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PHX.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHX.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in PHX Energy Services Corp. (PHX.TO) and iShares Core Equity ETF Portfolio (XEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHX.TO achieves a 60.09% return, which is significantly higher than XEQT.TO's 10.25% return.


PHX.TO

1D
2.11%
1M
-7.18%
YTD
60.09%
6M
63.46%
1Y
61.57%
3Y*
38.29%
5Y*
35.35%
10Y*
20.96%

XEQT.TO

1D
-2.62%
1M
1.43%
YTD
10.25%
6M
9.51%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHX.TO vs. XEQT.TO - Yearly Performance Comparison


2026 (YTD)2025
PHX.TO
PHX Energy Services Corp.
60.09%1.30%
XEQT.TO
iShares Core Equity ETF Portfolio
10.25%14.62%

Correlation

The correlation between PHX.TO and XEQT.TO is 0.06, 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 (All Time)
Calculated using the full available price history since Jun 9, 2025

0.06

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Return for Risk

PHX.TO vs. XEQT.TO — Risk / Return Rank

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

PHX.TO
PHX.TO Risk / Return Rank: 8282
Overall Rank
PHX.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PHX.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
PHX.TO Omega Ratio Rank: 8282
Omega Ratio Rank
PHX.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
PHX.TO Martin Ratio Rank: 7878
Martin Ratio Rank

XEQT.TO
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.

PHX.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PHX Energy Services Corp. (PHX.TO) and iShares Core Equity ETF Portfolio (XEQT.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.


PHX.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.97

Martin ratioReturn relative to average drawdown

6.01

PHX.TO vs. XEQT.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PHX.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

2.23

-2.13

Drawdowns

PHX.TO vs. XEQT.TO - Drawdown Comparison

The maximum PHX.TO drawdown since its inception was -98.18%, which is greater than XEQT.TO's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for PHX.TO and XEQT.TO.


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Drawdown Indicators


PHX.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.18%

-8.25%

-89.93%

Max Drawdown (1Y)

Largest decline over 1 year

-20.84%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

Max Drawdown (10Y)

Largest decline over 10 years

-87.29%

Current Drawdown

Current decline from peak

-15.54%

-2.62%

-12.92%

Average Drawdown

Average peak-to-trough decline

-45.77%

-1.04%

-44.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

Volatility

PHX.TO vs. XEQT.TO - Volatility Comparison


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Volatility by Period


PHX.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.13%

Volatility (1Y)

Calculated over the trailing 1-year period

35.33%

11.98%

+23.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.14%

11.98%

+26.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.43%

11.98%

+35.45%

Dividends

PHX.TO vs. XEQT.TO - Dividend Comparison

PHX.TO's dividend yield for the trailing twelve months is around 8.59%, more than XEQT.TO's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
PHX.TO
PHX Energy Services Corp.
8.59%10.67%10.09%9.23%6.11%4.26%3.75%0.00%0.00%0.00%0.00%13.35%
XEQT.TO
iShares Core Equity ETF Portfolio
1.51%1.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PHX.TO and XEQT.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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