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.
Performance
RY vs. TD - Performance Comparison
Returns By Period
In the year-to-date period, RY achieves a 28.50% return, which is significantly higher than TD's -9.08% return. Over the past 10 years, RY has outperformed TD with an annualized return of 9.80%, while TD has yielded a comparatively lower 5.29% annualized return.
RY
28.50%
0.83%
21.70%
49.56%
13.24%
9.80%
TD
-9.08%
-2.39%
4.22%
-3.55%
3.82%
5.29%
Fundamentals
| RY | TD | |
|---|---|---|
| Market Cap | $172.58B | $97.78B |
| EPS | $8.05 | $3.09 |
| PE Ratio | 15.13 | 18.10 |
| PEG Ratio | 3.41 | 1.22 |
| Total Revenue (TTM) | $80.16B | $72.61B |
| Gross Profit (TTM) | $99.63B | $88.92B |
| EBITDA (TTM) | $2.11B | $2.01B |
Key characteristics
| RY | TD | |
|---|---|---|
| Sharpe Ratio | 3.07 | -0.24 |
| Sortino Ratio | 4.45 | -0.20 |
| Omega Ratio | 1.54 | 0.97 |
| Calmar Ratio | 2.30 | -0.15 |
| Martin Ratio | 20.94 | -0.53 |
| Ulcer Index | 2.32% | 8.47% |
| Daily Std Dev | 15.84% | 18.48% |
| Max Drawdown | -63.03% | -64.16% |
| Current Drawdown | -0.27% | -25.36% |
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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.
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 3.27%, less than TD's 5.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 3.27% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
TD The Toronto-Dominion Bank | 5.38% | 4.40% | 4.24% | 3.27% | 4.10% | 3.89% | 4.09% | 3.08% | 3.29% | 4.07% | 3.54% | 3.35% |
Drawdowns
RY vs. TD - Drawdown Comparison
The maximum RY drawdown since its inception was -63.03%, 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 4.80% compared to The Toronto-Dominion Bank (TD) at 3.73%. 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