RY vs. TD
Compare and contrast key facts about Royal Bank of Canada (RY) and The Toronto-Dominion Bank (TD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RY or TD.
Key characteristics
| RY | TD | |
|---|---|---|
| YTD Return | 0.14% | -7.89% |
| 1Y Return | 7.65% | 2.03% |
| 3Y Return (Ann) | 5.10% | -1.26% |
| 5Y Return (Ann) | 8.83% | 4.86% |
| 10Y Return (Ann) | 8.27% | 6.17% |
| Sharpe Ratio | 0.43 | 0.13 |
| Daily Std Dev | 17.10% | 18.96% |
| Max Drawdown | -63.05% | -64.16% |
| Current Drawdown | -7.58% | -24.40% |
Fundamentals
| RY | TD | |
|---|---|---|
| Market Cap | $138.85B | $105.12B |
| EPS | $7.85 | $4.62 |
| PE Ratio | 12.50 | 12.85 |
| PEG Ratio | 3.31 | 1.09 |
| Revenue (TTM) | $53.51B | $50.40B |
| Gross Profit (TTM) | $48.50B | $49.20B |
Correlation
The correlation between RY and TD is 0.76, 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 vs. TD - Performance Comparison
In the year-to-date period, RY achieves a 0.14% return, which is significantly higher than TD's -7.89% return. Over the past 10 years, RY has outperformed TD with an annualized return of 8.27%, while TD has yielded a comparatively lower 6.17% 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 vs. TD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) and The Toronto-Dominion Bank (TD). 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 vs. TD - Dividend Comparison
RY's dividend yield for the trailing twelve months is around 4.08%, less than TD's 5.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 4.08% | 3.93% | 4.13% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
TD The Toronto-Dominion Bank | 5.05% | 4.40% | 4.23% | 3.27% | 4.09% | 3.89% | 4.10% | 3.08% | 3.29% | 4.07% | 3.54% | 3.36% |
Drawdowns
RY vs. TD - Drawdown Comparison
The maximum RY drawdown since its inception was -63.05%, roughly equal to the maximum TD drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for RY and TD. For additional features, visit the drawdowns tool.
Volatility
RY vs. TD - Volatility Comparison
Royal Bank of Canada (RY) has a higher volatility of 5.06% compared to The Toronto-Dominion Bank (TD) at 4.55%. This indicates that RY's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RY vs. TD - 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