POU.TO vs. ^GSPTSE

Last updated Apr 2, 2026

Compare and contrast key facts about Paramount Resources Ltd. (POU.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).

Performance

POU.TO vs. ^GSPTSE - Performance Comparison

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

POU.TO vs. ^GSPTSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POU.TO Paramount Resources Ltd.	14.14%	48.84%	30.17%	-1.72%	21.05%	396.81%	-33.69%	5.01%	-63.03%	14.81%
^GSPTSE S&P TSX Composite Index (Canada)	3.93%	28.25%	17.99%	8.12%	-8.66%	21.74%	2.17%	19.13%	-11.64%	6.03%

Returns By Period

In the year-to-date period, POU.TO achieves a 14.14% return, which is significantly higher than ^GSPTSE's 3.93% return. Over the past 10 years, POU.TO has outperformed ^GSPTSE with an annualized return of 26.68%, while ^GSPTSE has yielded a comparatively lower 9.38% annualized return.

POU.TO

• 1D: -7.61%
• 1M: 0.46%
• YTD: 14.14%
• 6M: 22.95%
• 1Y: 51.69%
• 3Y*: 26.23%
• 5Y*: 43.13%
• 10Y*: 26.68%

^GSPTSE

• 1D: 0.58%
• 1M: -4.58%
• YTD: 3.93%
• 6M: 9.47%
• 1Y: 31.66%
• 3Y*: 17.92%
• 5Y*: 11.66%
• 10Y*: 9.38%

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

Return for Risk

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

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

POU.TO

POU.TO Risk / Return Rank: 81
POU.TO Sharpe Ratio Rank: 84
POU.TO Sortino Ratio Rank: 77
POU.TO Omega Ratio Rank: 80
POU.TO Calmar Ratio Rank: 82
POU.TO Martin Ratio Rank: 80

^GSPTSE

^GSPTSE Risk / Return Rank: 94
^GSPTSE Sharpe Ratio Rank: 95
^GSPTSE Sortino Ratio Rank: 95
^GSPTSE Omega Ratio Rank: 96
^GSPTSE Calmar Ratio Rank: 92
^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.

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

This table presents a comparison of risk-adjusted performance metrics for Paramount Resources Ltd. (POU.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.

	POU.TO	^GSPTSE	Difference
Sharpe ratio Return per unit of total volatility	1.55	2.07	-0.52
Sortino ratio Return per unit of downside risk	2.02	2.64	-0.62
Omega ratio Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio Return relative to maximum drawdown	2.57	2.92	-0.35
Martin ratio Return relative to average drawdown	6.38	12.92	-6.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POU.TO vs. ^GSPTSE - Sharpe Ratio Comparison

The current POU.TO Sharpe Ratio is 1.55, which is comparable to the ^GSPTSE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of POU.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.

Sharpe Ratios by Period

	POU.TO	^GSPTSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	2.07	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.90	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.63	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.43	-0.19

Correlation

The correlation between POU.TO and ^GSPTSE is 0.32, 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

POU.TO vs. ^GSPTSE - Drawdown Comparison

The maximum POU.TO drawdown since its inception was -98.41%, which is greater than ^GSPTSE's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for POU.TO and ^GSPTSE.

Drawdown Indicators

	POU.TO	^GSPTSE	Difference
Max Drawdown Largest peak-to-trough decline	-98.41%	-49.99%	-48.42%
Max Drawdown (1Y) Largest decline over 1 year	-19.99%	-11.07%	-8.92%
Max Drawdown (5Y) Largest decline over 5 years	-43.31%	-17.57%	-25.74%
Max Drawdown (10Y) Largest decline over 10 years	-96.12%	-37.43%	-58.69%
Current Drawdown Current decline from peak	-8.99%	-4.58%	-4.41%
Average Drawdown Average peak-to-trough decline	-43.70%	-11.55%	-32.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.04%	2.50%	+5.54%

Volatility

POU.TO vs. ^GSPTSE - Volatility Comparison

Paramount Resources Ltd. (POU.TO) has a higher volatility of 8.84% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 5.56%. This indicates that POU.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.

Volatility by Period

	POU.TO	^GSPTSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	5.56%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	21.19%	10.92%	+10.27%
Volatility (1Y) Calculated over the trailing 1-year period	33.43%	15.37%	+18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.44%	13.07%	+28.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.63%	15.06%	+41.57%