TFII vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about TFI International Inc (TFII) and S&P 500 Index (^GSPC).

Performance

TFII vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFI International Inc (TFII) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TFII vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFII TFI International Inc	7.66%	-21.92%	0.50%	37.25%	-9.48%	119.61%	56.24%	33.50%	6.69%	-1.61%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TFII achieves a 7.66% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, TFII has outperformed ^GSPC with an annualized return of 22.98%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

TFII

• 1D: 1.97%
• 1M: -6.40%
• YTD: 7.66%
• 6M: 25.90%
• 1Y: 46.06%
• 3Y*: -0.96%
• 5Y*: 9.11%
• 10Y*: 22.98%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TFII vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFII

TFII Risk / Return Rank: 76
TFII Sharpe Ratio Rank: 77
TFII Sortino Ratio Rank: 73
TFII Omega Ratio Rank: 70
TFII Calmar Ratio Rank: 78
TFII Martin Ratio Rank: 81

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

TFII vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TFI International Inc (TFII) and S&P 500 Index (^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.

	TFII	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.15	0.92	+0.23
Sortino ratio Return per unit of downside risk	1.79	1.41	+0.38
Omega ratio Gain probability vs. loss probability	1.22	1.21	0.00
Calmar ratio Return relative to maximum drawdown	2.14	1.41	+0.72
Martin ratio Return relative to average drawdown	6.68	6.61	+0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFII vs. ^GSPC - Sharpe Ratio Comparison

The current TFII Sharpe Ratio is 1.15, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TFII and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TFII	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	0.92	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.61	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.68	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.46	+0.04

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.

Drawdowns

TFII vs. ^GSPC - Drawdown Comparison

The maximum TFII drawdown since its inception was -73.62%, 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.

Drawdown Indicators

	TFII	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-73.62%	-56.78%	-16.84%
Max Drawdown (1Y) Largest decline over 1 year	-21.41%	-12.14%	-9.27%
Max Drawdown (5Y) Largest decline over 5 years	-53.82%	-25.43%	-28.39%
Max Drawdown (10Y) Largest decline over 10 years	-53.82%	-33.92%	-19.90%
Current Drawdown Current decline from peak	-29.30%	-5.78%	-23.52%
Average Drawdown Average peak-to-trough decline	-14.86%	-10.75%	-4.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.85%	2.60%	+4.25%

Volatility

TFII vs. ^GSPC - Volatility Comparison

TFI International Inc (TFII) has a higher volatility of 12.37% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	TFII	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.37%	5.37%	+7.00%
Volatility (6M) Calculated over the trailing 6-month period	27.38%	9.55%	+17.83%
Volatility (1Y) Calculated over the trailing 1-year period	40.25%	18.33%	+21.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.02%	16.90%	+20.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.55%	18.05%	+18.50%