STN.TO vs. ^GSPC
STN.TO (Stantec Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, STN.TO returned 12.68%/yr vs 13.88%/yr for ^GSPC. At a 0.32 correlation, their price movements are largely independent.
Performance
STN.TO vs. ^GSPC - Performance Comparison
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Different Trading Currencies
STN.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, STN.TO achieves a -24.57% return, which is significantly lower than ^GSPC's 11.31% return. Over the past 10 years, STN.TO has underperformed ^GSPC with an annualized return of 12.68%, while ^GSPC has yielded a comparatively higher 13.88% annualized return.
STN.TO
- 1D
- -0.13%
- 1M
- 1.52%
- 6M
- -29.43%
- YTD
- -24.57%
- 1Y
- -36.25%
- 3Y*
- 3.88%
- 5Y*
- 12.10%
- 10Y*
- 12.68%
- ALL TIME*
- 13.21%
^GSPC
- 1D
- -0.32%
- 1M
- -1.33%
- 6M
- 8.26%
- YTD
- 11.31%
- 1Y
- 20.64%
- 3Y*
- 20.42%
- 5Y*
- 13.56%
- 10Y*
- 13.88%
- ALL TIME*
- 9.17%
STN.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STN.TO Stantec Inc. | -24.57% | 15.61% | 6.81% | 65.43% | -7.62% | 74.09% | 14.27% | 24.95% | -13.44% | 5.18% |
^GSPC S&P 500 Index | 11.31% | 11.07% | 33.75% | 21.28% | -14.34% | 26.83% | 13.50% | 23.57% | 1.65% | 11.33% |
Correlation
The correlation between STN.TO and ^GSPC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2006 | 0.32 |
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Return for Risk
STN.TO vs. ^GSPC — Risk / Return Rank
STN.TO
^GSPC
STN.TO vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and S&P 500 Index (^GSPC). 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.
| STN.TO | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.28 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.26 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.74 | 8.33 | -10.07 |
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Drawdowns
STN.TO vs. ^GSPC - Drawdown Comparison
The maximum STN.TO drawdown since its inception was -58.12%, which is greater than ^GSPC's maximum drawdown of -48.87%. Use the drawdown chart below to compare losses from any high point for STN.TO and ^GSPC.
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Drawdown Indicators
| STN.TO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -48.87% | -9.25% |
Max Drawdown (1Y)Largest decline over 1 year | -39.49% | -9.17% | -30.32% |
Max Drawdown (3Y)Largest decline over 3 years | -39.49% | -19.59% | -19.90% |
Max Drawdown (5Y)Largest decline over 5 years | -39.49% | -23.14% | -16.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.49% | -27.97% | -11.52% |
Current DrawdownCurrent decline from peak | -38.36% | -2.74% | -35.62% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -9.62% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.82% | 2.48% | +18.34% |
Volatility
STN.TO vs. ^GSPC - Volatility Comparison
Stantec Inc. (STN.TO) has a higher volatility of 6.52% compared to S&P 500 Index (^GSPC) at 3.47%. This indicates that STN.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STN.TO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 3.47% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 24.16% | 10.42% | +13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.40% | 12.97% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 17.91% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.80% | 19.12% | +4.68% |
Frequently Asked Questions
STN.TO and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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