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

Correlation

The correlation between TD and RY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
-1.64%
17.98%
TD
RY

Key characteristics

Sharpe Ratio

TD:

-0.63

RY:

1.67

Sortino Ratio

TD:

-0.71

RY:

2.46

Omega Ratio

TD:

0.90

RY:

1.30

Calmar Ratio

TD:

-0.39

RY:

2.04

Martin Ratio

TD:

-1.29

RY:

10.84

Ulcer Index

TD:

9.37%

RY:

2.39%

Daily Std Dev

TD:

19.27%

RY:

15.52%

Max Drawdown

TD:

-64.16%

RY:

-63.03%

Current Drawdown

TD:

-30.82%

RY:

-6.39%

Fundamentals

Market Cap

TD:

$92.13B

RY:

$175.36B

EPS

TD:

$3.32

RY:

$7.91

PE Ratio

TD:

15.83

RY:

15.64

PEG Ratio

TD:

1.22

RY:

3.41

Total Revenue (TTM)

TD:

$87.04B

RY:

$94.50B

Gross Profit (TTM)

TD:

$103.35B

RY:

$114.69B

EBITDA (TTM)

TD:

$2.01B

RY:

$7.60B

Returns By Period

In the year-to-date period, TD achieves a -15.73% return, which is significantly lower than RY's 23.10% return. Over the past 10 years, TD has underperformed RY with an annualized return of 5.32%, while RY has yielded a comparatively higher 9.99% annualized return.


TD

YTD

-15.73%

1M

-7.93%

6M

-2.00%

1Y

-14.17%

5Y*

2.91%

10Y*

5.32%

RY

YTD

23.10%

1M

-2.12%

6M

17.49%

1Y

24.45%

5Y*

13.11%

10Y*

9.99%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TD, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.631.67
The chart of Sortino ratio for TD, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.712.46
The chart of Omega ratio for TD, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.30
The chart of Calmar ratio for TD, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.392.04
The chart of Martin ratio for TD, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.2910.84
TD
RY

The current TD Sharpe Ratio is -0.63, which is lower than the RY Sharpe Ratio of 1.67. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.67
TD
RY

Dividends

TD vs. RY - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 5.80%, more than RY's 3.41% yield.


TTM20232022202120202019201820172016201520142013
TD
The Toronto-Dominion Bank
5.80%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%
RY
Royal Bank of Canada
3.41%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%3.69%

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%JulyAugustSeptemberOctoberNovemberDecember
-30.82%
-6.39%
TD
RY

Volatility

TD vs. RY - Volatility Comparison

The Toronto-Dominion Bank (TD) has a higher volatility of 7.72% compared to Royal Bank of Canada (RY) at 5.44%. This indicates that TD's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
7.72%
5.44%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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