SFC.TO vs. RY
SFC.TO (Sagicor Financial Company Ltd.) and RY (Royal Bank of Canada) are both stocks. Both are in the Financial Services sector — SFC.TO in Insurance - Life, RY in Banks - Diversified. Over the past 5 years, SFC.TO returned 9.98%/yr vs 20.92%/yr for RY. At a 0.07 correlation, their price movements are largely independent.
Performance
SFC.TO vs. RY - Performance Comparison
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Different Trading Currencies
SFC.TO is traded in CAD, while RY is traded in USD. To make them comparable, the RY values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SFC.TO achieves a -12.01% return, which is significantly lower than RY's 17.22% return.
SFC.TO
- 1D
- 2.00%
- 1M
- -12.78%
- YTD
- -12.01%
- 6M
- -0.34%
- 1Y
- 2.72%
- 3Y*
- 24.59%
- 5Y*
- 9.98%
- 10Y*
- —
RY
- 1D
- -0.27%
- 1M
- 9.22%
- YTD
- 17.22%
- 6M
- 22.18%
- 1Y
- 60.51%
- 3Y*
- 34.77%
- 5Y*
- 20.92%
- 10Y*
- 17.41%
SFC.TO vs. RY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFC.TO Sagicor Financial Company Ltd. | -12.01% | 60.54% | 9.35% | 15.51% | -8.13% | 2.15% | -31.40% | -2.50% | 2.04% | 2.08% |
RY Royal Bank of Canada | 17.22% | 39.58% | 34.43% | 10.24% | -1.45% | 32.90% | 6.59% | 14.27% | -5.49% | 10.17% |
Correlation
The correlation between SFC.TO and RY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2017 | 0.07 |
The correlation between SFC.TO and RY shifts across timeframes, from 0.05 (5 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SFC.TO:
CA$1.10B
RY:
$199.36B
SFC.TO:
CA$0.19
RY:
$18.17
SFC.TO:
42.68
RY:
10.68
SFC.TO:
0.67
RY:
1.55
SFC.TO:
0.49
RY:
1.70
SFC.TO:
1.13
RY:
1.54
SFC.TO:
CA$2.26B
RY:
$138.99B
SFC.TO:
CA$1.88B
RY:
$65.64B
SFC.TO:
CA$365.63M
RY:
$30.01B
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Return for Risk
SFC.TO vs. RY — Risk / Return Rank
SFC.TO
RY
SFC.TO vs. RY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sagicor Financial Company Ltd. (SFC.TO) and Royal Bank of Canada (RY). 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.
| SFC.TO | RY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.17 | ||
| Sortino ratioReturn per unit of downside risk | -5.76 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.81 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 7.47 | -7.15 |
| Martin ratioReturn relative to average drawdown | 0.84 | 27.79 | -26.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFC.TO | RY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 4.38 | -4.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 1.40 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.92 | -0.85 |
Drawdowns
SFC.TO vs. RY - Drawdown Comparison
The maximum SFC.TO drawdown since its inception was -54.33%, which is greater than RY's maximum drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for SFC.TO and RY.
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Drawdown Indicators
| SFC.TO | RY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.33% | -34.16% | -20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.06% | -8.14% | -12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | -15.65% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -20.60% | -12.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.16% | — |
Current DrawdownCurrent decline from peak | -19.48% | -0.27% | -19.21% |
Average DrawdownAverage peak-to-trough decline | -25.88% | -5.26% | -20.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.01% | 2.18% | +5.83% |
Volatility
SFC.TO vs. RY - Volatility Comparison
Sagicor Financial Company Ltd. (SFC.TO) has a higher volatility of 9.61% compared to Royal Bank of Canada (RY) at 4.31%. This indicates that SFC.TO's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFC.TO | RY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 4.31% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 21.13% | 10.76% | +10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.15% | 13.89% | +17.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 15.04% | +15.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.85% | 16.82% | +15.03% |
Dividends
SFC.TO vs. RY - Dividend Comparison
SFC.TO's dividend yield for the trailing twelve months is around 4.86%, more than RY's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 2.39% | 2.54% | 3.39% | 4.29% | 4.07% | 3.24% | 3.88% | 3.88% | 4.27% | 3.22% | 3.95% | 5.41% |
SFC.TO Sagicor Financial Company Ltd. | 4.86% | 3.98% | 5.30% | 5.13% | 5.31% | 4.50% | 4.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SFC.TO vs. RY - Financials Comparison
This section allows you to compare key financial metrics between Sagicor Financial Company Ltd. and Royal Bank of Canada. 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
SFC.TO vs. RY - Profitability Comparison
SFC.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sagicor Financial Company Ltd. reported a gross profit of 488.77M and revenue of 488.77M. Therefore, the gross margin over that period was 100.0%.
RY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a gross profit of 16.51B and revenue of 33.93B. Therefore, the gross margin over that period was 48.7%.
SFC.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sagicor Financial Company Ltd. reported an operating income of -25.50M and revenue of 488.77M, resulting in an operating margin of -5.2%.
RY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported an operating income of 7.10B and revenue of 33.93B, resulting in an operating margin of 20.9%.
SFC.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sagicor Financial Company Ltd. reported a net income of -33.87M and revenue of 488.77M, resulting in a net margin of -6.9%.
RY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a net income of 5.51B and revenue of 33.93B, resulting in a net margin of 16.2%.
Frequently Asked Questions
SFC.TO and RY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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