RBA vs. ZSP.TO
Compare and contrast key facts about Ritchie Bros. Auctioneers Incorporated (RBA) and BMO S&P 500 Index ETF (ZSP.TO).
ZSP.TO is a passively managed fund by BMO that tracks the performance of the S&P 500 Index. It was launched on Nov 14, 2012.
Performance
RBA vs. ZSP.TO - Performance Comparison
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RBA vs. ZSP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBA Ritchie Bros. Auctioneers Incorporated | -6.58% | 15.37% | 36.75% | 20.26% | -3.92% | -10.66% | 64.64% | 33.94% | 11.56% | -9.87% |
ZSP.TO BMO S&P 500 Index ETF | -4.41% | 17.39% | 24.40% | 26.11% | -18.52% | 28.48% | 17.92% | 30.91% | -4.78% | 21.38% |
Different Trading Currencies
RBA is traded in USD, while ZSP.TO is traded in CAD. To make them comparable, the ZSP.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RBA achieves a -6.58% return, which is significantly higher than ZSP.TO's -7.01% return. Over the past 10 years, RBA has outperformed ZSP.TO with an annualized return of 15.65%, while ZSP.TO has yielded a comparatively lower 13.32% annualized return.
RBA
- 1D
- 1.51%
- 1M
- -5.06%
- YTD
- -6.58%
- 6M
- -11.03%
- 1Y
- -3.35%
- 3Y*
- 21.10%
- 5Y*
- 11.75%
- 10Y*
- 15.65%
ZSP.TO
- 1D
- 0.00%
- 1M
- -7.53%
- YTD
- -7.01%
- 6M
- -4.79%
- 1Y
- 14.05%
- 3Y*
- 16.79%
- 5Y*
- 10.77%
- 10Y*
- 13.32%
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Return for Risk
RBA vs. ZSP.TO — Risk / Return Rank
RBA
ZSP.TO
RBA vs. ZSP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ritchie Bros. Auctioneers Incorporated (RBA) and BMO S&P 500 Index ETF (ZSP.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.
| RBA | ZSP.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 0.77 | -0.90 |
Sortino ratioReturn per unit of downside risk | 0.01 | 1.21 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.18 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.19 | -1.24 |
Martin ratioReturn relative to average drawdown | -0.10 | 5.57 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RBA | ZSP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.77 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.74 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.80 | -0.33 |
Correlation
The correlation between RBA and ZSP.TO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RBA vs. ZSP.TO - Dividend Comparison
RBA's dividend yield for the trailing twelve months is around 1.27%, more than ZSP.TO's 0.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBA Ritchie Bros. Auctioneers Incorporated | 1.27% | 1.17% | 1.24% | 3.23% | 1.80% | 1.54% | 1.21% | 1.77% | 2.14% | 2.27% | 1.94% | 2.49% |
ZSP.TO BMO S&P 500 Index ETF | 0.87% | 0.82% | 0.94% | 1.33% | 1.44% | 1.15% | 1.44% | 1.47% | 1.63% | 1.63% | 2.20% | 1.53% |
Drawdowns
RBA vs. ZSP.TO - Drawdown Comparison
The maximum RBA drawdown since its inception was -53.54%, which is greater than ZSP.TO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for RBA and ZSP.TO.
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Drawdown Indicators
| RBA | ZSP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -26.94% | -26.60% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -12.43% | -8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.71% | -22.25% | -9.46% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | -26.94% | -12.03% |
Current DrawdownCurrent decline from peak | -19.55% | -6.12% | -13.43% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -3.37% | -12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.96% | 3.33% | +6.63% |
Volatility
RBA vs. ZSP.TO - Volatility Comparison
Ritchie Bros. Auctioneers Incorporated (RBA) has a higher volatility of 9.37% compared to BMO S&P 500 Index ETF (ZSP.TO) at 4.27%. This indicates that RBA's price experiences larger fluctuations and is considered to be riskier than ZSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBA | ZSP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 4.27% | +5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 9.00% | +13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 18.25% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 16.89% | +12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.64% | 18.07% | +12.57% |