TFII vs. ^GSPC
Compare and contrast key facts about TFI International Inc (TFII) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFII or ^GSPC.
Correlation
The correlation between TFII and ^GSPC is 0.35, 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.
Performance
TFII vs. ^GSPC - Performance Comparison
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Key characteristics
TFII:
-0.80
^GSPC:
0.63
TFII:
-1.01
^GSPC:
1.04
TFII:
0.85
^GSPC:
1.15
TFII:
-0.60
^GSPC:
0.68
TFII:
-1.32
^GSPC:
2.59
TFII:
24.50%
^GSPC:
4.94%
TFII:
40.26%
^GSPC:
19.64%
TFII:
-73.66%
^GSPC:
-56.78%
TFII:
-42.56%
^GSPC:
-4.09%
Returns By Period
In the year-to-date period, TFII achieves a -31.70% return, which is significantly lower than ^GSPC's 0.19% return. Over the past 10 years, TFII has outperformed ^GSPC with an annualized return of 21.92%, while ^GSPC has yielded a comparatively lower 10.78% annualized return.
TFII
-31.70%
15.59%
-37.43%
-31.99%
30.17%
21.92%
^GSPC
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
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Risk-Adjusted Performance
TFII vs. ^GSPC — Risk-Adjusted Performance Rank
TFII
^GSPC
TFII vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TFI International Inc (TFII) and S&P 500 (^GSPC). 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.
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Drawdowns
TFII vs. ^GSPC - Drawdown Comparison
The maximum TFII drawdown since its inception was -73.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TFII and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
TFII vs. ^GSPC - Volatility Comparison
TFI International Inc (TFII) has a higher volatility of 13.81% compared to S&P 500 (^GSPC) at 6.15%. This indicates that TFII's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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