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 0.34, 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.
Performance
TFII vs. ^GSPC - Performance Comparison
Key characteristics
TFII:
-0.99
^GSPC:
1.62
TFII:
-1.24
^GSPC:
2.20
TFII:
0.80
^GSPC:
1.30
TFII:
-0.82
^GSPC:
2.46
TFII:
-2.66
^GSPC:
10.01
TFII:
12.67%
^GSPC:
2.08%
TFII:
34.15%
^GSPC:
12.88%
TFII:
-73.66%
^GSPC:
-56.78%
TFII:
-41.04%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, TFII achieves a -29.89% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, TFII has outperformed ^GSPC with an annualized return of 22.33%, while ^GSPC has yielded a comparatively lower 11.04% annualized return.
TFII
-29.89%
-29.77%
-36.52%
-35.16%
23.44%
22.33%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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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.
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.
Volatility
TFII vs. ^GSPC - Volatility Comparison
TFI International Inc (TFII) has a higher volatility of 24.41% compared to S&P 500 (^GSPC) at 3.43%. 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.