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
Key characteristics
TFII:
-1.26
^GSPC:
0.24
TFII:
-1.88
^GSPC:
0.47
TFII:
0.73
^GSPC:
1.07
TFII:
-0.91
^GSPC:
0.24
TFII:
-2.31
^GSPC:
1.08
TFII:
21.20%
^GSPC:
4.25%
TFII:
39.01%
^GSPC:
19.00%
TFII:
-73.66%
^GSPC:
-56.78%
TFII:
-51.31%
^GSPC:
-14.02%
Returns By Period
In the year-to-date period, TFII achieves a -42.11% return, which is significantly lower than ^GSPC's -10.18% return. Over the past 10 years, TFII has outperformed ^GSPC with an annualized return of 19.07%, while ^GSPC has yielded a comparatively lower 9.70% annualized return.
TFII
-42.11%
-5.93%
-43.02%
-44.29%
27.74%
19.07%
^GSPC
-10.18%
-6.92%
-9.92%
5.42%
12.98%
9.70%
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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 18.00% compared to S&P 500 (^GSPC) at 13.60%. 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.