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RY vs. EQB.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RY vs. EQB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royal Bank of Canada (RY) and Equitable Group Inc. (EQB.TO). The values are adjusted to include any dividend payments, if applicable.

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RY vs. EQB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RY
Royal Bank of Canada
-4.43%46.29%23.80%12.72%-8.00%34.11%8.42%20.17%-12.88%24.95%
EQB.TO
Equitable Group Inc.
6.51%12.57%6.60%60.65%-21.59%38.91%-3.97%97.18%-22.38%28.39%
Different Trading Currencies

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

Fundamentals

Market Cap

RY:

$166.45B

EQB.TO:

CA$4.19B

EPS

RY:

$15.98

EQB.TO:

CA$6.94

PE Ratio

RY:

10.12

EQB.TO:

16.07

PS Ratio

RY:

1.55

EQB.TO:

1.37

PB Ratio

RY:

1.29

EQB.TO:

1.31

Total Revenue (TTM)

RY:

$137.63B

EQB.TO:

CA$3.11B

Gross Profit (TTM)

RY:

$63.36B

EQB.TO:

CA$1.23B

EBITDA (TTM)

RY:

$29.23B

EQB.TO:

CA$439.45M

Returns By Period

In the year-to-date period, RY achieves a -4.43% return, which is significantly lower than EQB.TO's 6.51% return. Over the past 10 years, RY has underperformed EQB.TO with an annualized return of 15.24%, while EQB.TO has yielded a comparatively higher 17.32% annualized return.


RY

1D
2.49%
1M
-3.26%
YTD
-4.43%
6M
11.43%
1Y
48.21%
3Y*
23.86%
5Y*
16.15%
10Y*
15.24%

EQB.TO

1D
3.63%
1M
-4.61%
YTD
6.51%
6M
21.38%
1Y
21.01%
3Y*
25.60%
5Y*
11.98%
10Y*
17.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RY vs. EQB.TO — Risk / Return Rank

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

RY
RY Risk / Return Rank: 9696
Overall Rank
RY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RY Sortino Ratio Rank: 9797
Sortino Ratio Rank
RY Omega Ratio Rank: 9696
Omega Ratio Rank
RY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RY Martin Ratio Rank: 9696
Martin Ratio Rank

EQB.TO
EQB.TO Risk / Return Rank: 6060
Overall Rank
EQB.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EQB.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
EQB.TO Omega Ratio Rank: 5959
Omega Ratio Rank
EQB.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
EQB.TO Martin Ratio Rank: 6161
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 vs. EQB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) and Equitable Group Inc. (EQB.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.


RYEQB.TODifference

Sharpe ratio

Return per unit of total volatility

2.91

0.72

+2.19

Sortino ratio

Return per unit of downside risk

4.05

1.16

+2.89

Omega ratio

Gain probability vs. loss probability

1.53

1.17

+0.36

Calmar ratio

Return relative to maximum drawdown

4.88

0.89

+3.99

Martin ratio

Return relative to average drawdown

18.67

2.01

+16.66

RY vs. EQB.TO - Sharpe Ratio Comparison

The current RY Sharpe Ratio is 2.91, which is higher than the EQB.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RY and EQB.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYEQB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

0.72

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.38

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.45

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.60

+0.02

Correlation

The correlation between RY and EQB.TO is 0.46, 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

RY vs. EQB.TO - Dividend Comparison

RY's dividend yield for the trailing twelve months is around 2.78%, more than EQB.TO's 2.01% yield.


TTM20252024202320222021202020192018201720162015
RY
Royal Bank of Canada
2.78%2.54%3.39%4.29%4.07%3.24%3.88%3.88%4.27%3.22%3.95%5.41%
EQB.TO
Equitable Group Inc.
2.01%2.08%1.85%1.72%2.13%1.07%1.47%1.18%1.83%1.33%1.39%1.48%

Drawdowns

RY vs. EQB.TO - Drawdown Comparison

The maximum RY drawdown since its inception was -62.90%, roughly equal to the maximum EQB.TO drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for RY and EQB.TO.


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Drawdown Indicators


RYEQB.TODifference

Max Drawdown

Largest peak-to-trough decline

-62.90%

-100.00%

+37.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-21.59%

+11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

-44.76%

+16.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.95%

-61.08%

+21.13%

Current Drawdown

Current decline from peak

-7.80%

-99.97%

+92.17%

Average Drawdown

Average peak-to-trough decline

-9.37%

-99.39%

+90.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

9.94%

-7.32%

Volatility

RY vs. EQB.TO - Volatility Comparison

The current volatility for Royal Bank of Canada (RY) is 5.19%, while Equitable Group Inc. (EQB.TO) has a volatility of 9.45%. This indicates that RY experiences smaller price fluctuations and is considered to be less risky than EQB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYEQB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

9.45%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

19.91%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

29.37%

-12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

31.46%

-13.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

38.68%

-18.87%

Financials

RY vs. EQB.TO - Financials Comparison

This section allows you to compare key financial metrics between Royal Bank of Canada and Equitable Group 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
35.50B
787.55M
(RY) Total Revenue
(EQB.TO) Total Revenue
Please note, different currencies. RY values in USD, EQB.TO values in CAD

RY vs. EQB.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Royal Bank of Canada and Equitable Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
47.5%
46.1%
Portfolio components
RY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported a gross profit of 16.86B and revenue of 35.50B. Therefore, the gross margin over that period was 47.5%.

EQB.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Equitable Group Inc. reported a gross profit of 363.29M and revenue of 787.55M. Therefore, the gross margin over that period was 46.1%.

RY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported an operating income of 7.42B and revenue of 35.50B, resulting in an operating margin of 20.9%.

EQB.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Equitable Group Inc. reported an operating income of 1.06M and revenue of 787.55M, resulting in an operating margin of 0.1%.

RY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Royal Bank of Canada reported a net income of 5.79B and revenue of 35.50B, resulting in a net margin of 16.3%.

EQB.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Equitable Group Inc. reported a net income of -5.06M and revenue of 787.55M, resulting in a net margin of -0.6%.