PRL.TO vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Propel Holdings Inc (PRL.TO) and S&P 500 Total Return (^SP500TR).

Performance

PRL.TO vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Propel Holdings Inc (PRL.TO) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

PRL.TO vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PRL.TO Propel Holdings Inc	-26.30%	-30.42%	189.93%	82.62%	-42.90%	32.77%
^SP500TR S&P 500 Total Return	-2.42%	12.47%	35.76%	23.51%	-12.28%	8.14%

Different Trading Currencies

PRL.TO is traded in CAD, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRL.TO achieves a -26.30% return, which is significantly lower than ^SP500TR's -2.42% return.

PRL.TO

• 1D: -2.31%
• 1M: -13.13%
• YTD: -26.30%
• 6M: -36.48%
• 1Y: -22.51%
• 3Y*: 42.54%
• 5Y*: —
• 10Y*: —

^SP500TR

• 1D: 0.58%
• 1M: -2.78%
• YTD: -2.42%
• 6M: -1.70%
• 1Y: 14.84%
• 3Y*: 19.70%
• 5Y*: 14.28%
• 10Y*: 14.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRL.TO vs. ^SP500TR — Risk / Return Rank

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

PRL.TO

PRL.TO Risk / Return Rank: 25
PRL.TO Sharpe Ratio Rank: 21
PRL.TO Sortino Ratio Rank: 21
PRL.TO Omega Ratio Rank: 22
PRL.TO Calmar Ratio Rank: 30
PRL.TO Martin Ratio Rank: 30

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

PRL.TO vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Propel Holdings Inc (PRL.TO) and S&P 500 Total Return (^SP500TR). 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.

	PRL.TO	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-0.45	0.82	-1.27
Sortino ratio Return per unit of downside risk	-0.35	1.23	-1.58
Omega ratio Gain probability vs. loss probability	0.96	1.19	-0.23
Calmar ratio Return relative to maximum drawdown	-0.36	1.23	-1.58
Martin ratio Return relative to average drawdown	-0.66	4.58	-5.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRL.TO vs. ^SP500TR - Sharpe Ratio Comparison

The current PRL.TO Sharpe Ratio is -0.45, which is lower than the ^SP500TR Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PRL.TO and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRL.TO	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	0.82	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.96	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.92	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	1.06	-0.72

Correlation

The correlation between PRL.TO and ^SP500TR is 0.31, 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

PRL.TO vs. ^SP500TR - Drawdown Comparison

The maximum PRL.TO drawdown since its inception was -56.80%, which is greater than ^SP500TR's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for PRL.TO and ^SP500TR.

Drawdown Indicators

	PRL.TO	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-56.80%	-55.25%	-1.55%
Max Drawdown (1Y) Largest decline over 1 year	-53.46%	-12.12%	-41.34%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-55.33%	-5.55%	-49.78%
Average Drawdown Average peak-to-trough decline	-28.03%	-8.20%	-19.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.87%	2.55%	+26.32%

Volatility

PRL.TO vs. ^SP500TR - Volatility Comparison

Propel Holdings Inc (PRL.TO) has a higher volatility of 18.03% compared to S&P 500 Total Return (^SP500TR) at 5.30%. This indicates that PRL.TO's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRL.TO	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.03%	5.30%	+12.73%
Volatility (6M) Calculated over the trailing 6-month period	39.33%	9.63%	+29.70%
Volatility (1Y) Calculated over the trailing 1-year period	50.81%	18.11%	+32.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.32%	14.99%	+37.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.32%	16.33%	+35.99%