TD vs. RY
Compare and contrast key facts about The Toronto-Dominion Bank (TD) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TD or RY.
Performance
TD vs. RY - Performance Comparison
Returns By Period
In the year-to-date period, TD achieves a -9.01% return, which is significantly lower than RY's 25.11% return. Over the past 10 years, TD has underperformed RY with an annualized return of 5.23%, while RY has yielded a comparatively higher 9.45% annualized return.
TD
-9.01%
-1.29%
2.27%
-4.38%
3.84%
5.23%
RY
25.11%
-1.76%
16.98%
44.70%
12.65%
9.45%
Fundamentals
| TD | RY | |
|---|---|---|
| Market Cap | $97.78B | $172.58B |
| EPS | $3.09 | $8.05 |
| PE Ratio | 18.10 | 15.13 |
| PEG Ratio | 1.22 | 3.41 |
| Total Revenue (TTM) | $72.61B | $80.16B |
| Gross Profit (TTM) | $88.92B | $99.63B |
| EBITDA (TTM) | $2.01B | $2.11B |
Key characteristics
| TD | RY | |
|---|---|---|
| Sharpe Ratio | -0.28 | 2.82 |
| Sortino Ratio | -0.25 | 4.10 |
| Omega Ratio | 0.97 | 1.50 |
| Calmar Ratio | -0.17 | 2.08 |
| Martin Ratio | -0.61 | 18.98 |
| Ulcer Index | 8.43% | 2.32% |
| Daily Std Dev | 18.50% | 15.64% |
| Max Drawdown | -64.16% | -63.03% |
| Current Drawdown | -25.31% | -2.91% |
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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.
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.
Dividends
TD vs. RY - Dividend Comparison
TD's dividend yield for the trailing twelve months is around 5.38%, more than RY's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RY Royal Bank of Canada | 3.36% | 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.
Volatility
TD vs. RY - Volatility Comparison
The Toronto-Dominion Bank (TD) and Royal Bank of Canada (RY) have volatilities of 3.83% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities