2.93%
16.45%
29.44%
10.52%
-3.54%
N/A
CDZ.TO
4.89%
4.72%
-0.46%
20.67%
8.35%
14.30%
7.09%
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
PHR vs. CDZ.TO — Risk-Adjusted Performance Rank
PHR
CDZ.TO
PHR vs. CDZ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Phreesia, Inc. (PHR) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.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.
Loading data...
Dividends
PHR vs. CDZ.TO - Dividend Comparison
PHR has not paid dividends to shareholders, while CDZ.TO's dividend yield for the trailing twelve months is around 3.69%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHR Phreesia, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDZ.TO iShares S&P/TSX Canadian Dividend Aristocrats Index ETF | 3.69% | 3.70% | 3.86% | 3.83% | 3.07% | 3.86% | 3.83% | 4.55% | 3.57% | 3.65% | 3.88% | 7.52% |
Drawdowns
PHR vs. CDZ.TO - Drawdown Comparison
The maximum PHR drawdown since its inception was -84.63%, which is greater than CDZ.TO's maximum drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for PHR and CDZ.TO.
Loading data...
Volatility
PHR vs. CDZ.TO - Volatility Comparison
Phreesia, Inc. (PHR) has a higher volatility of 12.47% compared to iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) at 1.92%. This indicates that PHR's price experiences larger fluctuations and is considered to be riskier than CDZ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...