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STN.TO vs. XUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

STN.TO vs. XUS.TO

Last updated Jun 4, 2026

STN.TO (Stantec Inc.) is a stock, while XUS.TO (iShares Core S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, STN.TO returned 13.29%/yr vs 15.98%/yr for XUS.TO. At a 0.35 correlation, their price movements are largely independent.

Performance

STN.TO vs. XUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Stantec Inc. (STN.TO) and iShares Core S&P 500 Index ETF (XUS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STN.TO achieves a -21.00% return, which is significantly lower than XUS.TO's 12.21% return. Over the past 10 years, STN.TO has underperformed XUS.TO with an annualized return of 13.29%, while XUS.TO has yielded a comparatively higher 15.98% 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%

XUS.TO

1D
-0.31%
1M
7.22%
YTD
12.21%
6M
10.39%
1Y
29.30%
3Y*
23.52%
5Y*
16.78%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STN.TO vs. XUS.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STN.TO
Stantec Inc.		-21.00%15.61%6.81%65.43%-7.62%74.10%14.27%25.51%-13.44%5.18%
XUS.TO
iShares Core S&P 500 Index ETF		12.21%12.19%35.16%23.31%-12.59%27.20%15.56%24.57%3.31%13.56%

Correlation

The correlation between STN.TO and XUS.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2013

0.35

The correlation between STN.TO and XUS.TO shifts across timeframes, from 0.35 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Stantec Inc.

iShares Core S&P 500 Index ETF

Often compared with STN.TO:
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Often compared with XUS.TO:
XUS.TO vs. XSP.TOXUS.TO vs. XEQT.TOXUS.TO vs. XUU.TOXUS.TO vs. ZSP.TOXUS.TO vs. VOOXUS.TO vs. XEF.TOXUS.TO vs. HXS.TO

Return for Risk

STN.TO vs. XUS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STN.TO
STN.TO Risk / Return Rank: 66
Overall Rank
STN.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
STN.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
STN.TO Omega Ratio Rank: 77
Omega Ratio Rank
STN.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
STN.TO Martin Ratio Rank: 22
Martin Ratio Rank
XUS.TO
XUS.TO Risk / Return Rank: 7373
Overall Rank
XUS.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 7777
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STN.TO vs. XUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and iShares Core S&P 500 Index ETF (XUS.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.

STN.TOXUS.TODifference
Sharpe ratioReturn per unit of total volatility
-1.04
2.55

-3.59

Sortino ratioReturn per unit of downside risk
-1.36
3.47

-4.83

Omega ratioGain probability vs. loss probability

0.82

1.47

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.78

3.41

-4.19

Martin ratioReturn relative to average drawdown

-1.79

12.94

-14.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STN.TO vs. XUS.TO - Sharpe Ratio Comparison

The current STN.TO Sharpe Ratio is -1.04, which is lower than the XUS.TO Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of STN.TO and XUS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

STN.TOXUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

2.55

-3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.13

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.98

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.08

-0.58

Drawdowns

STN.TO vs. XUS.TO - Drawdown Comparison

The maximum STN.TO drawdown since its inception was -60.46%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for STN.TO and XUS.TO.

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Drawdown Indicators

STN.TOXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-60.46%

-27.23%

-33.23%

Max Drawdown (1Y)

Largest decline over 1 year

-36.84%

-8.63%

-28.21%

Max Drawdown (3Y)

Largest decline over 3 years

-36.84%

-18.96%

-17.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.84%

-21.85%

-14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-36.84%

-27.23%

-9.61%

Current Drawdown

Current decline from peak

-35.45%

-0.31%

-35.14%

Average Drawdown

Average peak-to-trough decline

-14.50%

-3.46%

-11.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

2.27%

+13.71%

Volatility

STN.TO vs. XUS.TO - Volatility Comparison

Stantec Inc. (STN.TO) has a higher volatility of 13.16% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 3.19%. This indicates that STN.TO's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STN.TOXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.16%

3.19%

+9.97%

Volatility (6M)

Calculated over the trailing 6-month period

23.56%

8.66%

+14.90%

Volatility (1Y)

Calculated over the trailing 1-year period

27.49%

11.58%

+15.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

14.92%

+8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

16.48%

+7.37%

Dividends

STN.TO vs. XUS.TO - Dividend Comparison

STN.TO's dividend yield for the trailing twelve months is around 0.90%, less than XUS.TO's 1.12% yield.

PositionTTM20252024202320222021202020192018201720162015
STN.TO
Stantec Inc.		0.90%0.69%0.74%0.73%1.11%0.93%1.50%1.98%1.85%1.42%1.33%1.22%
XUS.TO
iShares Core S&P 500 Index ETF		1.12%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%

Frequently Asked Questions

STN.TO and XUS.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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