RY.TO vs. TD.TO
Compare and contrast key facts about Royal Bank of Canada (RY.TO) and The Toronto-Dominion Bank (TD.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RY.TO or TD.TO.
Key characteristics
| RY.TO | TD.TO | |
|---|---|---|
| YTD Return | 31.82% | -6.04% |
| 1Y Return | 52.21% | -0.66% |
| 3Y Return (Ann) | 13.25% | -1.42% |
| 5Y Return (Ann) | 14.03% | 4.68% |
| 10Y Return (Ann) | 12.09% | 7.56% |
| Sharpe Ratio | 4.06 | 0.05 |
| Sortino Ratio | 6.16 | 0.17 |
| Omega Ratio | 1.79 | 1.02 |
| Calmar Ratio | 3.39 | 0.03 |
| Martin Ratio | 31.59 | 0.12 |
| Ulcer Index | 1.71% | 6.57% |
| Daily Std Dev | 13.27% | 16.71% |
| Max Drawdown | -54.05% | -57.03% |
| Current Drawdown | -1.79% | -19.45% |
Fundamentals
| RY.TO | TD.TO | |
|---|---|---|
| Market Cap | CA$240.63B | CA$134.17B |
| EPS | CA$11.29 | CA$4.31 |
| PE Ratio | 15.06 | 17.76 |
| PEG Ratio | 3.28 | 1.09 |
| Total Revenue (TTM) | CA$99.63B | CA$88.92B |
| Gross Profit (TTM) | CA$99.63B | CA$88.92B |
| EBITDA (TTM) | CA$2.11B | CA$2.01B |
Correlation
The correlation between RY.TO and TD.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RY.TO vs. TD.TO - Performance Comparison
In the year-to-date period, RY.TO achieves a 31.82% return, which is significantly higher than TD.TO's -6.04% return. Over the past 10 years, RY.TO has outperformed TD.TO with an annualized return of 12.09%, while TD.TO has yielded a comparatively lower 7.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RY.TO vs. TD.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY.TO) and The Toronto-Dominion Bank (TD.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.
Dividends
RY.TO vs. TD.TO - Dividend Comparison
RY.TO's dividend yield for the trailing twelve months is around 3.29%, less than TD.TO's 5.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY.TO Royal Bank of Canada | 3.29% | 3.99% | 3.90% | 3.22% | 4.10% | 3.96% | 4.03% | 3.39% | 3.57% | 4.15% | 3.54% | 3.54% |
TD.TO The Toronto-Dominion Bank | 5.33% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% | 2.54% | 0.00% |
Drawdowns
RY.TO vs. TD.TO - Drawdown Comparison
The maximum RY.TO drawdown since its inception was -54.05%, smaller than the maximum TD.TO drawdown of -57.03%. Use the drawdown chart below to compare losses from any high point for RY.TO and TD.TO. For additional features, visit the drawdowns tool.
Volatility
RY.TO vs. TD.TO - Volatility Comparison
The current volatility for Royal Bank of Canada (RY.TO) is 4.11%, while The Toronto-Dominion Bank (TD.TO) has a volatility of 7.00%. This indicates that RY.TO experiences smaller price fluctuations and is considered to be less risky than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RY.TO vs. TD.TO - Financials Comparison
This section allows you to compare key financial metrics between Royal Bank of Canada and The Toronto-Dominion Bank. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities