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POU.TO vs. ^SPTSX60
Performance
Return for Risk
Drawdowns
Volatility

Performance

POU.TO vs. ^SPTSX60 - 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 60 Index (^SPTSX60). 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 ^SPTSX60's 10.45% return. Over the past 10 years, POU.TO has outperformed ^SPTSX60 with an annualized return of 16.61%, while ^SPTSX60 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%

^SPTSX60

1D
1.24%
1M
4.05%
YTD
10.45%
6M
11.58%
1Y
30.66%
3Y*
19.71%
5Y*
11.37%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POU.TO vs. ^SPTSX60 - 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%
^SPTSX60
S&P/TSX 60 Index
10.45%25.48%17.19%8.21%-9.17%24.37%1.95%18.11%-10.46%6.63%

Correlation

The correlation between POU.TO and ^SPTSX60 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

0.24

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

0.39

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

0.40

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

0.40

The correlation between POU.TO and ^SPTSX60 shifts across timeframes, from -0.00 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POU.TO vs. ^SPTSX60 — 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

^SPTSX60
^SPTSX60 Risk / Return Rank: 8989
Overall Rank
^SPTSX60 Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
^SPTSX60 Sortino Ratio Rank: 8888
Sortino Ratio Rank
^SPTSX60 Omega Ratio Rank: 8888
Omega Ratio Rank
^SPTSX60 Calmar Ratio Rank: 9090
Calmar Ratio Rank
^SPTSX60 Martin Ratio Rank: 9494
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. ^SPTSX60 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Resources Ltd. (POU.TO) and S&P/TSX 60 Index (^SPTSX60). 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^SPTSX60Difference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.33

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

3.19

3.97

-0.78

Martin ratioReturn relative to average drawdown

8.26

17.90

-9.64

POU.TO vs. ^SPTSX60 - Sharpe Ratio Comparison

The current POU.TO Sharpe Ratio is 1.90, which is comparable to the ^SPTSX60 Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of POU.TO and ^SPTSX60, 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^SPTSX60Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.62

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.90

-0.40

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

0.36

-0.35

Drawdowns

POU.TO vs. ^SPTSX60 - Drawdown Comparison

The maximum POU.TO drawdown since its inception was -98.31%, which is greater than ^SPTSX60's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for POU.TO and ^SPTSX60.


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Drawdown Indicators


POU.TO^SPTSX60Difference

Max Drawdown

Largest peak-to-trough decline

-98.31%

-54.11%

-44.20%

Max Drawdown (1Y)

Largest decline over 1 year

-18.11%

-7.74%

-10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-53.34%

-12.84%

-40.50%

Max Drawdown (5Y)

Largest decline over 5 years

-56.46%

-17.78%

-38.68%

Max Drawdown (10Y)

Largest decline over 10 years

-96.12%

-35.73%

-60.39%

Current Drawdown

Current decline from peak

-35.90%

0.00%

-35.90%

Average Drawdown

Average peak-to-trough decline

-54.12%

-13.88%

-40.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

1.71%

+5.26%

Volatility

POU.TO vs. ^SPTSX60 - Volatility Comparison

Paramount Resources Ltd. (POU.TO) has a higher volatility of 10.96% compared to S&P/TSX 60 Index (^SPTSX60) at 3.41%. This indicates that POU.TO's price experiences larger fluctuations and is considered to be riskier than ^SPTSX60 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^SPTSX60Difference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

3.41%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.29%

9.38%

+14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

30.40%

11.77%

+18.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.17%

12.76%

+32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.52%

15.11%

+42.41%

Frequently Asked Questions


POU.TO and ^SPTSX60 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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