STN.TO vs. VFV.TO
Compare and contrast key facts about Stantec Inc. (STN.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STN.TO or VFV.TO.
Key characteristics
| STN.TO | VFV.TO | |
|---|---|---|
| YTD Return | 6.02% | 33.15% |
| 1Y Return | 29.61% | 40.57% |
| 3Y Return (Ann) | 18.94% | 14.16% |
| 5Y Return (Ann) | 28.21% | 16.88% |
| 10Y Return (Ann) | 14.19% | 15.47% |
| Sharpe Ratio | 1.39 | 3.52 |
| Sortino Ratio | 2.18 | 4.89 |
| Omega Ratio | 1.26 | 1.67 |
| Calmar Ratio | 2.15 | 5.19 |
| Martin Ratio | 5.85 | 25.28 |
| Ulcer Index | 5.13% | 1.56% |
| Daily Std Dev | 21.56% | 11.22% |
| Max Drawdown | -60.46% | -27.43% |
| Current Drawdown | -7.49% | 0.00% |
Correlation
The correlation between STN.TO and VFV.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STN.TO vs. VFV.TO - Performance Comparison
In the year-to-date period, STN.TO achieves a 6.02% return, which is significantly lower than VFV.TO's 33.15% return. Over the past 10 years, STN.TO has underperformed VFV.TO with an annualized return of 14.19%, while VFV.TO has yielded a comparatively higher 15.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STN.TO vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and Vanguard S&P 500 Index ETF (VFV.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.
Dividends
STN.TO vs. VFV.TO - Dividend Comparison
STN.TO's dividend yield for the trailing twelve months is around 0.74%, less than VFV.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STN.TO Stantec Inc. | 0.74% | 0.73% | 1.11% | 0.93% | 1.50% | 1.98% | 1.84% | 1.42% | 1.33% | 1.22% | 0.29% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.98% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
STN.TO vs. VFV.TO - Drawdown Comparison
The maximum STN.TO drawdown since its inception was -60.46%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for STN.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
STN.TO vs. VFV.TO - Volatility Comparison
Stantec Inc. (STN.TO) has a higher volatility of 7.42% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.80%. This indicates that STN.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.