PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SRT.DE vs. GSY.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRT.DE and GSY.TO is 0.10, 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.


-0.50.00.51.00.1

Performance

SRT.DE vs. GSY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sartorius AG VZO O.N. (SRT.DE) and goeasy Ltd. (GSY.TO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.08%
-13.37%
SRT.DE
GSY.TO

Key characteristics

Sharpe Ratio

SRT.DE:

-0.62

GSY.TO:

0.26

Sortino Ratio

SRT.DE:

-0.69

GSY.TO:

0.56

Omega Ratio

SRT.DE:

0.91

GSY.TO:

1.08

Calmar Ratio

SRT.DE:

-0.38

GSY.TO:

0.39

Martin Ratio

SRT.DE:

-0.99

GSY.TO:

0.80

Ulcer Index

SRT.DE:

30.59%

GSY.TO:

10.51%

Daily Std Dev

SRT.DE:

48.65%

GSY.TO:

32.04%

Max Drawdown

SRT.DE:

-81.63%

GSY.TO:

-96.30%

Current Drawdown

SRT.DE:

-76.43%

GSY.TO:

-15.87%

Fundamentals

Market Cap

SRT.DE:

€15.13B

GSY.TO:

CA$2.78B

EPS

SRT.DE:

€1.22

GSY.TO:

CA$16.29

PE Ratio

SRT.DE:

158.03

GSY.TO:

10.37

PEG Ratio

SRT.DE:

2.45

GSY.TO:

0.00

Total Revenue (TTM)

SRT.DE:

€3.38B

GSY.TO:

CA$1.52B

Gross Profit (TTM)

SRT.DE:

€1.52B

GSY.TO:

CA$1.14B

EBITDA (TTM)

SRT.DE:

€605.40M

GSY.TO:

CA$518.70M

Returns By Period

In the year-to-date period, SRT.DE achieves a 11.83% return, which is significantly higher than GSY.TO's 1.29% return. Over the past 10 years, SRT.DE has underperformed GSY.TO with an annualized return of 20.57%, while GSY.TO has yielded a comparatively higher 25.98% annualized return.


SRT.DE

YTD

11.83%

1M

-2.92%

6M

1.58%

1Y

-29.95%

5Y*

-1.88%

10Y*

20.57%

GSY.TO

YTD

1.29%

1M

-8.61%

6M

-8.77%

1Y

8.38%

5Y*

22.66%

10Y*

25.98%

*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

SRT.DE vs. GSY.TO — Risk-Adjusted Performance Rank

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

SRT.DE
The Risk-Adjusted Performance Rank of SRT.DE is 1919
Overall Rank
The Sharpe Ratio Rank of SRT.DE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SRT.DE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SRT.DE is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SRT.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SRT.DE is 2424
Martin Ratio Rank

GSY.TO
The Risk-Adjusted Performance Rank of GSY.TO is 5454
Overall Rank
The Sharpe Ratio Rank of GSY.TO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GSY.TO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GSY.TO is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GSY.TO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GSY.TO is 5656
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.

SRT.DE vs. GSY.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sartorius AG VZO O.N. (SRT.DE) and goeasy Ltd. (GSY.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.


Sharpe ratio
The chart of Sharpe ratio for SRT.DE, currently valued at -0.66, compared to the broader market-2.000.002.00-0.660.02
The chart of Sortino ratio for SRT.DE, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.006.00-0.760.26
The chart of Omega ratio for SRT.DE, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.03
The chart of Calmar ratio for SRT.DE, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.03
The chart of Martin ratio for SRT.DE, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.030.06
SRT.DE
GSY.TO

The current SRT.DE Sharpe Ratio is -0.62, which is lower than the GSY.TO Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SRT.DE and GSY.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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.66
0.02
SRT.DE
GSY.TO

Dividends

SRT.DE vs. GSY.TO - Dividend Comparison

SRT.DE's dividend yield for the trailing twelve months is around 0.38%, less than GSY.TO's 4.08% yield.


TTM20242023202220212020201920182017201620152014
SRT.DE
Sartorius AG VZO O.N.
0.38%0.42%0.54%0.37%0.14%0.30%0.35%0.52%0.60%0.52%0.34%1.02%
GSY.TO
goeasy Ltd.
4.08%4.40%3.99%4.21%1.64%2.62%1.78%2.52%1.94%2.05%2.11%1.69%

Drawdowns

SRT.DE vs. GSY.TO - Drawdown Comparison

The maximum SRT.DE drawdown since its inception was -81.63%, smaller than the maximum GSY.TO drawdown of -96.30%. Use the drawdown chart below to compare losses from any high point for SRT.DE and GSY.TO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.18%
-20.47%
SRT.DE
GSY.TO

Volatility

SRT.DE vs. GSY.TO - Volatility Comparison

Sartorius AG VZO O.N. (SRT.DE) has a higher volatility of 14.58% compared to goeasy Ltd. (GSY.TO) at 12.36%. This indicates that SRT.DE's price experiences larger fluctuations and is considered to be riskier than GSY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.58%
12.36%
SRT.DE
GSY.TO

Financials

SRT.DE vs. GSY.TO - Financials Comparison

This section allows you to compare key financial metrics between Sartorius AG VZO O.N. and goeasy 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


Please note, different currencies. SRT.DE values in EUR, GSY.TO values in CAD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab