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SAP.TO vs. CSU.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAP.TO and CSU.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SAP.TO vs. CSU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saputo Inc. (SAP.TO) and Constellation Software Inc. (CSU.TO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-20.62%
6.77%
SAP.TO
CSU.TO

Key characteristics

Sharpe Ratio

SAP.TO:

-0.36

CSU.TO:

1.43

Sortino Ratio

SAP.TO:

-0.40

CSU.TO:

2.00

Omega Ratio

SAP.TO:

0.95

CSU.TO:

1.25

Calmar Ratio

SAP.TO:

-0.16

CSU.TO:

2.47

Martin Ratio

SAP.TO:

-0.57

CSU.TO:

7.54

Ulcer Index

SAP.TO:

12.68%

CSU.TO:

4.28%

Daily Std Dev

SAP.TO:

20.07%

CSU.TO:

22.65%

Max Drawdown

SAP.TO:

-44.56%

CSU.TO:

-25.95%

Current Drawdown

SAP.TO:

-38.38%

CSU.TO:

-2.45%

Fundamentals

Market Cap

SAP.TO:

CA$10.74B

CSU.TO:

CA$102.57B

EPS

SAP.TO:

-CA$0.37

CSU.TO:

CA$39.20

PEG Ratio

SAP.TO:

0.43

CSU.TO:

1.21

Total Revenue (TTM)

SAP.TO:

CA$18.85B

CSU.TO:

CA$7.37B

Gross Profit (TTM)

SAP.TO:

CA$3.08B

CSU.TO:

CA$6.55B

EBITDA (TTM)

SAP.TO:

CA$1.06B

CSU.TO:

CA$1.74B

Returns By Period

In the year-to-date period, SAP.TO achieves a 1.68% return, which is significantly lower than CSU.TO's 8.89% return. Over the past 10 years, SAP.TO has underperformed CSU.TO with an annualized return of -1.62%, while CSU.TO has yielded a comparatively higher 29.12% annualized return.


SAP.TO

YTD

1.68%

1M

8.50%

6M

-16.41%

1Y

-7.95%

5Y*

-7.05%

10Y*

-1.62%

CSU.TO

YTD

8.89%

1M

7.56%

6M

12.43%

1Y

30.72%

5Y*

27.99%

10Y*

29.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAP.TO vs. CSU.TO — Risk-Adjusted Performance Rank

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

SAP.TO
The Risk-Adjusted Performance Rank of SAP.TO is 2929
Overall Rank
The Sharpe Ratio Rank of SAP.TO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP.TO is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SAP.TO is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SAP.TO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SAP.TO is 3535
Martin Ratio Rank

CSU.TO
The Risk-Adjusted Performance Rank of CSU.TO is 8585
Overall Rank
The Sharpe Ratio Rank of CSU.TO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CSU.TO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CSU.TO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of CSU.TO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CSU.TO is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAP.TO vs. CSU.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saputo Inc. (SAP.TO) and Constellation Software Inc. (CSU.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.


Sharpe ratio
The chart of Sharpe ratio for SAP.TO, currently valued at -0.57, compared to the broader market-2.000.002.00-0.571.07
The chart of Sortino ratio for SAP.TO, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.006.00-0.701.55
The chart of Omega ratio for SAP.TO, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.19
The chart of Calmar ratio for SAP.TO, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.241.70
The chart of Martin ratio for SAP.TO, currently valued at -0.82, compared to the broader market-10.000.0010.0020.0030.00-0.825.03
SAP.TO
CSU.TO

The current SAP.TO Sharpe Ratio is -0.36, which is lower than the CSU.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SAP.TO and CSU.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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.57
1.07
SAP.TO
CSU.TO

Dividends

SAP.TO vs. CSU.TO - Dividend Comparison

SAP.TO's dividend yield for the trailing twelve months is around 2.99%, more than CSU.TO's 0.11% yield.


TTM20242023202220212020201920182017201620152014
SAP.TO
Saputo Inc.
2.99%3.04%2.76%2.15%2.53%1.96%1.67%1.66%1.37%1.20%1.60%0.37%
CSU.TO
Constellation Software Inc.
0.11%0.12%0.16%0.25%0.21%0.32%2.54%0.60%0.68%0.86%0.90%1.29%

Drawdowns

SAP.TO vs. CSU.TO - Drawdown Comparison

The maximum SAP.TO drawdown since its inception was -44.56%, which is greater than CSU.TO's maximum drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for SAP.TO and CSU.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-44.01%
-2.69%
SAP.TO
CSU.TO

Volatility

SAP.TO vs. CSU.TO - Volatility Comparison

Saputo Inc. (SAP.TO) has a higher volatility of 6.70% compared to Constellation Software Inc. (CSU.TO) at 5.80%. This indicates that SAP.TO's price experiences larger fluctuations and is considered to be riskier than CSU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
6.70%
5.80%
SAP.TO
CSU.TO

Financials

SAP.TO vs. CSU.TO - Financials Comparison

This section allows you to compare key financial metrics between Saputo Inc. and Constellation Software 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


Values in CAD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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