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PRA vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRA vs. VDY.TO

Last updated Jul 14, 2026
Documentation

PRA (ProAssurance Corporation) is a stock, while VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) is Dividend fund tracking the FTSE Canada High Dividend Yield Index. Over the past 10 years, PRA returned -4.28%/yr vs 13.54%/yr for VDY.TO. At a 0.30 correlation, their price movements are largely independent.

Performance

PRA vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProAssurance Corporation (PRA) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PRA achieves a 3.48% return, which is significantly lower than VDY.TO's 23.51% return. Over the past 10 years, PRA has underperformed VDY.TO with an annualized return of -4.28%, while VDY.TO has yielded a comparatively higher 13.54% annualized return.

PRA

1D
0.00%
1M
1.13%
6M
3.52%
YTD
3.48%
1Y
4.95%
3Y*
18.33%
5Y*
2.25%
10Y*
-4.28%

VDY.TO

1D
0.51%
1M
1.78%
6M
24.30%
YTD
23.51%
1Y
46.04%
3Y*
25.18%
5Y*
15.90%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRA vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PRA
ProAssurance Corporation		3.48%51.85%15.37%-20.84%-30.28%43.40%-49.70%-7.90%-25.92%12.42%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		23.51%35.39%11.96%11.05%-6.18%36.67%1.03%26.64%-17.06%16.18%

Correlation

The correlation between PRA and VDY.TO is 0.05, 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

0.05

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

0.29

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

0.29

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

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.30

Over the past year, the correlation between PRA and VDY.TO has dropped to 0.05 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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ProAssurance Corporation

Vanguard FTSE Canadian High Dividend Yield Index ETF

Often compared with PRA:
PRA vs. SPYPRA vs. RPV
Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

PRA vs. VDY.TO — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VDY.TO
VDY.TO Risk / Return Rank: 9999
Overall Rank
VDY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9999
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.

PRA vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProAssurance Corporation (PRA) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). 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.

PRAVDY.TODifference
Sharpe ratioReturn per unit of total volatility
1.51
4.90

-3.39

Sortino ratioReturn per unit of downside risk
2.38
6.75

-4.37

Omega ratioGain probability vs. loss probability

1.37

1.92

-0.55

Calmar ratioReturn relative to maximum drawdown

2.54

12.87

-10.33

Martin ratioReturn relative to average drawdown

12.37

44.19

-31.82

PRA vs. VDY.TO - Sharpe Ratio Comparison

The current PRA Sharpe Ratio is 1.51, which is lower than the VDY.TO Sharpe Ratio of 4.90. The chart below compares the historical Sharpe Ratios of PRA and VDY.TO, 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

PRA vs. VDY.TO - Drawdown Comparison

The maximum PRA drawdown since its inception was -78.83%, which is greater than VDY.TO's maximum drawdown of -44.42%. Use the drawdown chart below to compare losses from any high point for PRA and VDY.TO.

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Drawdown Indicators

PRAVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.83%

-44.42%

-34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-3.59%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-42.68%

-12.92%

-29.76%

Max Drawdown (5Y)

Largest decline over 5 years

-59.82%

-23.69%

-36.13%

Max Drawdown (10Y)

Largest decline over 10 years

-78.83%

-44.42%

-34.41%

Current Drawdown

Current decline from peak

-51.41%

0.00%

-51.41%

Average Drawdown

Average peak-to-trough decline

-23.10%

-8.74%

-14.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.04%

-0.27%

Volatility

PRA vs. VDY.TO - Volatility Comparison

ProAssurance Corporation (PRA) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) have volatilities of 2.67% and 2.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PRAVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.56%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

7.30%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

9.45%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.59%

13.39%

+26.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.41%

17.38%

+21.03%

Dividends

PRA vs. VDY.TO - Dividend Comparison

PRA has not paid dividends to shareholders, while VDY.TO's dividend yield for the trailing twelve months is around 2.79%.

PositionTTM20252024202320222021202020192018201720162015
PRA
ProAssurance Corporation		0.00%0.00%0.00%0.36%1.14%0.79%2.59%3.43%4.29%10.38%10.55%4.62%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		2.79%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%

Frequently Asked Questions

PRA and VDY.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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