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TD vs. MDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TD vs. MDT - Performance Comparison

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

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Returns By Period

In the year-to-date period, TD achieves a 26.58% return, which is significantly higher than MDT's -15.83% return. Over the past 10 years, TD has outperformed MDT with an annualized return of 15.16%, while MDT has yielded a comparatively lower 2.00% annualized return.


TD

1D
0.93%
1M
10.13%
YTD
26.58%
6M
30.43%
1Y
71.84%
3Y*
31.09%
5Y*
15.31%
10Y*
15.16%

MDT

1D
-0.16%
1M
5.24%
YTD
-15.83%
6M
-18.44%
1Y
-6.49%
3Y*
1.02%
5Y*
-5.47%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TD vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TD
The Toronto-Dominion Bank
26.58%85.32%-13.40%5.04%-12.19%41.25%5.58%17.45%-12.10%22.85%
MDT
Medtronic plc
-15.83%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Correlation

The correlation between TD and MDT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

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

0.33

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

0.34

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1996

0.30

The correlation between TD and MDT shifts across timeframes, from 0.22 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TD:

$143.77B

MDT:

$103.31B

EPS

TD:

CA$10.11

MDT:

$3.58

PE Ratio

TD:

16.22

MDT:

22.38

PEG Ratio

TD:

0.58

MDT:

2.02

PS Ratio

TD:

2.15

MDT:

2.91

Total Revenue (TTM)

TD:

CA$112.63B

MDT:

$35.48B

Gross Profit (TTM)

TD:

CA$59.49B

MDT:

$5.78B

EBITDA (TTM)

TD:

CA$19.99B

MDT:

$7.11B

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Return for Risk

TD vs. MDT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TD
TD Risk / Return Rank: 9898
Overall Rank
TD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TD Sortino Ratio Rank: 9999
Sortino Ratio Rank
TD Omega Ratio Rank: 9898
Omega Ratio Rank
TD Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD Martin Ratio Rank: 9999
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 3030
Overall Rank
MDT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MDT Omega Ratio Rank: 2525
Omega Ratio Rank
MDT Calmar Ratio Rank: 3636
Calmar Ratio Rank
MDT Martin Ratio Rank: 3333
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.

TD vs. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Medtronic plc (MDT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TDMDTDifference
Sharpe ratioReturn per unit of total volatility

+4.67

Sortino ratioReturn per unit of downside risk

+5.78

Omega ratioGain probability vs. loss probability

1.71

0.96

+0.75

Calmar ratioReturn relative to maximum drawdown

9.63

-0.23

+9.85

Martin ratioReturn relative to average drawdown

37.58

-0.56

+38.14

TD vs. MDT - Sharpe Ratio Comparison

The current TD Sharpe Ratio is 4.36, which is higher than the MDT Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of TD and MDT, 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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Drawdowns

TD vs. MDT - Drawdown Comparison

The maximum TD drawdown since its inception was -64.18%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for TD and MDT.


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Drawdown Indicators


TDMDTDifference

Max Drawdown

Largest peak-to-trough decline

-64.18%

-57.63%

-6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-28.90%

+21.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-28.90%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-30.93%

-45.10%

+14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.98%

-45.10%

+3.12%

Current Drawdown

Current decline from peak

0.00%

-31.23%

+31.23%

Average Drawdown

Average peak-to-trough decline

-11.22%

-16.55%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

11.52%

-9.60%

Volatility

TD vs. MDT - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 5.00%, while Medtronic plc (MDT) has a volatility of 9.32%. This indicates that TD experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

9.32%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

16.28%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

21.07%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

21.93%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

23.25%

-1.53%

Dividends

TD vs. MDT - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 2.62%, less than MDT's 3.54% yield.


PositionTTM20252024202320222021202020192018201720162015
MDT
Medtronic plc
3.54%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%
TD
The Toronto-Dominion Bank
2.62%3.17%5.65%4.80%4.24%3.27%4.10%3.89%4.08%3.03%3.58%5.11%

Financials

TD vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Medtronic plc. 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


10.00B15.00B20.00B25.00B30.00B20222023202420252026
27.02B
9.02B
(TD) Total Revenue
(MDT) Total Revenue
Please note, different currencies. TD values in CAD, MDT values in USD

Frequently Asked Questions


TD and MDT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDT has higher volatility (9.32%) compared to TD (5.00%). In terms of maximum drawdown, TD dropped -64.18% vs MDT's -57.63%.

TD currently has the higher Sharpe Ratio (4.36 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TD and MDT

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