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

Performance

SDE.TO vs. SOIL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Spartan Delta Corp. (SDE.TO) and Saturn Oil & Gas Inc (SOIL.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 lower than SOIL.TO's 205.35% return. Over the past 10 years, SDE.TO has underperformed SOIL.TO with an annualized return of -42.97%, while SOIL.TO has yielded a comparatively higher -16.31% 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%

SOIL.TO

1D
3.63%
1M
13.28%
YTD
205.35%
6M
154.98%
1Y
314.53%
3Y*
48.41%
5Y*
-35.79%
10Y*
-16.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDE.TO vs. SOIL.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%
SOIL.TO
Saturn Oil & Gas Inc
205.35%12.50%-1.82%-6.38%-40.36%-91.05%-21.43%-26.32%26.67%87.50%

Correlation

The correlation between SDE.TO and SOIL.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.45

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

0.40

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

0.21

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

0.10

Over the past year, SDE.TO and SOIL.TO have become more correlated (0.46) than their long-term average of 0.10, meaning their price movements have been converging.

Fundamentals

Market Cap

SDE.TO:

CA$2.54B

SOIL.TO:

CA$1.35B

EPS

SDE.TO:

CA$0.30

SOIL.TO:

CA$0.16

PE Ratio

SDE.TO:

41.83

SOIL.TO:

45.10

PEG Ratio

SDE.TO:

8.74

SOIL.TO:

0.07

PS Ratio

SDE.TO:

5.91

SOIL.TO:

1.56

PB Ratio

SDE.TO:

3.95

SOIL.TO:

1.60

Total Revenue (TTM)

SDE.TO:

CA$435.29M

SOIL.TO:

CA$936.17M

Gross Profit (TTM)

SDE.TO:

CA$138.59M

SOIL.TO:

CA$389.19M

EBITDA (TTM)

SDE.TO:

CA$290.43M

SOIL.TO:

CA$573.40M

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Return for Risk

SDE.TO vs. SOIL.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

SOIL.TO
SOIL.TO Risk / Return Rank: 9898
Overall Rank
SOIL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOIL.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
SOIL.TO Omega Ratio Rank: 9797
Omega Ratio Rank
SOIL.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOIL.TO Martin Ratio Rank: 9999
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. SOIL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spartan Delta Corp. (SDE.TO) and Saturn Oil & Gas Inc (SOIL.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.TOSOIL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.76

1.71

+0.05

Calmar ratioReturn relative to maximum drawdown

16.58

13.67

+2.91

Martin ratioReturn relative to average drawdown

53.37

40.10

+13.27

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

The current SDE.TO Sharpe Ratio is 6.87, which is comparable to the SOIL.TO Sharpe Ratio of 6.13. The chart below compares the historical Sharpe Ratios of SDE.TO and SOIL.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.TOSOIL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.87

6.13

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

-0.53

+1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.35

-0.20

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.01

-0.26

Drawdowns

SDE.TO vs. SOIL.TO - Drawdown Comparison

The maximum SDE.TO drawdown since its inception was -100.00%, roughly equal to the maximum SOIL.TO drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for SDE.TO and SOIL.TO.


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Drawdown Indicators


SDE.TOSOIL.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.57%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-22.68%

+5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-55.52%

-54.67%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-57.48%

-98.30%

+40.82%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-98.87%

-1.12%

Current Drawdown

Current decline from peak

-99.99%

-97.65%

-2.34%

Average Drawdown

Average peak-to-trough decline

-86.90%

-77.44%

-9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

7.72%

-2.50%

Volatility

SDE.TO vs. SOIL.TO - Volatility Comparison

The current volatility for Spartan Delta Corp. (SDE.TO) is 14.08%, while Saturn Oil & Gas Inc (SOIL.TO) has a volatility of 16.14%. This indicates that SDE.TO experiences smaller price fluctuations and is considered to be less risky than SOIL.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.TOSOIL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.08%

16.14%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

31.02%

42.64%

-11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

50.64%

-9.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.60%

68.29%

-21.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.08%

82.41%

+41.67%

Dividends

SDE.TO vs. SOIL.TO - Dividend Comparison

Neither SDE.TO nor SOIL.TO has paid dividends to shareholders.


PositionTTM2025202420232022
SDE.TO
Spartan Delta Corp.
0.00%0.00%0.00%322.15%3.34%
SOIL.TO
Saturn Oil & Gas Inc
0.00%0.00%0.00%0.00%0.00%

Financials

SDE.TO vs. SOIL.TO - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M20222023202420252026
136.90M
244.88M
(SDE.TO) Total Revenue
(SOIL.TO) Total Revenue
Values in CAD except per share items

SDE.TO vs. SOIL.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Spartan Delta Corp. and Saturn Oil & Gas Inc 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%
30.2%
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%.

SOIL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saturn Oil & Gas Inc reported a gross profit of 73.97M and revenue of 244.88M. Therefore, the gross margin over that period was 30.2%.

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%.

SOIL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saturn Oil & Gas Inc reported an operating income of 65.29M and revenue of 244.88M, resulting in an operating margin of 26.7%.

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%.

SOIL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saturn Oil & Gas Inc reported a net income of -97.32M and revenue of 244.88M, resulting in a net margin of -39.7%.


Frequently Asked Questions


SDE.TO and SOIL.TO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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