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PXT.TO vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXT.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Parex Resources Inc. (PXT.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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PXT.TO vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXT.TO
Parex Resources Inc.
43.01%39.86%-35.96%31.46%-3.01%26.24%-27.45%47.71%-9.97%7.46%
VOO
Vanguard S&P 500 ETF
-2.43%12.42%35.71%23.54%-12.34%27.63%16.32%24.91%3.60%14.02%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, PXT.TO achieves a 43.01% return, which is significantly higher than VOO's -3.12% return. Over the past 10 years, PXT.TO has underperformed VOO with an annualized return of 12.55%, while VOO has yielded a comparatively higher 14.81% annualized return.


PXT.TO

1D
-4.90%
1M
20.15%
YTD
43.01%
6M
47.06%
1Y
106.37%
3Y*
9.94%
5Y*
9.01%
10Y*
12.55%

VOO

1D
0.00%
1M
-3.42%
YTD
-3.12%
6M
-2.38%
1Y
14.00%
3Y*
19.40%
5Y*
14.08%
10Y*
14.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PXT.TO vs. VOO — Risk / Return Rank

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

PXT.TO
PXT.TO Risk / Return Rank: 9393
Overall Rank
PXT.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PXT.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PXT.TO Omega Ratio Rank: 9191
Omega Ratio Rank
PXT.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
PXT.TO Martin Ratio Rank: 9494
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

PXT.TO vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parex Resources Inc. (PXT.TO) and Vanguard S&P 500 ETF (VOO). 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.


PXT.TOVOODifference

Sharpe ratio

Return per unit of total volatility

2.63

0.78

+1.84

Sortino ratio

Return per unit of downside risk

2.97

1.18

+1.80

Omega ratio

Gain probability vs. loss probability

1.42

1.18

+0.23

Calmar ratio

Return relative to maximum drawdown

4.81

1.17

+3.64

Martin ratio

Return relative to average drawdown

15.12

4.31

+10.81

PXT.TO vs. VOO - Sharpe Ratio Comparison

The current PXT.TO Sharpe Ratio is 2.63, which is higher than the VOO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PXT.TO and VOO, 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


PXT.TOVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.78

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.95

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.91

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.09

-0.76

Correlation

The correlation between PXT.TO and VOO is 0.15, 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.


Dividends

PXT.TO vs. VOO - Dividend Comparison

PXT.TO's dividend yield for the trailing twelve months is around 5.92%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
PXT.TO
Parex Resources Inc.
5.92%8.35%10.49%6.01%4.42%2.31%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

PXT.TO vs. VOO - Drawdown Comparison

The maximum PXT.TO drawdown since its inception was -61.00%, which is greater than VOO's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for PXT.TO and VOO.


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Drawdown Indicators


PXT.TOVOODifference

Max Drawdown

Largest peak-to-trough decline

-61.00%

-33.99%

-27.01%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-11.98%

-11.05%

Max Drawdown (5Y)

Largest decline over 5 years

-58.84%

-24.52%

-34.32%

Max Drawdown (10Y)

Largest decline over 10 years

-61.00%

-33.99%

-27.01%

Current Drawdown

Current decline from peak

-4.90%

-5.55%

+0.65%

Average Drawdown

Average peak-to-trough decline

-23.67%

-3.72%

-19.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

2.55%

+4.77%

Volatility

PXT.TO vs. VOO - Volatility Comparison

Parex Resources Inc. (PXT.TO) has a higher volatility of 11.16% compared to Vanguard S&P 500 ETF (VOO) at 5.18%. This indicates that PXT.TO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXT.TOVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

5.18%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

24.67%

9.53%

+15.14%

Volatility (1Y)

Calculated over the trailing 1-year period

40.77%

17.93%

+22.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

14.92%

+24.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.36%

16.28%

+25.08%