TFII vs. ^GSPC

In the year-to-date period, TFII achieves a -38.51% return, which is significantly lower than ^GSPC's -0.86% return. Over the past 10 years, TFII has outperformed ^GSPC with an annualized return of 20.35%, while ^GSPC has yielded a comparatively lower 10.67% annualized return.

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

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.

The current TFII Sharpe Ratio is -0.99, which is lower than the ^GSPC Sharpe Ratio of 0.60. 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.

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.

TFI International Inc (TFII) has a higher volatility of 11.69% compared to S&P 500 (^GSPC) at 6.20%. 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.