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POW.TO vs. VIGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POW.TO vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Power Corporation of Canada (POW.TO) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

POW.TO is traded in CAD, while VIGI is traded in USD. To make them comparable, the VIGI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, POW.TO achieves a 19.95% return, which is significantly higher than VIGI's 5.19% return. Over the past 10 years, POW.TO has outperformed VIGI with an annualized return of 17.87%, while VIGI has yielded a comparatively lower 9.24% annualized return.


POW.TO

1D
1.29%
1M
8.60%
YTD
19.95%
6M
20.68%
1Y
72.49%
3Y*
42.38%
5Y*
22.99%
10Y*
17.87%

VIGI

1D
-0.04%
1M
3.53%
YTD
5.19%
6M
5.40%
1Y
9.44%
3Y*
11.15%
5Y*
7.33%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POW.TO vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POW.TO
Power Corporation of Canada
19.95%69.73%25.05%26.19%-19.21%49.93%-4.91%43.97%-20.10%12.78%
VIGI
Vanguard International Dividend Appreciation ETF
5.19%11.55%11.43%13.53%-11.51%12.46%11.94%22.28%-4.06%19.30%

Correlation

The correlation between POW.TO and VIGI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.26

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

0.33

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.31

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Return for Risk

POW.TO vs. VIGI — Risk / Return Rank

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

POW.TO
POW.TO Risk / Return Rank: 9696
Overall Rank
POW.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
POW.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
POW.TO Omega Ratio Rank: 9797
Omega Ratio Rank
POW.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
POW.TO Martin Ratio Rank: 9494
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 1616
Overall Rank
VIGI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1515
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1515
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIGI Martin Ratio Rank: 1818
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.

POW.TO vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Corporation of Canada (POW.TO) and Vanguard International Dividend Appreciation ETF (VIGI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


POW.TOVIGIDifference
Sharpe ratioReturn per unit of total volatility

+3.42

Sortino ratioReturn per unit of downside risk

+3.79

Omega ratioGain probability vs. loss probability

1.63

1.10

+0.53

Calmar ratioReturn relative to maximum drawdown

5.14

0.74

+4.39

Martin ratioReturn relative to average drawdown

15.64

2.63

+13.01

POW.TO vs. VIGI - Sharpe Ratio Comparison

The current POW.TO Sharpe Ratio is 3.97, which is higher than the VIGI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of POW.TO and VIGI, 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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Drawdowns

POW.TO vs. VIGI - Drawdown Comparison

The maximum POW.TO drawdown since its inception was -62.40%, which is greater than VIGI's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for POW.TO and VIGI.


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Drawdown Indicators


POW.TOVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-24.97%

-37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-10.08%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.10%

-12.30%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-22.59%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.16%

-24.97%

-24.19%

Current Drawdown

Current decline from peak

0.00%

-0.29%

+0.29%

Average Drawdown

Average peak-to-trough decline

-13.14%

-4.38%

-8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

2.89%

+1.81%

Volatility

POW.TO vs. VIGI - Volatility Comparison

Power Corporation of Canada (POW.TO) has a higher volatility of 5.85% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.54%. This indicates that POW.TO's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POW.TOVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

3.54%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

10.93%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

13.82%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

15.67%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

17.12%

+5.95%

Dividends

POW.TO vs. VIGI - Dividend Comparison

POW.TO's dividend yield for the trailing twelve months is around 2.89%, more than VIGI's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
POW.TO
Power Corporation of Canada
2.89%3.36%5.02%5.54%6.22%4.40%7.51%4.77%6.13%4.36%4.38%4.23%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


POW.TO and VIGI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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