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 13.29%/yr vs 14.52%/yr for ^GSPC. At a 0.35 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 -21.00% return, which is significantly lower than ^GSPC's 12.12% return. Over the past 10 years, STN.TO has underperformed ^GSPC with an annualized return of 13.29%, while ^GSPC has yielded a comparatively higher 14.52% annualized return.
STN.TO
- 1D
- -1.30%
- 1M
- -17.65%
- YTD
- -21.00%
- 6M
- -23.39%
- 1Y
- -28.58%
- 3Y*
- 8.68%
- 5Y*
- 14.67%
- 10Y*
- 13.29%
^GSPC
- 1D
- 0.00%
- 1M
- 7.35%
- YTD
- 12.12%
- 6M
- 10.22%
- 1Y
- 28.58%
- 3Y*
- 22.37%
- 5Y*
- 15.58%
- 10Y*
- 14.52%
STN.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STN.TO Stantec Inc. | -21.00% | 15.61% | 6.81% | 65.43% | -7.62% | 74.10% | 14.27% | 25.51% | -13.44% | 5.18% |
^GSPC S&P 500 Index | 11.75% | 11.05% | 33.90% | 21.49% | -13.70% | 25.75% | 14.29% | 22.54% | 1.71% | 11.82% |
Correlation
The correlation between STN.TO and ^GSPC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | 0.35 |
The correlation between STN.TO and ^GSPC shifts across timeframes, from 0.35 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
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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.
| STN.TO | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.47 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.24 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.79 | 12.23 | -14.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STN.TO | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.04 | 2.46 | -3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.05 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.89 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.99 | -0.48 |
Drawdowns
STN.TO vs. ^GSPC - Drawdown Comparison
The maximum STN.TO drawdown since its inception was -60.46%, which is greater than ^GSPC's maximum drawdown of -27.59%. 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 | -60.46% | -27.59% | -32.87% |
Max Drawdown (1Y)Largest decline over 1 year | -36.84% | -8.86% | -27.98% |
Max Drawdown (3Y)Largest decline over 3 years | -36.84% | -19.23% | -17.61% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -22.60% | -14.24% |
Max Drawdown (10Y)Largest decline over 10 years | -36.84% | -27.59% | -9.25% |
Current DrawdownCurrent decline from peak | -35.45% | 0.00% | -35.45% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -3.51% | -10.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 2.34% | +13.64% |
Volatility
STN.TO vs. ^GSPC - Volatility Comparison
Stantec Inc. (STN.TO) has a higher volatility of 13.16% compared to S&P 500 Index (^GSPC) at 2.69%. 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 | 13.16% | 2.69% | +10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 23.56% | 8.85% | +14.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 11.70% | +15.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 14.99% | +8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.85% | 16.33% | +7.52% |
Frequently Asked Questions
STN.TO and ^GSPC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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