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SJ.TO vs. AGF-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SJ.TO vs. AGF-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Stella-Jones Inc. (SJ.TO) and AGF Management Ltd (AGF-B.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, SJ.TO achieves a -3.77% return, which is significantly lower than AGF-B.TO's 11.68% return. Over the past 10 years, SJ.TO has underperformed AGF-B.TO with an annualized return of 6.73%, while AGF-B.TO has yielded a comparatively higher 19.55% annualized return.


SJ.TO

1D
1.81%
1M
14.93%
YTD
-3.77%
6M
-2.30%
1Y
4.72%
3Y*
10.03%
5Y*
13.47%
10Y*
6.73%

AGF-B.TO

1D
4.13%
1M
2.99%
YTD
11.68%
6M
22.85%
1Y
54.32%
3Y*
40.79%
5Y*
24.16%
10Y*
19.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJ.TO vs. AGF-B.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJ.TO
Stella-Jones Inc.
-3.77%21.52%-6.39%61.32%23.74%-12.15%25.31%-3.99%-20.71%17.02%
AGF-B.TO
AGF Management Ltd
11.68%59.26%45.89%15.54%-10.40%43.95%1.07%41.60%-38.19%36.77%

Correlation

The correlation between SJ.TO and AGF-B.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.12

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

0.20

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.15

Fundamentals

Market Cap

SJ.TO:

CA$4.46B

AGF-B.TO:

CA$1.18B

EPS

SJ.TO:

CA$5.52

AGF-B.TO:

CA$1.73

PE Ratio

SJ.TO:

14.79

AGF-B.TO:

10.35

PEG Ratio

SJ.TO:

0.93

AGF-B.TO:

0.27

PS Ratio

SJ.TO:

1.28

AGF-B.TO:

2.13

PB Ratio

SJ.TO:

2.13

AGF-B.TO:

0.98

Total Revenue (TTM)

SJ.TO:

CA$3.51B

AGF-B.TO:

CA$561.40M

Gross Profit (TTM)

SJ.TO:

CA$678.00M

AGF-B.TO:

CA$342.49M

EBITDA (TTM)

SJ.TO:

CA$617.00M

AGF-B.TO:

CA$163.56M

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Return for Risk

SJ.TO vs. AGF-B.TO — Risk / Return Rank

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

SJ.TO
SJ.TO Risk / Return Rank: 4646
Overall Rank
SJ.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SJ.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
SJ.TO Omega Ratio Rank: 4242
Omega Ratio Rank
SJ.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
SJ.TO Martin Ratio Rank: 4949
Martin Ratio Rank

AGF-B.TO
AGF-B.TO Risk / Return Rank: 8181
Overall Rank
AGF-B.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AGF-B.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
AGF-B.TO Omega Ratio Rank: 8383
Omega Ratio Rank
AGF-B.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
AGF-B.TO Martin Ratio Rank: 8080
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.

SJ.TO vs. AGF-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stella-Jones Inc. (SJ.TO) and AGF Management Ltd (AGF-B.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.


SJ.TOAGF-B.TODifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.05

1.32

-0.27

Calmar ratioReturn relative to maximum drawdown

0.16

2.13

-1.97

Martin ratioReturn relative to average drawdown

0.50

6.16

-5.66

SJ.TO vs. AGF-B.TO - Sharpe Ratio Comparison

The current SJ.TO Sharpe Ratio is 0.18, which is lower than the AGF-B.TO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SJ.TO and AGF-B.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


SJ.TOAGF-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.66

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.83

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.60

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.15

+0.52

Drawdowns

SJ.TO vs. AGF-B.TO - Drawdown Comparison

The maximum SJ.TO drawdown since its inception was -71.88%, smaller than the maximum AGF-B.TO drawdown of -85.07%. Use the drawdown chart below to compare losses from any high point for SJ.TO and AGF-B.TO.


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Drawdown Indicators


SJ.TOAGF-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-71.88%

-85.07%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-25.57%

-3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-33.67%

-25.57%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-29.90%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-53.13%

-65.63%

+12.50%

Current Drawdown

Current decline from peak

-18.23%

-12.95%

-5.28%

Average Drawdown

Average peak-to-trough decline

-15.59%

-49.83%

+34.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.47%

8.84%

+0.63%

Volatility

SJ.TO vs. AGF-B.TO - Volatility Comparison

The current volatility for Stella-Jones Inc. (SJ.TO) is 6.53%, while AGF Management Ltd (AGF-B.TO) has a volatility of 7.81%. This indicates that SJ.TO experiences smaller price fluctuations and is considered to be less risky than AGF-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJ.TOAGF-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

7.81%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.38%

27.21%

-6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

26.49%

32.92%

-6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.21%

29.25%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

32.85%

-6.82%

Dividends

SJ.TO vs. AGF-B.TO - Dividend Comparison

SJ.TO's dividend yield for the trailing twelve months is around 1.18%, less than AGF-B.TO's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
AGF-B.TO
AGF Management Ltd
2.85%3.01%4.26%5.58%5.52%4.07%5.26%4.97%6.64%3.91%3.83%11.35%
SJ.TO
Stella-Jones Inc.
1.18%1.46%1.57%1.19%1.65%1.80%1.30%1.49%1.21%0.87%0.92%0.61%

Financials

SJ.TO vs. AGF-B.TO - Financials Comparison

This section allows you to compare key financial metrics between Stella-Jones Inc. and AGF Management Ltd. 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
791.00M
143.70M
(SJ.TO) Total Revenue
(AGF-B.TO) Total Revenue
Values in CAD except per share items

SJ.TO vs. AGF-B.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Stella-Jones Inc. and AGF Management Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
19.0%
50.9%
Portfolio components
SJ.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a gross profit of 150.00M and revenue of 791.00M. Therefore, the gross margin over that period was 19.0%.

AGF-B.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported a gross profit of 73.16M and revenue of 143.70M. Therefore, the gross margin over that period was 50.9%.

SJ.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported an operating income of 93.00M and revenue of 791.00M, resulting in an operating margin of 11.8%.

AGF-B.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported an operating income of 33.41M and revenue of 143.70M, resulting in an operating margin of 23.3%.

SJ.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a net income of 60.00M and revenue of 791.00M, resulting in a net margin of 7.6%.

AGF-B.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AGF Management Ltd reported a net income of 18.04M and revenue of 143.70M, resulting in a net margin of 12.6%.


Frequently Asked Questions


SJ.TO and AGF-B.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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