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TFII.TO vs. MFC.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TFII.TOMFC.TO
YTD Return-0.72%11.77%
1Y Return23.87%26.63%
3Y Return (Ann)19.76%10.97%
5Y Return (Ann)34.67%9.64%
10Y Return (Ann)24.87%8.07%
Sharpe Ratio0.811.43
Daily Std Dev28.18%18.18%
Max Drawdown-79.76%-99.98%
Current Drawdown-18.82%-99.83%

Fundamentals


TFII.TOMFC.TO
Market CapCA$15.89BCA$57.91B
EPSCA$7.95CA$2.61
PE Ratio23.6312.29
Revenue (TTM)CA$7.54BCA$27.25B
Gross Profit (TTM)CA$1.86BCA$17.65B
EBITDA (TTM)CA$1.04BCA$8.36B

Correlation

-0.50.00.51.00.4

The correlation between TFII.TO and MFC.TO is 0.41, 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

TFII.TO vs. MFC.TO - Performance Comparison

In the year-to-date period, TFII.TO achieves a -0.72% return, which is significantly lower than MFC.TO's 11.77% return. Over the past 10 years, TFII.TO has outperformed MFC.TO with an annualized return of 24.87%, while MFC.TO has yielded a comparatively lower 8.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchAprilMay
10,430.90%
326.78%
TFII.TO
MFC.TO

Compare stocks, funds, or ETFs

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


TFI International Inc.

Manulife Financial Corporation

Risk-Adjusted Performance

TFII.TO vs. MFC.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TFI International Inc. (TFII.TO) and Manulife Financial Corporation (MFC.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.


TFII.TO
Sharpe ratio
The chart of Sharpe ratio for TFII.TO, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.004.000.72
Sortino ratio
The chart of Sortino ratio for TFII.TO, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.18
Omega ratio
The chart of Omega ratio for TFII.TO, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for TFII.TO, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for TFII.TO, currently valued at 2.58, compared to the broader market-10.000.0010.0020.0030.002.58
MFC.TO
Sharpe ratio
The chart of Sharpe ratio for MFC.TO, currently valued at 1.16, compared to the broader market-2.00-1.000.001.002.003.004.001.16
Sortino ratio
The chart of Sortino ratio for MFC.TO, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for MFC.TO, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for MFC.TO, currently valued at 0.65, compared to the broader market0.002.004.006.000.65
Martin ratio
The chart of Martin ratio for MFC.TO, currently valued at 4.83, compared to the broader market-10.000.0010.0020.0030.004.83

TFII.TO vs. MFC.TO - Sharpe Ratio Comparison

The current TFII.TO Sharpe Ratio is 0.81, which is lower than the MFC.TO Sharpe Ratio of 1.43. The chart below compares the 12-month rolling Sharpe Ratio of TFII.TO and MFC.TO.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
0.72
1.16
TFII.TO
MFC.TO

Dividends

TFII.TO vs. MFC.TO - Dividend Comparison

TFII.TO's dividend yield for the trailing twelve months is around 0.84%, less than MFC.TO's 3.40% yield.


TTM20232022202120202019201820172016201520142013
TFII.TO
TFI International Inc.
0.84%0.80%0.86%0.68%1.63%2.24%2.46%2.37%2.01%2.88%2.04%2.12%
MFC.TO
Manulife Financial Corporation
3.40%3.67%4.21%3.88%3.69%2.86%3.64%2.60%2.36%2.46%3.12%2.39%

Drawdowns

TFII.TO vs. MFC.TO - Drawdown Comparison

The maximum TFII.TO drawdown since its inception was -79.76%, smaller than the maximum MFC.TO drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for TFII.TO and MFC.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-19.82%
-11.72%
TFII.TO
MFC.TO

Volatility

TFII.TO vs. MFC.TO - Volatility Comparison

TFI International Inc. (TFII.TO) has a higher volatility of 9.95% compared to Manulife Financial Corporation (MFC.TO) at 5.08%. This indicates that TFII.TO's price experiences larger fluctuations and is considered to be riskier than MFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.95%
5.08%
TFII.TO
MFC.TO

Financials

TFII.TO vs. MFC.TO - Financials Comparison

This section allows you to compare key financial metrics between TFI International Inc. and Manulife Financial Corporation. 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 CAD except per share items