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SOY.TO vs. OTLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SOY.TO and OTLY is 0.35, 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.


-0.50.00.51.00.3

Performance

SOY.TO vs. OTLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SunOpta Inc. (SOY.TO) and Oatly Group AB (OTLY). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
14.92%
-56.61%
SOY.TO
OTLY

Key characteristics

Sharpe Ratio

SOY.TO:

0.54

OTLY:

-0.80

Sortino Ratio

SOY.TO:

1.26

OTLY:

-1.24

Omega Ratio

SOY.TO:

1.15

OTLY:

0.84

Calmar Ratio

SOY.TO:

0.41

OTLY:

-0.67

Martin Ratio

SOY.TO:

1.85

OTLY:

-1.94

Ulcer Index

SOY.TO:

14.64%

OTLY:

34.05%

Daily Std Dev

SOY.TO:

50.31%

OTLY:

82.71%

Max Drawdown

SOY.TO:

-92.94%

OTLY:

-98.66%

Current Drawdown

SOY.TO:

-52.50%

OTLY:

-98.62%

Fundamentals

Market Cap

SOY.TO:

CA$1.16B

OTLY:

$237.29M

EPS

SOY.TO:

-CA$0.10

OTLY:

-$6.80

Total Revenue (TTM)

SOY.TO:

CA$530.06M

OTLY:

$608.22M

Gross Profit (TTM)

SOY.TO:

CA$77.18M

OTLY:

$174.57M

EBITDA (TTM)

SOY.TO:

CA$41.07M

OTLY:

-$60.60M

Returns By Period

In the year-to-date period, SOY.TO achieves a -10.27% return, which is significantly higher than OTLY's -40.05% return.


SOY.TO

YTD

-10.27%

1M

-4.69%

6M

21.02%

1Y

28.68%

5Y*

25.08%

10Y*

-3.88%

OTLY

YTD

-40.05%

1M

-41.89%

6M

-56.65%

1Y

-65.43%

5Y*

N/A

10Y*

N/A

*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

SOY.TO vs. OTLY — Risk-Adjusted Performance Rank

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

SOY.TO
The Risk-Adjusted Performance Rank of SOY.TO is 6565
Overall Rank
The Sharpe Ratio Rank of SOY.TO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SOY.TO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SOY.TO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SOY.TO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SOY.TO is 6666
Martin Ratio Rank

OTLY
The Risk-Adjusted Performance Rank of OTLY is 77
Overall Rank
The Sharpe Ratio Rank of OTLY is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of OTLY is 77
Sortino Ratio Rank
The Omega Ratio Rank of OTLY is 88
Omega Ratio Rank
The Calmar Ratio Rank of OTLY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of OTLY is 11
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.

SOY.TO vs. OTLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SunOpta Inc. (SOY.TO) and Oatly Group AB (OTLY). 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 SOY.TO, currently valued at 0.34, compared to the broader market-2.000.002.000.34-0.80
The chart of Sortino ratio for SOY.TO, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.96-1.24
The chart of Omega ratio for SOY.TO, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.83
The chart of Calmar ratio for SOY.TO, currently valued at 0.27, compared to the broader market0.002.004.006.000.27-0.67
The chart of Martin ratio for SOY.TO, currently valued at 1.10, compared to the broader market-10.000.0010.0020.0030.001.10-1.93
SOY.TO
OTLY

The current SOY.TO Sharpe Ratio is 0.54, which is higher than the OTLY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of SOY.TO and OTLY, 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-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.34
-0.80
SOY.TO
OTLY

Dividends

SOY.TO vs. OTLY - Dividend Comparison

Neither SOY.TO nor OTLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOY.TO vs. OTLY - Drawdown Comparison

The maximum SOY.TO drawdown since its inception was -92.94%, smaller than the maximum OTLY drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for SOY.TO and OTLY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-48.61%
-98.62%
SOY.TO
OTLY

Volatility

SOY.TO vs. OTLY - Volatility Comparison

The current volatility for SunOpta Inc. (SOY.TO) is 6.91%, while Oatly Group AB (OTLY) has a volatility of 57.54%. This indicates that SOY.TO experiences smaller price fluctuations and is considered to be less risky than OTLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
6.91%
57.54%
SOY.TO
OTLY

Financials

SOY.TO vs. OTLY - Financials Comparison

This section allows you to compare key financial metrics between SunOpta Inc. and Oatly Group AB. 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


Please note, different currencies. SOY.TO values in CAD, OTLY values in USD
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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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