QSR.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Restaurant Brands International Inc. (QSR.TO) and S&P 500 Index (^GSPC).

Performance

QSR.TO vs. ^GSPC - Performance Comparison

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

QSR.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QSR.TO Restaurant Brands International Inc.	12.36%	3.75%	-6.49%	21.97%	18.60%	1.95%	-2.22%	19.57%	-4.88%	22.41%
^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

QSR.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, QSR.TO achieves a 12.36% return, which is significantly higher than ^GSPC's -3.34% return. Over the past 10 years, QSR.TO has underperformed ^GSPC with an annualized return of 10.71%, while ^GSPC has yielded a comparatively higher 12.91% annualized return.

QSR.TO

• 1D: 1.34%
• 1M: 6.95%
• YTD: 12.36%
• 6M: 15.20%
• 1Y: 12.60%
• 3Y*: 8.35%
• 5Y*: 8.59%
• 10Y*: 10.71%

^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

QSR.TO vs. ^GSPC — Risk / Return Rank

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

QSR.TO

QSR.TO Risk / Return Rank: 57
QSR.TO Sharpe Ratio Rank: 60
QSR.TO Sortino Ratio Rank: 52
QSR.TO Omega Ratio Rank: 51
QSR.TO Calmar Ratio Rank: 62
QSR.TO Martin Ratio Rank: 60

^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.

QSR.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR.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.

	QSR.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.55	0.70	-0.16
Sortino ratio Return per unit of downside risk	0.90	1.07	-0.17
Omega ratio Gain probability vs. loss probability	1.12	1.17	-0.05
Calmar ratio Return relative to maximum drawdown	0.99	1.04	-0.06
Martin ratio Return relative to average drawdown	2.03	3.82	-1.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSR.TO vs. ^GSPC - Sharpe Ratio Comparison

The current QSR.TO Sharpe Ratio is 0.55, which is comparable to the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of QSR.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

	QSR.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	0.70	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.84	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.79	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.91	-0.46

Correlation

The correlation between QSR.TO and ^GSPC is 0.37, 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

QSR.TO vs. ^GSPC - Drawdown Comparison

The maximum QSR.TO drawdown since its inception was -60.02%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for QSR.TO and ^GSPC.

Drawdown Indicators

	QSR.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-60.02%	-56.78%	-3.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.99%	-12.14%	-0.85%
Max Drawdown (5Y) Largest decline over 5 years	-27.28%	-25.43%	-1.85%
Max Drawdown (10Y) Largest decline over 10 years	-60.02%	-33.92%	-26.10%
Current Drawdown Current decline from peak	0.00%	-5.78%	+5.78%
Average Drawdown Average peak-to-trough decline	-11.94%	-10.75%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.32%	2.60%	+3.72%

Volatility

QSR.TO vs. ^GSPC - Volatility Comparison

Restaurant Brands International Inc. (QSR.TO) has a higher volatility of 6.96% compared to S&P 500 Index (^GSPC) at 5.22%. This indicates that QSR.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSR.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	5.22%	+1.74%
Volatility (6M) Calculated over the trailing 6-month period	17.23%	9.60%	+7.63%
Volatility (1Y) Calculated over the trailing 1-year period	23.15%	18.11%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	14.99%	+6.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.28%	16.33%	+9.95%