PortfoliosLab logoPortfoliosLab logo
TDOC vs. XHC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDOC vs. XHC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teladoc Health, Inc. (TDOC) and iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TDOC vs. XHC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDOC
Teladoc Health, Inc.
-22.14%-22.99%-57.82%-8.88%-74.24%-54.08%138.84%68.89%42.24%111.21%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-5.36%16.22%-6.78%4.47%-10.02%22.22%10.89%28.59%-5.74%24.90%
Different Trading Currencies

TDOC is traded in USD, while XHC.TO is traded in CAD. To make them comparable, the XHC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDOC achieves a -22.14% return, which is significantly lower than XHC.TO's -5.36% return. Over the past 10 years, TDOC has underperformed XHC.TO with an annualized return of -5.93%, while XHC.TO has yielded a comparatively higher 6.90% annualized return.


TDOC

1D
6.03%
1M
3.61%
YTD
-22.14%
6M
-29.50%
1Y
-31.53%
3Y*
-40.52%
5Y*
-50.47%
10Y*
-5.93%

XHC.TO

1D
2.10%
1M
-9.28%
YTD
-5.36%
6M
6.00%
1Y
5.02%
3Y*
2.83%
5Y*
2.57%
10Y*
6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TDOC vs. XHC.TO — Risk / Return Rank

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

TDOC
TDOC Risk / Return Rank: 1818
Overall Rank
TDOC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TDOC Sortino Ratio Rank: 1818
Sortino Ratio Rank
TDOC Omega Ratio Rank: 2020
Omega Ratio Rank
TDOC Calmar Ratio Rank: 2121
Calmar Ratio Rank
TDOC Martin Ratio Rank: 1414
Martin Ratio Rank

XHC.TO
XHC.TO Risk / Return Rank: 1414
Overall Rank
XHC.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1515
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.

TDOC vs. XHC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) and iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO). 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.


TDOCXHC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.27

-0.82

Sortino ratio

Return per unit of downside risk

-0.58

0.52

-1.10

Omega ratio

Gain probability vs. loss probability

0.94

1.07

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.62

0.41

-1.03

Martin ratio

Return relative to average drawdown

-1.36

1.30

-2.66

TDOC vs. XHC.TO - Sharpe Ratio Comparison

The current TDOC Sharpe Ratio is -0.55, which is lower than the XHC.TO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of TDOC and XHC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TDOCXHC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.27

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.80

0.15

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.37

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.42

-0.65

Correlation

The correlation between TDOC and XHC.TO is 0.34, 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.


Dividends

TDOC vs. XHC.TO - Dividend Comparison

TDOC has not paid dividends to shareholders, while XHC.TO's dividend yield for the trailing twelve months is around 1.95%.


TTM20252024202320222021202020192018201720162015
TDOC
Teladoc Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.95%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%

Drawdowns

TDOC vs. XHC.TO - Drawdown Comparison

The maximum TDOC drawdown since its inception was -98.48%, which is greater than XHC.TO's maximum drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for TDOC and XHC.TO.


Loading graphics...

Drawdown Indicators


TDOCXHC.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.48%

-27.28%

-71.20%

Max Drawdown (1Y)

Largest decline over 1 year

-52.75%

-9.85%

-42.90%

Max Drawdown (5Y)

Largest decline over 5 years

-97.68%

-18.81%

-78.87%

Max Drawdown (10Y)

Largest decline over 10 years

-98.48%

-27.28%

-71.20%

Current Drawdown

Current decline from peak

-98.15%

-8.30%

-89.85%

Average Drawdown

Average peak-to-trough decline

-53.43%

-4.80%

-48.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.98%

5.22%

+18.76%

Volatility

TDOC vs. XHC.TO - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 14.22% compared to iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) at 5.19%. This indicates that TDOC's price experiences larger fluctuations and is considered to be riskier than XHC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TDOCXHC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

5.19%

+9.03%

Volatility (6M)

Calculated over the trailing 6-month period

43.23%

10.77%

+32.46%

Volatility (1Y)

Calculated over the trailing 1-year period

57.42%

18.77%

+38.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.30%

16.74%

+46.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.35%

18.83%

+41.52%