QBR-B.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Quebecor Inc (QBR-B.TO) and S&P 500 Index (^GSPC).

Performance

QBR-B.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Quebecor Inc (QBR-B.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

QBR-B.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QBR-B.TO Quebecor Inc	13.42%	69.85%	4.16%	8.44%	10.30%	-9.74%	1.42%	16.75%	22.17%	27.61%
^GSPC S&P 500 Index	-2.73%	11.05%	33.90%	21.49%	-13.70%	25.75%	14.29%	22.54%	1.71%	11.82%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, QBR-B.TO achieves a 13.42% return, which is significantly higher than ^GSPC's -3.34% return. Over the past 10 years, QBR-B.TO has outperformed ^GSPC with an annualized return of 16.01%, while ^GSPC has yielded a comparatively lower 12.91% annualized return.

QBR-B.TO

• 1D: -1.41%
• 1M: 0.93%
• YTD: 13.42%
• 6M: 32.11%
• 1Y: 63.32%
• 3Y*: 24.91%
• 5Y*: 15.79%
• 10Y*: 16.01%

^GSPC

• 1D: 0.00%
• 1M: -3.51%
• YTD: -3.34%
• 6M: -2.91%
• 1Y: 12.69%
• 3Y*: 17.80%
• 5Y*: 12.48%
• 10Y*: 12.91%

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

Return for Risk

QBR-B.TO vs. ^GSPC — Risk / Return Rank

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

QBR-B.TO

QBR-B.TO Risk / Return Rank: 96
QBR-B.TO Sharpe Ratio Rank: 96
QBR-B.TO Sortino Ratio Rank: 96
QBR-B.TO Omega Ratio Rank: 94
QBR-B.TO Calmar Ratio Rank: 94
QBR-B.TO Martin Ratio Rank: 97

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

QBR-B.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quebecor Inc (QBR-B.TO) and S&P 500 Index (^GSPC). 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.

	QBR-B.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.99	0.70	+2.28
Sortino ratio Return per unit of downside risk	3.80	1.07	+2.72
Omega ratio Gain probability vs. loss probability	1.49	1.17	+0.32
Calmar ratio Return relative to maximum drawdown	5.61	1.04	+4.57
Martin ratio Return relative to average drawdown	21.14	3.82	+17.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QBR-B.TO vs. ^GSPC - Sharpe Ratio Comparison

The current QBR-B.TO Sharpe Ratio is 2.99, which is higher than the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of QBR-B.TO and ^GSPC, 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

	QBR-B.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.99	0.70	+2.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.84	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.79	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.91	-0.91

Correlation

The correlation between QBR-B.TO and ^GSPC is 0.18, 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

QBR-B.TO vs. ^GSPC - Drawdown Comparison

The maximum QBR-B.TO drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for QBR-B.TO and ^GSPC.

Drawdown Indicators

	QBR-B.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-56.78%	-43.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-12.14%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-29.40%	-25.43%	-3.97%
Max Drawdown (10Y) Largest decline over 10 years	-30.06%	-33.92%	+3.86%
Current Drawdown Current decline from peak	-99.97%	-5.78%	-94.19%
Average Drawdown Average peak-to-trough decline	-84.41%	-10.75%	-73.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.60%	+0.50%

Volatility

QBR-B.TO vs. ^GSPC - Volatility Comparison

The current volatility for Quebecor Inc (QBR-B.TO) is 4.48%, while S&P 500 Index (^GSPC) has a volatility of 5.22%. This indicates that QBR-B.TO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBR-B.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	5.22%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	15.99%	9.60%	+6.39%
Volatility (1Y) Calculated over the trailing 1-year period	21.34%	18.11%	+3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.74%	14.99%	+5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	16.33%	+4.40%