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SGY.TO vs. JOY.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGY.TO and JOY.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SGY.TO vs. JOY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Surge Energy Inc. (SGY.TO) and Journey Energy Inc. (JOY.TO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.32%
-26.77%
SGY.TO
JOY.TO

Key characteristics

Sharpe Ratio

SGY.TO:

-0.26

JOY.TO:

-0.88

Sortino Ratio

SGY.TO:

-0.16

JOY.TO:

-1.26

Omega Ratio

SGY.TO:

0.98

JOY.TO:

0.86

Calmar Ratio

SGY.TO:

-0.14

JOY.TO:

-0.51

Martin Ratio

SGY.TO:

-0.45

JOY.TO:

-1.23

Ulcer Index

SGY.TO:

18.65%

JOY.TO:

34.99%

Daily Std Dev

SGY.TO:

31.81%

JOY.TO:

48.85%

Max Drawdown

SGY.TO:

-99.01%

JOY.TO:

-99.44%

Current Drawdown

SGY.TO:

-53.05%

JOY.TO:

-81.85%

Fundamentals

Market Cap

SGY.TO:

CA$555.05M

JOY.TO:

CA$131.53M

EPS

SGY.TO:

-CA$0.80

JOY.TO:

CA$0.07

PEG Ratio

SGY.TO:

0.00

JOY.TO:

-0.69

Total Revenue (TTM)

SGY.TO:

CA$442.70M

JOY.TO:

CA$126.45M

Gross Profit (TTM)

SGY.TO:

CA$187.41M

JOY.TO:

CA$20.35M

EBITDA (TTM)

SGY.TO:

CA$109.36M

JOY.TO:

CA$40.97M

Returns By Period

In the year-to-date period, SGY.TO achieves a -4.34% return, which is significantly lower than JOY.TO's 3.70% return. Over the past 10 years, SGY.TO has outperformed JOY.TO with an annualized return of 9.27%, while JOY.TO has yielded a comparatively lower -9.18% annualized return.


SGY.TO

YTD

-4.34%

1M

-6.60%

6M

-14.15%

1Y

-12.95%

5Y*

49.96%

10Y*

9.27%

JOY.TO

YTD

3.70%

1M

-8.41%

6M

-25.19%

1Y

-44.00%

5Y*

13.16%

10Y*

-9.18%

*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

SGY.TO vs. JOY.TO — Risk-Adjusted Performance Rank

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

SGY.TO
The Risk-Adjusted Performance Rank of SGY.TO is 3131
Overall Rank
The Sharpe Ratio Rank of SGY.TO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SGY.TO is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SGY.TO is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SGY.TO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SGY.TO is 3636
Martin Ratio Rank

JOY.TO
The Risk-Adjusted Performance Rank of JOY.TO is 1010
Overall Rank
The Sharpe Ratio Rank of JOY.TO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of JOY.TO is 66
Sortino Ratio Rank
The Omega Ratio Rank of JOY.TO is 99
Omega Ratio Rank
The Calmar Ratio Rank of JOY.TO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of JOY.TO is 1313
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.

SGY.TO vs. JOY.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Surge Energy Inc. (SGY.TO) and Journey Energy Inc. (JOY.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 SGY.TO, currently valued at -0.38, compared to the broader market-2.000.002.004.00-0.38-0.91
The chart of Sortino ratio for SGY.TO, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.33-1.32
The chart of Omega ratio for SGY.TO, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.85
The chart of Calmar ratio for SGY.TO, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20-0.52
The chart of Martin ratio for SGY.TO, currently valued at -0.62, compared to the broader market-10.000.0010.0020.0030.00-0.62-1.26
SGY.TO
JOY.TO

The current SGY.TO Sharpe Ratio is -0.26, which is higher than the JOY.TO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of SGY.TO and JOY.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-1.20-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2025February
-0.38
-0.91
SGY.TO
JOY.TO

Dividends

SGY.TO vs. JOY.TO - Dividend Comparison

SGY.TO's dividend yield for the trailing twelve months is around 8.74%, while JOY.TO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SGY.TO
Surge Energy Inc.
8.74%8.30%7.41%2.69%0.00%0.04%0.04%0.03%0.02%0.01%0.02%0.01%
JOY.TO
Journey Energy Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.99%6.64%

Drawdowns

SGY.TO vs. JOY.TO - Drawdown Comparison

The maximum SGY.TO drawdown since its inception was -99.01%, roughly equal to the maximum JOY.TO drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for SGY.TO and JOY.TO. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-57.14%
-86.22%
SGY.TO
JOY.TO

Volatility

SGY.TO vs. JOY.TO - Volatility Comparison

The current volatility for Surge Energy Inc. (SGY.TO) is 10.82%, while Journey Energy Inc. (JOY.TO) has a volatility of 11.58%. This indicates that SGY.TO experiences smaller price fluctuations and is considered to be less risky than JOY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.82%
11.58%
SGY.TO
JOY.TO

Financials

SGY.TO vs. JOY.TO - Financials Comparison

This section allows you to compare key financial metrics between Surge Energy Inc. and Journey Energy 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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