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TD vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TD vs. HRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Toronto-Dominion Bank (TD) and Hormel Foods Corporation (HRL). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
-10.61%
TD
HRL

Returns By Period

In the year-to-date period, TD achieves a -9.08% return, which is significantly lower than HRL's -1.59% return. Over the past 10 years, TD has outperformed HRL with an annualized return of 5.29%, while HRL has yielded a comparatively lower 3.54% annualized return.


TD

YTD

-9.08%

1M

-2.39%

6M

4.22%

1Y

-3.55%

5Y (annualized)

3.82%

10Y (annualized)

5.29%

HRL

YTD

-1.59%

1M

-1.90%

6M

-10.61%

1Y

-3.04%

5Y (annualized)

-3.95%

10Y (annualized)

3.54%

Fundamentals


TDHRL
Market Cap$97.78B$16.57B
EPS$3.09$1.43
PE Ratio18.1021.13
PEG Ratio1.222.50
Total Revenue (TTM)$72.61B$8.78B
Gross Profit (TTM)$88.92B$1.52B
EBITDA (TTM)$2.01B$1.02B

Key characteristics


TDHRL
Sharpe Ratio-0.24-0.10
Sortino Ratio-0.200.05
Omega Ratio0.971.01
Calmar Ratio-0.15-0.06
Martin Ratio-0.53-0.25
Ulcer Index8.47%10.51%
Daily Std Dev18.48%27.02%
Max Drawdown-64.16%-45.01%
Current Drawdown-25.36%-40.04%

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Correlation

-0.50.00.51.00.2

The correlation between TD and HRL is 0.21, 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.

Risk-Adjusted Performance

TD vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Hormel Foods Corporation (HRL). 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.


Sharpe ratio
The chart of Sharpe ratio for TD, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.24-0.10
The chart of Sortino ratio for TD, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.200.05
The chart of Omega ratio for TD, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.01
The chart of Calmar ratio for TD, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15-0.06
The chart of Martin ratio for TD, currently valued at -0.53, compared to the broader market0.0010.0020.0030.00-0.53-0.25
TD
HRL

The current TD Sharpe Ratio is -0.24, which is lower than the HRL Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of TD and HRL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.24
-0.10
TD
HRL

Dividends

TD vs. HRL - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 5.38%, more than HRL's 3.71% yield.


TTM20232022202120202019201820172016201520142013
TD
The Toronto-Dominion Bank
5.38%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%
HRL
Hormel Foods Corporation
3.71%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%

Drawdowns

TD vs. HRL - Drawdown Comparison

The maximum TD drawdown since its inception was -64.16%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for TD and HRL. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-25.36%
-40.04%
TD
HRL

Volatility

TD vs. HRL - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 3.73%, while Hormel Foods Corporation (HRL) has a volatility of 5.53%. This indicates that TD experiences smaller price fluctuations and is considered to be less risky than HRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
3.73%
5.53%
TD
HRL

Financials

TD vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Hormel Foods Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items