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SKE vs. VDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKE vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skeena Resources Ltd (SKE) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

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SKE vs. VDY.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKE
Skeena Resources Ltd
25.24%172.13%78.69%-8.27%-48.99%-4.14%428.16%134.09%-59.87%784.19%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
7.68%35.39%11.18%10.87%-6.91%37.79%0.60%27.49%-17.07%4.00%
Different Trading Currencies

SKE is traded in USD, while VDY.TO is traded in CAD. To make them comparable, the VDY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SKE achieves a 25.24% return, which is significantly higher than VDY.TO's 6.42% return.


SKE

1D
8.63%
1M
-22.04%
YTD
25.24%
6M
61.26%
1Y
194.55%
3Y*
69.43%
5Y*
22.53%
10Y*

VDY.TO

1D
0.00%
1M
-2.82%
YTD
6.42%
6M
15.03%
1Y
42.40%
3Y*
20.39%
5Y*
14.09%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SKE vs. VDY.TO — Risk / Return Rank

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

SKE
SKE Risk / Return Rank: 9595
Overall Rank
SKE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SKE Sortino Ratio Rank: 9393
Sortino Ratio Rank
SKE Omega Ratio Rank: 9191
Omega Ratio Rank
SKE Calmar Ratio Rank: 9696
Calmar Ratio Rank
SKE Martin Ratio Rank: 9696
Martin Ratio Rank

VDY.TO
VDY.TO Risk / Return Rank: 9797
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
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.

SKE vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skeena Resources Ltd (SKE) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.


SKEVDY.TODifference

Sharpe ratio

Return per unit of total volatility

3.22

3.35

-0.13

Sortino ratio

Return per unit of downside risk

3.26

4.30

-1.04

Omega ratio

Gain probability vs. loss probability

1.42

1.70

-0.28

Calmar ratio

Return relative to maximum drawdown

6.27

4.26

+2.01

Martin ratio

Return relative to average drawdown

19.49

26.93

-7.44

SKE vs. VDY.TO - Sharpe Ratio Comparison

The current SKE Sharpe Ratio is 3.22, which is comparable to the VDY.TO Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of SKE and VDY.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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Sharpe Ratios by Period


SKEVDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.22

3.35

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.92

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.49

-0.29

Correlation

The correlation between SKE and VDY.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SKE vs. VDY.TO - Dividend Comparison

SKE has not paid dividends to shareholders, while VDY.TO's dividend yield for the trailing twelve months is around 3.51%.


TTM20252024202320222021202020192018201720162015
SKE
Skeena Resources Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
3.51%3.59%4.40%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%

Drawdowns

SKE vs. VDY.TO - Drawdown Comparison

The maximum SKE drawdown since its inception was -75.69%, which is greater than VDY.TO's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for SKE and VDY.TO.


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Drawdown Indicators


SKEVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-39.21%

-36.48%

Max Drawdown (1Y)

Largest decline over 1 year

-31.09%

-10.07%

-21.02%

Max Drawdown (5Y)

Largest decline over 5 years

-75.69%

-16.18%

-59.51%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

Current Drawdown

Current decline from peak

-22.04%

-0.55%

-21.49%

Average Drawdown

Average peak-to-trough decline

-34.75%

-4.67%

-30.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.00%

1.76%

+8.24%

Volatility

SKE vs. VDY.TO - Volatility Comparison

Skeena Resources Ltd (SKE) has a higher volatility of 16.75% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.21%. This indicates that SKE's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKEVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.75%

3.21%

+13.54%

Volatility (6M)

Calculated over the trailing 6-month period

47.62%

7.52%

+40.10%

Volatility (1Y)

Calculated over the trailing 1-year period

60.79%

12.73%

+48.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.92%

15.45%

+42.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

391.50%

19.46%

+372.04%