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PKI.TO vs. ^GSPTSE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PKI.TO and ^GSPTSE is 0.38, 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.


-0.50.00.51.00.4

Performance

PKI.TO vs. ^GSPTSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-17.67%
7.58%
PKI.TO
^GSPTSE

Key characteristics

Sharpe Ratio

PKI.TO:

-0.91

^GSPTSE:

1.77

Sortino Ratio

PKI.TO:

-1.20

^GSPTSE:

2.43

Omega Ratio

PKI.TO:

0.86

^GSPTSE:

1.32

Calmar Ratio

PKI.TO:

-0.68

^GSPTSE:

2.64

Martin Ratio

PKI.TO:

-1.14

^GSPTSE:

11.43

Ulcer Index

PKI.TO:

18.94%

^GSPTSE:

1.57%

Daily Std Dev

PKI.TO:

23.83%

^GSPTSE:

10.16%

Max Drawdown

PKI.TO:

-71.42%

^GSPTSE:

-49.99%

Current Drawdown

PKI.TO:

-29.23%

^GSPTSE:

-3.49%

Returns By Period

In the year-to-date period, PKI.TO achieves a -20.75% return, which is significantly lower than ^GSPTSE's 18.31% return. Over the past 10 years, PKI.TO has outperformed ^GSPTSE with an annualized return of 8.15%, while ^GSPTSE has yielded a comparatively lower 5.44% annualized return.


PKI.TO

YTD

-20.75%

1M

-8.68%

6M

-13.25%

1Y

-20.64%

5Y*

-4.03%

10Y*

8.15%

^GSPTSE

YTD

18.31%

1M

-2.71%

6M

13.35%

1Y

18.48%

5Y*

7.66%

10Y*

5.44%

*Annualized

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Risk-Adjusted Performance

PKI.TO vs. ^GSPTSE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PKI.TO, currently valued at -1.14, compared to the broader market-4.00-2.000.002.00-1.140.62
The chart of Sortino ratio for PKI.TO, currently valued at -1.56, compared to the broader market-4.00-2.000.002.004.00-1.560.91
The chart of Omega ratio for PKI.TO, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.11
The chart of Calmar ratio for PKI.TO, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.830.57
The chart of Martin ratio for PKI.TO, currently valued at -1.39, compared to the broader market0.005.0010.0015.0020.0025.00-1.393.72
PKI.TO
^GSPTSE

The current PKI.TO Sharpe Ratio is -0.91, which is lower than the ^GSPTSE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PKI.TO and ^GSPTSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember
-1.14
0.62
PKI.TO
^GSPTSE

Drawdowns

PKI.TO vs. ^GSPTSE - Drawdown Comparison

The maximum PKI.TO drawdown since its inception was -71.42%, which is greater than ^GSPTSE's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for PKI.TO and ^GSPTSE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-33.80%
-6.07%
PKI.TO
^GSPTSE

Volatility

PKI.TO vs. ^GSPTSE - Volatility Comparison

Parkland Corporation (PKI.TO) has a higher volatility of 8.18% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 4.23%. This indicates that PKI.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember
8.18%
4.23%
PKI.TO
^GSPTSE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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