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RY-PS.TO vs. BROS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RY-PS.TO vs. BROS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Royal Bank of Canada (RY-PS.TO) and Dutch Bros Inc. (BROS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, RY-PS.TO achieves a 0.54% return, which is significantly higher than BROS's -7.88% return.


RY-PS.TO

1D
0.04%
1M
-1.05%
YTD
0.54%
6M
1.33%
1Y
7.64%
3Y*
15.99%
5Y*
6.34%
10Y*

BROS

1D
-0.51%
1M
-3.89%
YTD
-7.88%
6M
-4.13%
1Y
-22.50%
3Y*
26.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RY-PS.TO vs. BROS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RY-PS.TO
Royal Bank of Canada
0.54%10.29%21.22%20.80%-18.63%0.39%
BROS
Dutch Bros Inc.
-7.88%11.52%79.60%9.87%-40.68%38.99%

Correlation

The correlation between RY-PS.TO and BROS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.08

Fundamentals

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Return for Risk

RY-PS.TO vs. BROS — Risk / Return Rank

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

RY-PS.TO
RY-PS.TO Risk / Return Rank: 7777
Overall Rank
RY-PS.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RY-PS.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
RY-PS.TO Omega Ratio Rank: 7070
Omega Ratio Rank
RY-PS.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
RY-PS.TO Martin Ratio Rank: 8585
Martin Ratio Rank

BROS
BROS Risk / Return Rank: 2121
Overall Rank
BROS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BROS Sortino Ratio Rank: 2121
Sortino Ratio Rank
BROS Omega Ratio Rank: 2323
Omega Ratio Rank
BROS Calmar Ratio Rank: 1818
Calmar Ratio Rank
BROS Martin Ratio Rank: 2020
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.

RY-PS.TO vs. BROS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY-PS.TO) and Dutch Bros Inc. (BROS). 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.


RY-PS.TOBROSDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.23

0.96

+0.27

Calmar ratioReturn relative to maximum drawdown

3.13

-0.62

+3.75

Martin ratioReturn relative to average drawdown

8.82

-0.99

+9.81

RY-PS.TO vs. BROS - Sharpe Ratio Comparison

The current RY-PS.TO Sharpe Ratio is 1.24, which is higher than the BROS Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of RY-PS.TO and BROS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RY-PS.TOBROSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

-0.43

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.18

+0.29

Drawdowns

RY-PS.TO vs. BROS - Drawdown Comparison

The maximum RY-PS.TO drawdown since its inception was -42.08%, smaller than the maximum BROS drawdown of -67.37%. Use the drawdown chart below to compare losses from any high point for RY-PS.TO and BROS.


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Drawdown Indicators


RY-PS.TOBROSDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-67.37%

+25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-36.56%

+34.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.90%

-46.56%

+40.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

Current Drawdown

Current decline from peak

-1.31%

-36.14%

+34.83%

Average Drawdown

Average peak-to-trough decline

-6.84%

-41.66%

+34.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

22.69%

-21.87%

Volatility

RY-PS.TO vs. BROS - Volatility Comparison

The current volatility for Royal Bank of Canada (RY-PS.TO) is 1.89%, while Dutch Bros Inc. (BROS) has a volatility of 15.47%. This indicates that RY-PS.TO experiences smaller price fluctuations and is considered to be less risky than BROS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RY-PS.TOBROSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

15.47%

-13.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

34.63%

-29.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

52.05%

-46.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

64.04%

-53.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

64.04%

-50.09%

Dividends

RY-PS.TO vs. BROS - Dividend Comparison

RY-PS.TO's dividend yield for the trailing twelve months is around 5.59%, while BROS has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BROS
Dutch Bros Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RY-PS.TO
Royal Bank of Canada
5.59%5.47%5.44%5.32%6.06%4.69%5.33%6.54%

Financials

RY-PS.TO vs. BROS - Financials Comparison

This section allows you to compare key financial metrics between Royal Bank of Canada and Dutch Bros Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
464.41M
(RY-PS.TO) Total Revenue
(BROS) Total Revenue
Please note, different currencies. RY-PS.TO values in CAD, BROS values in USD

Frequently Asked Questions


RY-PS.TO and BROS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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