STN.TO vs. ^GSPC
Compare and contrast key facts about Stantec Inc. (STN.TO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STN.TO or ^GSPC.
Key characteristics
| STN.TO | ^GSPC | |
|---|---|---|
| YTD Return | 9.37% | 25.48% |
| 1Y Return | 20.67% | 33.14% |
| 3Y Return (Ann) | 18.82% | 8.55% |
| 5Y Return (Ann) | 28.72% | 13.96% |
| 10Y Return (Ann) | 14.43% | 11.39% |
| Sharpe Ratio | 1.01 | 2.91 |
| Sortino Ratio | 1.55 | 3.88 |
| Omega Ratio | 1.19 | 1.55 |
| Calmar Ratio | 1.45 | 4.20 |
| Martin Ratio | 3.92 | 18.80 |
| Ulcer Index | 5.15% | 1.90% |
| Daily Std Dev | 19.93% | 12.27% |
| Max Drawdown | -60.46% | -56.78% |
| Current Drawdown | -4.57% | -0.27% |
Correlation
The correlation between STN.TO and ^GSPC is 0.30, 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.
Performance
STN.TO vs. ^GSPC - Performance Comparison
In the year-to-date period, STN.TO achieves a 9.37% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, STN.TO has outperformed ^GSPC with an annualized return of 14.43%, while ^GSPC has yielded a comparatively lower 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
STN.TO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc. (STN.TO) and S&P 500 (^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.
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 -56.78%. Use the drawdown chart below to compare losses from any high point for STN.TO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
STN.TO vs. ^GSPC - Volatility Comparison
Stantec Inc. (STN.TO) has a higher volatility of 7.31% compared to S&P 500 (^GSPC) at 3.75%. 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.