PKI.TO vs. ^GSPTSE

Last updated Apr 4, 2026

Compare and contrast key facts about Parkland Corporation (PKI.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).

Performance

PKI.TO vs. ^GSPTSE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Parkland Corporation (PKI.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). The values are adjusted to include any dividend payments, if applicable.

PKI.TO vs. ^GSPTSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PKI.TO Parkland Corporation	0.00%	26.11%	-20.94%	49.43%	-10.98%	-11.07%	-12.40%	38.87%	36.26%	-0.45%
^GSPTSE S&P TSX Composite Index (Canada)	4.40%	28.25%	17.99%	8.12%	-8.66%	21.74%	2.17%	19.13%	-11.64%	6.03%

Returns By Period

PKI.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPTSE

• 1D: 0.46%
• 1M: -2.46%
• YTD: 4.40%
• 6M: 8.65%
• 1Y: 36.05%
• 3Y*: 17.75%
• 5Y*: 11.76%
• 10Y*: 9.52%

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

Return for Risk

PKI.TO vs. ^GSPTSE — Risk / Return Rank

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

^GSPTSE

^GSPTSE Risk / Return Rank: 92
^GSPTSE Sharpe Ratio Rank: 93
^GSPTSE Sortino Ratio Rank: 93
^GSPTSE Omega Ratio Rank: 96
^GSPTSE Calmar Ratio Rank: 88
^GSPTSE Martin Ratio Rank: 92

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.

PKI.TO vs. ^GSPTSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parkland Corporation (PKI.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PKI.TO	^GSPTSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.90	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.43	—

Correlation

The correlation between PKI.TO and ^GSPTSE is 0.22, 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.

Drawdowns

Drawdown Indicators

	PKI.TO	^GSPTSE	Difference
Max Drawdown Largest peak-to-trough decline	—	-49.99%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.33%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.43%	—
Current Drawdown Current decline from peak	—	-4.15%	—
Average Drawdown Average peak-to-trough decline	—	-11.55%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.51%	—

Volatility

Volatility by Period

	PKI.TO	^GSPTSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.93%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.37%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.07%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.06%	—