SBC.TO vs. OLY.TO
Compare and contrast key facts about Brompton Split Banc Corp. (SBC.TO) and Olympia Financial Group Inc. (OLY.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBC.TO or OLY.TO.
Key characteristics
| SBC.TO | OLY.TO | |
|---|---|---|
| YTD Return | 18.63% | 6.31% |
| 1Y Return | 48.02% | 21.25% |
| 3Y Return (Ann) | 2.96% | 31.56% |
| 5Y Return (Ann) | 5.87% | 23.13% |
| 10Y Return (Ann) | 3.41% | 18.08% |
| Sharpe Ratio | 3.35 | 0.65 |
| Sortino Ratio | 4.59 | 1.06 |
| Omega Ratio | 1.62 | 1.14 |
| Calmar Ratio | 1.40 | 0.84 |
| Martin Ratio | 17.52 | 1.67 |
| Ulcer Index | 2.96% | 11.75% |
| Daily Std Dev | 15.30% | 30.14% |
| Max Drawdown | -82.36% | -56.10% |
| Current Drawdown | -6.19% | -16.16% |
Fundamentals
| SBC.TO | OLY.TO | |
|---|---|---|
| Market Cap | CA$219.54M | CA$234.02M |
| EPS | CA$0.86 | CA$9.48 |
| PE Ratio | 11.63 | 10.26 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | CA$19.46M | CA$77.79M |
| Gross Profit (TTM) | CA$17.33M | CA$73.20M |
| EBITDA (TTM) | CA$32.89M | CA$26.02M |
Correlation
The correlation between SBC.TO and OLY.TO is 0.26, 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.
Performance
SBC.TO vs. OLY.TO - Performance Comparison
In the year-to-date period, SBC.TO achieves a 18.63% return, which is significantly higher than OLY.TO's 6.31% return. Over the past 10 years, SBC.TO has underperformed OLY.TO with an annualized return of 3.41%, while OLY.TO has yielded a comparatively higher 18.08% 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
SBC.TO vs. OLY.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Banc Corp. (SBC.TO) and Olympia Financial Group Inc. (OLY.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
SBC.TO vs. OLY.TO - Dividend Comparison
SBC.TO's dividend yield for the trailing twelve months is around 11.00%, more than OLY.TO's 6.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBC.TO Brompton Split Banc Corp. | 11.00% | 12.89% | 10.45% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OLY.TO Olympia Financial Group Inc. | 6.16% | 4.48% | 3.90% | 4.82% | 5.19% | 5.05% | 6.29% | 7.65% | 8.62% | 421,060.84% | 1,212,121.21% | 1,234,567.90% |
Drawdowns
SBC.TO vs. OLY.TO - Drawdown Comparison
The maximum SBC.TO drawdown since its inception was -82.36%, which is greater than OLY.TO's maximum drawdown of -56.10%. Use the drawdown chart below to compare losses from any high point for SBC.TO and OLY.TO. For additional features, visit the drawdowns tool.
Volatility
SBC.TO vs. OLY.TO - Volatility Comparison
The current volatility for Brompton Split Banc Corp. (SBC.TO) is 3.32%, while Olympia Financial Group Inc. (OLY.TO) has a volatility of 4.65%. This indicates that SBC.TO experiences smaller price fluctuations and is considered to be less risky than OLY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SBC.TO vs. OLY.TO - Financials Comparison
This section allows you to compare key financial metrics between Brompton Split Banc Corp. and Olympia Financial 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.
Total Revenue: Total amount of money received from sales and other business activities