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POU.TO vs. ^GSPTSE
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, POU.TO achieves a 25.46% return, which is significantly higher than ^GSPTSE's 11.05% return. Over the past 10 years, POU.TO has outperformed ^GSPTSE with an annualized return of 16.61%, while ^GSPTSE has yielded a comparatively lower 9.45% annualized return.


POU.TO

1D
-4.39%
1M
2.41%
YTD
25.46%
6M
15.10%
1Y
57.40%
3Y*
4.89%
5Y*
22.27%
10Y*
16.61%

^GSPTSE

1D
1.19%
1M
3.64%
YTD
11.05%
6M
12.47%
1Y
33.69%
3Y*
20.89%
5Y*
11.95%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POU.TO vs. ^GSPTSE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POU.TO
Paramount Resources Ltd.
25.46%-21.48%30.17%-4.83%21.05%396.81%-33.69%5.01%-63.03%22.39%
^GSPTSE
S&P TSX Composite Index (Canada)
11.05%28.25%17.99%8.12%-8.66%21.74%2.17%19.13%-11.64%6.03%

Correlation

The correlation between POU.TO and ^GSPTSE is 0.00, 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 (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.43

Over the past year, the correlation between POU.TO and ^GSPTSE has dropped to 0.00 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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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: 8484
Overall Rank
POU.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
POU.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
POU.TO Omega Ratio Rank: 8383
Omega Ratio Rank
POU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
POU.TO Martin Ratio Rank: 8484
Martin Ratio Rank

^GSPTSE
^GSPTSE Risk / Return Rank: 8989
Overall Rank
^GSPTSE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
^GSPTSE Sortino Ratio Rank: 8686
Sortino Ratio Rank
^GSPTSE Omega Ratio Rank: 9191
Omega Ratio Rank
^GSPTSE Calmar Ratio Rank: 8989
Calmar Ratio Rank
^GSPTSE Martin Ratio Rank: 9393
Martin Ratio Rank
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^GSPTSEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.33

1.48

-0.16

Calmar ratioReturn relative to maximum drawdown

3.19

3.63

-0.45

Martin ratioReturn relative to average drawdown

8.26

16.31

-8.05

POU.TO vs. ^GSPTSE - Sharpe Ratio Comparison

The current POU.TO Sharpe Ratio is 1.90, which is comparable to the ^GSPTSE Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of POU.TO and ^GSPTSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


POU.TO^GSPTSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.67

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.91

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.63

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.44

-0.43

Drawdowns

POU.TO vs. ^GSPTSE - Drawdown Comparison

The maximum POU.TO drawdown since its inception was -98.31%, 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.


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Drawdown Indicators


POU.TO^GSPTSEDifference

Max Drawdown

Largest peak-to-trough decline

-98.31%

-49.99%

-48.32%

Max Drawdown (1Y)

Largest decline over 1 year

-18.11%

-9.33%

-8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-53.34%

-12.79%

-40.55%

Max Drawdown (5Y)

Largest decline over 5 years

-56.46%

-17.57%

-38.89%

Max Drawdown (10Y)

Largest decline over 10 years

-96.12%

-37.43%

-58.69%

Current Drawdown

Current decline from peak

-35.90%

0.00%

-35.90%

Average Drawdown

Average peak-to-trough decline

-54.12%

-11.51%

-42.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

2.07%

+4.90%

Volatility

POU.TO vs. ^GSPTSE - Volatility Comparison

Paramount Resources Ltd. (POU.TO) has a higher volatility of 10.96% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 3.51%. 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.


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Volatility by Period


POU.TO^GSPTSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

3.51%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

24.29%

10.36%

+13.93%

Volatility (1Y)

Calculated over the trailing 1-year period

30.40%

12.71%

+17.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.17%

13.16%

+32.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.52%

15.09%

+42.43%

Frequently Asked Questions


POU.TO and ^GSPTSE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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