SLF-PC.TO vs. CTC-A.TO
SLF-PC.TO (Sun Life Financial Inc.) and CTC-A.TO (Canadian Tire Corporation Ltd) are both stocks. SLF-PC.TO operates in Insurance - Diversified (Financial Services), while CTC-A.TO operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, SLF-PC.TO returned 5.16%/yr vs 7.77%/yr for CTC-A.TO. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
SLF-PC.TO vs. CTC-A.TO - Performance Comparison
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Returns By Period
In the year-to-date period, SLF-PC.TO achieves a 3.86% return, which is significantly lower than CTC-A.TO's 21.07% return. Over the past 10 years, SLF-PC.TO has underperformed CTC-A.TO with an annualized return of 5.16%, while CTC-A.TO has yielded a comparatively higher 7.77% annualized return.
SLF-PC.TO
- 1D
- 0.64%
- 1M
- 1.98%
- 6M
- 3.53%
- YTD
- 3.86%
- 1Y
- 8.99%
- 3Y*
- 13.98%
- 5Y*
- 3.00%
- 10Y*
- 5.16%
- ALL TIME*
- 4.79%
CTC-A.TO
- 1D
- -0.29%
- 1M
- 4.26%
- 6M
- 24.39%
- YTD
- 21.07%
- 1Y
- 15.69%
- 3Y*
- 9.00%
- 5Y*
- 5.53%
- 10Y*
- 7.77%
- ALL TIME*
- 8.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CTC-A.TO Canadian Tire Corporation Ltd | CA$33.86M | CA$33.47M | CA$38.40M |
SLF-PC.TO Sun Life Financial Inc. | CA$89.30K | CA$72.12K | CA$77.55K |
SLF-PC.TO vs. CTC-A.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF-PC.TO Sun Life Financial Inc. | 3.86% | 14.44% | 16.24% | 6.11% | -22.44% | 7.96% | 19.50% | 11.98% | -1.98% | 6.52% |
CTC-A.TO Canadian Tire Corporation Ltd | 21.07% | 20.07% | 12.82% | 3.76% | -19.20% | 11.26% | 24.13% | 0.73% | -11.01% | 19.72% |
Correlation
The correlation between SLF-PC.TO and CTC-A.TO is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2006 | 0.11 |
Fundamentals
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Return for Risk
SLF-PC.TO vs. CTC-A.TO — Risk / Return Rank
SLF-PC.TO
CTC-A.TO
SLF-PC.TO vs. CTC-A.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF-PC.TO) and Canadian Tire Corporation Ltd (CTC-A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLF-PC.TO | CTC-A.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.06 | +0.09 |
| Martin ratioReturn relative to average drawdown | 3.43 | 2.11 | +1.33 |
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Drawdowns
SLF-PC.TO vs. CTC-A.TO - Drawdown Comparison
The maximum SLF-PC.TO drawdown since its inception was -46.37%, smaller than the maximum CTC-A.TO drawdown of -58.16%. Use the drawdown chart below to compare losses from any high point for SLF-PC.TO and CTC-A.TO.
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Drawdown Indicators
| SLF-PC.TO | CTC-A.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.37% | -58.16% | +11.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -14.01% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -8.64% | -26.74% | +18.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -30.34% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.23% | -58.16% | +23.93% |
Current DrawdownCurrent decline from peak | -0.54% | -0.29% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -15.96% | +8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 7.03% | -4.84% |
Volatility
SLF-PC.TO vs. CTC-A.TO - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF-PC.TO) is 3.58%, while Canadian Tire Corporation Ltd (CTC-A.TO) has a volatility of 5.96%. This indicates that SLF-PC.TO experiences smaller price fluctuations and is considered to be less risky than CTC-A.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF-PC.TO | CTC-A.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 5.96% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 15.42% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 22.62% | -11.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 22.18% | -9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 25.90% | -10.70% |
Dividends
SLF-PC.TO vs. CTC-A.TO - Dividend Comparison
SLF-PC.TO's dividend yield for the trailing twelve months is around 5.02%, more than CTC-A.TO's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTC-A.TO Canadian Tire Corporation Ltd | 3.51% | 4.08% | 4.63% | 4.90% | 4.13% | 2.59% | 2.72% | 2.97% | 2.52% | 1.59% | 1.67% | 1.79% |
SLF-PC.TO Sun Life Financial Inc. | 5.02% | 5.09% | 5.52% | 6.07% | 6.06% | 4.45% | 4.59% | 5.21% | 5.53% | 5.14% | 5.21% | 5.32% |
Financials
SLF-PC.TO vs. CTC-A.TO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Canadian Tire Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SLF-PC.TO and CTC-A.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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