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SDE.TO vs. IPO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SDE.TO vs. IPO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Spartan Delta Corp. (SDE.TO) and InPlay Oil Corp. (IPO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDE.TO achieves a 74.34% return, which is significantly higher than IPO.TO's 43.71% return. Over the past 10 years, SDE.TO has underperformed IPO.TO with an annualized return of -42.97%, while IPO.TO has yielded a comparatively higher 39.50% annualized return.


SDE.TO

1D
1.36%
1M
-3.36%
YTD
74.34%
6M
62.05%
1Y
271.76%
3Y*
32.65%
5Y*
45.68%
10Y*
-42.97%

IPO.TO

1D
0.00%
1M
2.47%
YTD
43.71%
6M
38.47%
1Y
101.74%
3Y*
13.01%
5Y*
35.79%
10Y*
39.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDE.TO vs. IPO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDE.TO
Spartan Delta Corp.
74.34%110.14%15.77%-44.45%158.91%100.34%-99.40%150.00%-80.00%-44.44%
IPO.TO
InPlay Oil Corp.
43.71%32.50%-14.79%-21.88%40.32%847.83%-65.15%-32.65%-49.48%-2.51%

Correlation

The correlation between SDE.TO and IPO.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2006

0.18

Over the past year, SDE.TO and IPO.TO have become more correlated (0.51) than their long-term average of 0.18, meaning their price movements have been converging.

Fundamentals

Market Cap

SDE.TO:

CA$2.54B

IPO.TO:

CA$483.03M

EPS

SDE.TO:

CA$0.30

IPO.TO:

-CA$1.43

PS Ratio

SDE.TO:

5.91

IPO.TO:

1.50

PB Ratio

SDE.TO:

3.95

IPO.TO:

1.46

Total Revenue (TTM)

SDE.TO:

CA$435.29M

IPO.TO:

CA$319.13M

Gross Profit (TTM)

SDE.TO:

CA$138.59M

IPO.TO:

CA$110.83M

EBITDA (TTM)

SDE.TO:

CA$290.43M

IPO.TO:

CA$128.66M

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Return for Risk

SDE.TO vs. IPO.TO — Risk / Return Rank

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

SDE.TO
SDE.TO Risk / Return Rank: 9999
Overall Rank
SDE.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SDE.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
SDE.TO Omega Ratio Rank: 9898
Omega Ratio Rank
SDE.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
SDE.TO Martin Ratio Rank: 9999
Martin Ratio Rank

IPO.TO
IPO.TO Risk / Return Rank: 9090
Overall Rank
IPO.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IPO.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
IPO.TO Omega Ratio Rank: 8787
Omega Ratio Rank
IPO.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
IPO.TO Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDE.TO vs. IPO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spartan Delta Corp. (SDE.TO) and InPlay Oil Corp. (IPO.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.


SDE.TOIPO.TODifference
Sharpe ratioReturn per unit of total volatility

+4.32

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.76

1.38

+0.37

Calmar ratioReturn relative to maximum drawdown

16.58

5.26

+11.32

Martin ratioReturn relative to average drawdown

53.37

16.73

+36.63

SDE.TO vs. IPO.TO - Sharpe Ratio Comparison

The current SDE.TO Sharpe Ratio is 6.87, which is higher than the IPO.TO Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SDE.TO and IPO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SDE.TOIPO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.87

2.54

+4.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.71

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.35

0.04

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.03

-0.22

Drawdowns

SDE.TO vs. IPO.TO - Drawdown Comparison

The maximum SDE.TO drawdown since its inception was -100.00%, roughly equal to the maximum IPO.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SDE.TO and IPO.TO.


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Drawdown Indicators


SDE.TOIPO.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-17.77%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-55.52%

-55.59%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-57.48%

-72.62%

+15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-97.78%

-2.21%

Current Drawdown

Current decline from peak

-99.99%

-99.86%

-0.13%

Average Drawdown

Average peak-to-trough decline

-86.90%

-93.22%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

5.59%

-0.37%

Volatility

SDE.TO vs. IPO.TO - Volatility Comparison

Spartan Delta Corp. (SDE.TO) has a higher volatility of 14.08% compared to InPlay Oil Corp. (IPO.TO) at 13.33%. This indicates that SDE.TO's price experiences larger fluctuations and is considered to be riskier than IPO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDE.TOIPO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.08%

13.33%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

31.02%

28.22%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

36.99%

+3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.60%

50.46%

-3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.08%

1,129.39%

-1,005.31%

Dividends

SDE.TO vs. IPO.TO - Dividend Comparison

SDE.TO has not paid dividends to shareholders, while IPO.TO's dividend yield for the trailing twelve months is around 6.24%.


PositionTTM2025202420232022
IPO.TO
InPlay Oil Corp.
6.24%8.71%10.40%8.14%0.99%
SDE.TO
Spartan Delta Corp.
0.00%0.00%0.00%322.15%3.34%

Financials

SDE.TO vs. IPO.TO - Financials Comparison

This section allows you to compare key financial metrics between Spartan Delta Corp. and InPlay Oil Corp.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
136.90M
77.23M
(SDE.TO) Total Revenue
(IPO.TO) Total Revenue
Values in CAD except per share items

SDE.TO vs. IPO.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Spartan Delta Corp. and InPlay Oil Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
35.3%
19.7%
Portfolio components
SDE.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spartan Delta Corp. reported a gross profit of 48.32M and revenue of 136.90M. Therefore, the gross margin over that period was 35.3%.

IPO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, InPlay Oil Corp. reported a gross profit of 15.18M and revenue of 77.23M. Therefore, the gross margin over that period was 19.7%.

SDE.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spartan Delta Corp. reported an operating income of 39.32M and revenue of 136.90M, resulting in an operating margin of 28.7%.

IPO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, InPlay Oil Corp. reported an operating income of 7.27M and revenue of 77.23M, resulting in an operating margin of 9.4%.

SDE.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spartan Delta Corp. reported a net income of -13.64M and revenue of 136.90M, resulting in a net margin of -10.0%.

IPO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, InPlay Oil Corp. reported a net income of -34.63M and revenue of 77.23M, resulting in a net margin of -44.8%.


Frequently Asked Questions


SDE.TO and IPO.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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