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TECK-B.TO vs. JAPN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TECK-B.TO vs. JAPN.TO

Last updated Jun 5, 2026

TECK-B.TO (Teck Resources Limited) is a stock, while JAPN.TO (CI WisdomTree Japan Equity Index ETF) is Japan Equities fund tracking the WisdomTree Japan Equity Index CAD. Over the past 5 years, TECK-B.TO returned 27.45%/yr vs 25.69%/yr for JAPN.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

TECK-B.TO vs. JAPN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Teck Resources Limited (TECK-B.TO) and CI WisdomTree Japan Equity Index ETF (JAPN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TECK-B.TO achieves a 42.68% return, which is significantly higher than JAPN.TO's 19.69% return.

TECK-B.TO

1D
0.09%
1M
18.84%
YTD
42.68%
6M
50.04%
1Y
85.10%
3Y*
20.26%
5Y*
27.45%
10Y*
21.75%

JAPN.TO

1D
0.29%
1M
6.06%
YTD
19.69%
6M
22.60%
1Y
53.10%
3Y*
32.10%
5Y*
25.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECK-B.TO vs. JAPN.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
TECK-B.TO
Teck Resources Limited		42.68%13.74%5.72%11.61%43.23%58.74%3.94%-22.78%-9.19%
JAPN.TO
CI WisdomTree Japan Equity Index ETF		19.69%30.66%29.25%35.51%10.82%16.05%2.20%16.56%-15.95%

Correlation

The correlation between TECK-B.TO and JAPN.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.29

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2018

0.22

Compare stocks, funds, or ETFs

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

Teck Resources Limited

CI WisdomTree Japan Equity Index ETF

Often compared with TECK-B.TO:
TECK-B.TO vs. FCXTECK-B.TO vs. TECKTECK-B.TO vs. HXQ.TOTECK-B.TO vs. HBM.TOTECK-B.TO vs. QQQTECK-B.TO vs. SCHGTECK-B.TO vs. VFV.TO
Often compared with JAPN.TO:
JAPN.TO vs. VOOJAPN.TO vs. VGTJAPN.TO vs. EWTJAPN.TO vs. YCSJAPN.TO vs. DXJJAPN.TO vs. CJP.NEOJAPN.TO vs. DXJS

Return for Risk

TECK-B.TO vs. JAPN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TECK-B.TO
TECK-B.TO Risk / Return Rank: 8484
Overall Rank
TECK-B.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TECK-B.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
TECK-B.TO Omega Ratio Rank: 8181
Omega Ratio Rank
TECK-B.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
TECK-B.TO Martin Ratio Rank: 8585
Martin Ratio Rank
JAPN.TO
JAPN.TO Risk / Return Rank: 8888
Overall Rank
JAPN.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JAPN.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
JAPN.TO Omega Ratio Rank: 8989
Omega Ratio Rank
JAPN.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
JAPN.TO Martin Ratio Rank: 8686
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.

TECK-B.TO vs. JAPN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teck Resources Limited (TECK-B.TO) and CI WisdomTree Japan Equity Index ETF (JAPN.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.

TECK-B.TOJAPN.TODifference
Sharpe ratioReturn per unit of total volatility
1.93
2.97

-1.04

Sortino ratioReturn per unit of downside risk
2.58
4.16

-1.58

Omega ratioGain probability vs. loss probability

1.31

1.56

-0.25

Calmar ratioReturn relative to maximum drawdown

3.33

4.81

-1.48

Martin ratioReturn relative to average drawdown

8.80

18.07

-9.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TECK-B.TO vs. JAPN.TO - Sharpe Ratio Comparison

The current TECK-B.TO Sharpe Ratio is 1.93, which is lower than the JAPN.TO Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of TECK-B.TO and JAPN.TO, 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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Sharpe Ratios by Period

TECK-B.TOJAPN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.97

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.36

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.93

-0.95

Drawdowns

TECK-B.TO vs. JAPN.TO - Drawdown Comparison

The maximum TECK-B.TO drawdown since its inception was -98.12%, which is greater than JAPN.TO's maximum drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for TECK-B.TO and JAPN.TO.

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Drawdown Indicators

TECK-B.TOJAPN.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.12%

-28.88%

-69.24%

Max Drawdown (1Y)

Largest decline over 1 year

-25.67%

-11.09%

-14.58%

Max Drawdown (3Y)

Largest decline over 3 years

-42.51%

-21.67%

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-42.51%

-21.67%

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-76.97%

—

—

Current Drawdown

Current decline from peak

-31.30%

0.00%

-31.30%

Average Drawdown

Average peak-to-trough decline

-75.52%

-6.04%

-69.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

2.95%

+6.75%

Volatility

TECK-B.TO vs. JAPN.TO - Volatility Comparison

Teck Resources Limited (TECK-B.TO) has a higher volatility of 15.25% compared to CI WisdomTree Japan Equity Index ETF (JAPN.TO) at 3.43%. This indicates that TECK-B.TO's price experiences larger fluctuations and is considered to be riskier than JAPN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TECK-B.TOJAPN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.25%

3.43%

+11.82%

Volatility (6M)

Calculated over the trailing 6-month period

33.17%

13.66%

+19.51%

Volatility (1Y)

Calculated over the trailing 1-year period

44.41%

18.02%

+26.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.90%

18.98%

+23.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.06%

19.67%

+27.39%

Dividends

TECK-B.TO vs. JAPN.TO - Dividend Comparison

TECK-B.TO's dividend yield for the trailing twelve months is around 0.53%, less than JAPN.TO's 2.02% yield.

PositionTTM20252024202320222021202020192018201720162015
JAPN.TO
CI WisdomTree Japan Equity Index ETF		2.02%2.08%1.58%1.51%2.59%1.35%1.36%2.12%0.62%0.00%0.00%0.00%
TECK-B.TO
Teck Resources Limited		0.53%0.76%1.72%1.79%1.95%0.55%0.87%0.89%0.98%1.83%0.37%3.75%

Frequently Asked Questions

TECK-B.TO and JAPN.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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