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SJ.TO vs. VCE.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SJ.TO and VCE.TO is 0.41, 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.


Performance

SJ.TO vs. VCE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stella-Jones Inc. (SJ.TO) and Vanguard FTSE Canada Index ETF (VCE.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SJ.TO:

-0.18

VCE.TO:

1.19

Sortino Ratio

SJ.TO:

-0.15

VCE.TO:

1.70

Omega Ratio

SJ.TO:

0.98

VCE.TO:

1.25

Calmar Ratio

SJ.TO:

-0.07

VCE.TO:

1.44

Martin Ratio

SJ.TO:

-0.37

VCE.TO:

6.25

Ulcer Index

SJ.TO:

19.72%

VCE.TO:

2.81%

Daily Std Dev

SJ.TO:

28.90%

VCE.TO:

14.22%

Max Drawdown

SJ.TO:

-100.00%

VCE.TO:

-35.92%

Current Drawdown

SJ.TO:

-99.99%

VCE.TO:

-1.56%

Returns By Period

In the year-to-date period, SJ.TO achieves a 3.89% return, which is significantly higher than VCE.TO's 3.56% return. Over the past 10 years, SJ.TO has underperformed VCE.TO with an annualized return of 6.79%, while VCE.TO has yielded a comparatively higher 9.10% annualized return.


SJ.TO

YTD

3.89%

1M

14.91%

6M

2.59%

1Y

-6.00%

5Y*

18.64%

10Y*

6.79%

VCE.TO

YTD

3.56%

1M

10.25%

6M

3.76%

1Y

17.31%

5Y*

14.80%

10Y*

9.10%

*Annualized

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Risk-Adjusted Performance

SJ.TO vs. VCE.TO — Risk-Adjusted Performance Rank

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

SJ.TO
The Risk-Adjusted Performance Rank of SJ.TO is 4040
Overall Rank
The Sharpe Ratio Rank of SJ.TO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SJ.TO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SJ.TO is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SJ.TO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SJ.TO is 4444
Martin Ratio Rank

VCE.TO
The Risk-Adjusted Performance Rank of VCE.TO is 8888
Overall Rank
The Sharpe Ratio Rank of VCE.TO is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCE.TO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VCE.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VCE.TO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VCE.TO is 8888
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.

SJ.TO vs. VCE.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stella-Jones Inc. (SJ.TO) and Vanguard FTSE Canada Index ETF (VCE.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.


The current SJ.TO Sharpe Ratio is -0.18, which is lower than the VCE.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SJ.TO and VCE.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.


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Dividends

SJ.TO vs. VCE.TO - Dividend Comparison

SJ.TO's dividend yield for the trailing twelve months is around 1.56%, less than VCE.TO's 2.87% yield.


TTM20242023202220212020201920182017201620152014
SJ.TO
Stella-Jones Inc.
1.56%1.57%1.19%1.65%1.80%1.30%1.49%1.21%0.87%0.92%0.61%0.86%
VCE.TO
Vanguard FTSE Canada Index ETF
2.87%2.89%3.22%3.27%2.66%2.99%3.06%3.27%2.62%2.69%3.04%2.54%

Drawdowns

SJ.TO vs. VCE.TO - Drawdown Comparison

The maximum SJ.TO drawdown since its inception was -100.00%, which is greater than VCE.TO's maximum drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for SJ.TO and VCE.TO. For additional features, visit the drawdowns tool.


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Volatility

SJ.TO vs. VCE.TO - Volatility Comparison

Stella-Jones Inc. (SJ.TO) has a higher volatility of 7.02% compared to Vanguard FTSE Canada Index ETF (VCE.TO) at 4.97%. This indicates that SJ.TO's price experiences larger fluctuations and is considered to be riskier than VCE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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