TECK-B.TO vs. XSP.TO
Compare and contrast key facts about Teck Resources Limited (TECK-B.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO).
XSP.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TECK-B.TO or XSP.TO.
Key characteristics
| TECK-B.TO | XSP.TO | |
|---|---|---|
| YTD Return | 12.72% | 25.79% |
| 1Y Return | 26.11% | 33.23% |
| 3Y Return (Ann) | 22.02% | 8.73% |
| 5Y Return (Ann) | 25.06% | 14.10% |
| 10Y Return (Ann) | 14.55% | 11.96% |
| Sharpe Ratio | 0.76 | 2.98 |
| Sortino Ratio | 1.27 | 4.05 |
| Omega Ratio | 1.15 | 1.56 |
| Calmar Ratio | 0.26 | 4.34 |
| Martin Ratio | 3.24 | 19.78 |
| Ulcer Index | 7.93% | 1.81% |
| Daily Std Dev | 33.94% | 12.01% |
| Max Drawdown | -99.95% | -57.82% |
| Current Drawdown | -98.88% | -0.14% |
Correlation
The correlation between TECK-B.TO and XSP.TO is 0.52, 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.
Performance
TECK-B.TO vs. XSP.TO - Performance Comparison
In the year-to-date period, TECK-B.TO achieves a 12.72% return, which is significantly lower than XSP.TO's 25.79% return. Over the past 10 years, TECK-B.TO has outperformed XSP.TO with an annualized return of 14.55%, while XSP.TO has yielded a comparatively lower 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TECK-B.TO vs. XSP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teck Resources Limited (TECK-B.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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.
Dividends
TECK-B.TO vs. XSP.TO - Dividend Comparison
TECK-B.TO's dividend yield for the trailing twelve months is around 0.59%, less than XSP.TO's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TECK-B.TO Teck Resources Limited | 0.59% | 1.15% | 1.32% | 0.44% | 0.65% | 0.67% | 0.52% | 0.47% | 0.28% | 2.91% | 5.07% | 3.07% |
XSP.TO iShares Core S&P 500 Index ETF (CAD-Hedged) | 0.99% | 1.18% | 1.37% | 1.00% | 1.31% | 1.73% | 1.84% | 1.47% | 1.75% | 1.86% | 1.54% | 1.46% |
Drawdowns
TECK-B.TO vs. XSP.TO - Drawdown Comparison
The maximum TECK-B.TO drawdown since its inception was -99.95%, which is greater than XSP.TO's maximum drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for TECK-B.TO and XSP.TO. For additional features, visit the drawdowns tool.
Volatility
TECK-B.TO vs. XSP.TO - Volatility Comparison
Teck Resources Limited (TECK-B.TO) has a higher volatility of 11.27% compared to iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) at 4.04%. This indicates that TECK-B.TO's price experiences larger fluctuations and is considered to be riskier than XSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.