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

Correlation

The correlation between TD and RY is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TD vs. RY - Performance Comparison

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

4,000.00%4,500.00%5,000.00%5,500.00%NovemberDecember2025FebruaryMarchApril
4,938.90%
5,125.88%
TD
RY

Key characteristics

Sharpe Ratio

TD:

0.56

RY:

1.24

Sortino Ratio

TD:

0.84

RY:

1.82

Omega Ratio

TD:

1.12

RY:

1.24

Calmar Ratio

TD:

0.36

RY:

1.60

Martin Ratio

TD:

1.31

RY:

4.61

Ulcer Index

TD:

8.47%

RY:

5.07%

Daily Std Dev

TD:

19.92%

RY:

18.80%

Max Drawdown

TD:

-64.16%

RY:

-63.03%

Current Drawdown

TD:

-14.79%

RY:

-6.40%

Fundamentals

Market Cap

TD:

$108.91B

RY:

$166.34B

EPS

TD:

$3.41

RY:

$8.87

PE Ratio

TD:

18.23

RY:

13.28

PEG Ratio

TD:

0.67

RY:

2.11

PS Ratio

TD:

2.04

RY:

2.91

PB Ratio

TD:

1.40

RY:

1.88

Total Revenue (TTM)

TD:

$57.21B

RY:

$60.45B

Gross Profit (TTM)

TD:

$57.21B

RY:

$60.45B

EBITDA (TTM)

TD:

$16.92B

RY:

$20.91B

Returns By Period

In the year-to-date period, TD achieves a 19.87% return, which is significantly higher than RY's -0.57% return. Over the past 10 years, TD has underperformed RY with an annualized return of 7.30%, while RY has yielded a comparatively higher 10.03% annualized return.


TD

YTD

19.87%

1M

3.29%

6M

13.27%

1Y

10.22%

5Y*

14.07%

10Y*

7.30%

RY

YTD

-0.57%

1M

3.56%

6M

-2.15%

1Y

24.24%

5Y*

18.87%

10Y*

10.03%

*Annualized

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Risk-Adjusted Performance

TD vs. RY — Risk-Adjusted Performance Rank

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

TD
The Risk-Adjusted Performance Rank of TD is 6767
Overall Rank
The Sharpe Ratio Rank of TD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TD is 6868
Martin Ratio Rank

RY
The Risk-Adjusted Performance Rank of RY is 8686
Overall Rank
The Sharpe Ratio Rank of RY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of RY is 8484
Sortino Ratio Rank
The Omega Ratio Rank of RY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of RY is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RY is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TD vs. RY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Royal Bank of Canada (RY). 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.


The chart of Sharpe ratio for TD, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
TD: 0.56
RY: 1.24
The chart of Sortino ratio for TD, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
TD: 0.84
RY: 1.82
The chart of Omega ratio for TD, currently valued at 1.12, compared to the broader market0.501.001.502.00
TD: 1.12
RY: 1.24
The chart of Calmar ratio for TD, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
TD: 0.36
RY: 1.60
The chart of Martin ratio for TD, currently valued at 1.31, compared to the broader market-5.000.005.0010.0015.0020.00
TD: 1.31
RY: 4.61

The current TD Sharpe Ratio is 0.56, which is lower than the RY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of TD and RY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.56
1.24
TD
RY

Dividends

TD vs. RY - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 4.74%, more than RY's 3.51% yield.


TTM20242023202220212020201920182017201620152014
TD
The Toronto-Dominion Bank
4.74%5.65%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%
RY
Royal Bank of Canada
3.51%3.39%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%

Drawdowns

TD vs. RY - Drawdown Comparison

The maximum TD drawdown since its inception was -64.16%, roughly equal to the maximum RY drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for TD and RY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.79%
-6.40%
TD
RY

Volatility

TD vs. RY - Volatility Comparison

The current volatility for The Toronto-Dominion Bank (TD) is 7.34%, while Royal Bank of Canada (RY) has a volatility of 9.17%. This indicates that TD experiences smaller price fluctuations and is considered to be less risky than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.34%
9.17%
TD
RY

Financials

TD vs. RY - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Royal Bank of Canada. 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