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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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POU.TO vs. ^SPTSX60 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
^SPTSX60
S&P/TSX 60 Index
2.88%25.48%17.19%8.21%-9.17%24.37%1.95%18.11%-10.46%6.63%

Returns By Period

In the year-to-date period, POU.TO achieves a 14.14% return, which is significantly higher than ^SPTSX60's 2.88% return. Over the past 10 years, POU.TO has outperformed ^SPTSX60 with an annualized return of 26.68%, while ^SPTSX60 has yielded a comparatively lower 9.29% 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%

^SPTSX60

1D
0.44%
1M
-3.66%
YTD
2.88%
6M
7.88%
1Y
27.28%
3Y*
16.63%
5Y*
11.05%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 8181
Overall Rank
POU.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
POU.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
POU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
POU.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
POU.TO Martin Ratio Rank: 8080
Martin Ratio Rank

^SPTSX60
^SPTSX60 Risk / Return Rank: 9292
Overall Rank
^SPTSX60 Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
^SPTSX60 Sortino Ratio Rank: 9393
Sortino Ratio Rank
^SPTSX60 Omega Ratio Rank: 9494
Omega Ratio Rank
^SPTSX60 Calmar Ratio Rank: 8888
Calmar Ratio Rank
^SPTSX60 Martin Ratio Rank: 9090
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 ratio

Return per unit of total volatility

1.55

1.89

-0.34

Sortino ratio

Return per unit of downside risk

2.02

2.48

-0.46

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

2.57

2.59

-0.03

Martin ratio

Return relative to average drawdown

6.38

12.29

-5.91

POU.TO vs. ^SPTSX60 - Sharpe Ratio Comparison

The current POU.TO Sharpe Ratio is 1.55, which is comparable to the ^SPTSX60 Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of POU.TO and ^SPTSX60, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


POU.TO^SPTSX60Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.89

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.88

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.62

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.34

-0.10

Correlation

The correlation between POU.TO and ^SPTSX60 is 0.34, 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. ^SPTSX60 - Drawdown Comparison

The maximum POU.TO drawdown since its inception was -98.41%, 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

-98.41%

-54.11%

-44.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.99%

-10.74%

-9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-17.78%

-25.53%

Max Drawdown (10Y)

Largest decline over 10 years

-96.12%

-35.73%

-60.39%

Current Drawdown

Current decline from peak

-8.99%

-3.66%

-5.33%

Average Drawdown

Average peak-to-trough decline

-43.70%

-13.96%

-29.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

2.27%

+5.77%

Volatility

POU.TO vs. ^SPTSX60 - Volatility Comparison

Paramount Resources Ltd. (POU.TO) has a higher volatility of 8.84% compared to S&P/TSX 60 Index (^SPTSX60) at 4.98%. 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

8.84%

4.98%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.19%

9.78%

+11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

33.43%

14.48%

+18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.44%

12.69%

+28.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.63%

15.09%

+41.54%