RY vs. TD.TO
Compare and contrast key facts about Royal Bank of Canada (RY) 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 or TD.TO.
Key characteristics
| RY | TD.TO | |
|---|---|---|
| YTD Return | 28.43% | -4.44% |
| 1Y Return | 59.54% | 2.37% |
| 3Y Return (Ann) | 10.10% | 0.17% |
| 5Y Return (Ann) | 13.64% | 5.62% |
| 10Y Return (Ann) | 10.16% | 8.04% |
| Sharpe Ratio | 3.57 | 0.10 |
| Sortino Ratio | 5.16 | 0.24 |
| Omega Ratio | 1.64 | 1.03 |
| Calmar Ratio | 2.05 | 0.07 |
| Martin Ratio | 25.63 | 0.29 |
| Ulcer Index | 2.29% | 6.25% |
| Daily Std Dev | 16.41% | 17.25% |
| Max Drawdown | -63.03% | -57.03% |
| Current Drawdown | -0.33% | -18.08% |
Fundamentals
| RY | TD.TO | |
|---|---|---|
| Market Cap | $178.89B | CA$135.37B |
| EPS | $8.18 | CA$4.32 |
| PE Ratio | 15.46 | 17.93 |
| PEG Ratio | 3.41 | 1.09 |
| Total Revenue (TTM) | $132.12B | CA$103.68B |
| Gross Profit (TTM) | $132.12B | CA$103.68B |
| EBITDA (TTM) | $2.79B | CA$6.03B |
Correlation
The correlation between RY and TD.TO is 0.72, 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.TO - Performance Comparison
In the year-to-date period, RY achieves a 28.43% return, which is significantly higher than TD.TO's -4.44% return. Over the past 10 years, RY has outperformed TD.TO with an annualized return of 10.16%, while TD.TO has yielded a comparatively lower 8.04% 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.TO - 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.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 vs. TD.TO - Dividend Comparison
RY's dividend yield for the trailing twelve months is around 3.22%, less than TD.TO's 5.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 3.22% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.27% | 3.59% | 4.54% | 3.73% | 3.69% |
TD.TO The Toronto-Dominion Bank | 5.24% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% | 2.54% | 0.00% |
Drawdowns
RY vs. TD.TO - Drawdown Comparison
The maximum RY drawdown since its inception was -63.03%, which is greater than TD.TO's maximum drawdown of -57.03%. Use the drawdown chart below to compare losses from any high point for RY and TD.TO. For additional features, visit the drawdowns tool.
Volatility
RY vs. TD.TO - Volatility Comparison
The current volatility for Royal Bank of Canada (RY) is 3.71%, while The Toronto-Dominion Bank (TD.TO) has a volatility of 7.09%. This indicates that RY 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 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