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TIT.MI vs. EXE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TIT.MI vs. EXE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Telecom Italia S.p.A. (TIT.MI) and Extendicare Inc. (EXE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TIT.MI is traded in EUR, while EXE.TO is traded in CAD. To make them comparable, the EXE.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TIT.MI achieves a 41.65% return, which is significantly lower than EXE.TO's 49.74% return. Over the past 10 years, TIT.MI has underperformed EXE.TO with an annualized return of -0.99%, while EXE.TO has yielded a comparatively higher 20.25% annualized return.


TIT.MI

1D
-0.44%
1M
10.98%
YTD
41.65%
6M
46.85%
1Y
93.41%
3Y*
42.35%
5Y*
10.78%
10Y*
-0.99%

EXE.TO

1D
3.13%
1M
3.51%
YTD
49.74%
6M
54.13%
1Y
118.16%
3Y*
65.90%
5Y*
36.04%
10Y*
20.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIT.MI vs. EXE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIT.MI
Telecom Italia S.p.A.
41.65%108.35%-16.18%36.01%-50.18%17.75%-30.34%15.13%-32.92%-13.92%
EXE.TO
Extendicare Inc.
49.74%92.21%52.09%18.36%-4.74%26.96%-20.36%51.32%-28.63%-8.82%

Correlation

The correlation between TIT.MI and EXE.TO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2012

0.16

The correlation between TIT.MI and EXE.TO shifts across timeframes, from 0.06 (3 years) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TIT.MI vs. EXE.TO — Risk / Return Rank

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

TIT.MI
TIT.MI Risk / Return Rank: 9494
Overall Rank
TIT.MI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TIT.MI Sortino Ratio Rank: 9393
Sortino Ratio Rank
TIT.MI Omega Ratio Rank: 9393
Omega Ratio Rank
TIT.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
TIT.MI Martin Ratio Rank: 9595
Martin Ratio Rank

EXE.TO
EXE.TO Risk / Return Rank: 9797
Overall Rank
EXE.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EXE.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
EXE.TO Omega Ratio Rank: 9797
Omega Ratio Rank
EXE.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
EXE.TO Martin Ratio Rank: 9797
Martin Ratio Rank
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.

TIT.MI vs. EXE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A. (TIT.MI) and Extendicare Inc. (EXE.TO). 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.


TIT.MIEXE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.50

1.64

-0.13

Calmar ratioReturn relative to maximum drawdown

7.17

7.31

-0.14

Martin ratioReturn relative to average drawdown

20.42

19.50

+0.92

TIT.MI vs. EXE.TO - Sharpe Ratio Comparison

The current TIT.MI Sharpe Ratio is 3.17, which is comparable to the EXE.TO Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of TIT.MI and EXE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TIT.MIEXE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

3.57

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

1.45

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.74

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.54

-0.42

Drawdowns

TIT.MI vs. EXE.TO - Drawdown Comparison

The maximum TIT.MI drawdown since its inception was -94.85%, which is greater than EXE.TO's maximum drawdown of -50.03%. Use the drawdown chart below to compare losses from any high point for TIT.MI and EXE.TO.


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Drawdown Indicators


TIT.MIEXE.TODifference

Max Drawdown

Largest peak-to-trough decline

-94.85%

-50.03%

-44.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-16.26%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-35.26%

-21.74%

-13.52%

Max Drawdown (5Y)

Largest decline over 5 years

-65.55%

-26.52%

-39.03%

Max Drawdown (10Y)

Largest decline over 10 years

-80.31%

-50.03%

-30.28%

Current Drawdown

Current decline from peak

-78.11%

-8.22%

-69.89%

Average Drawdown

Average peak-to-trough decline

-54.19%

-14.19%

-40.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

6.23%

-1.66%

Volatility

TIT.MI vs. EXE.TO - Volatility Comparison

The current volatility for Telecom Italia S.p.A. (TIT.MI) is 5.30%, while Extendicare Inc. (EXE.TO) has a volatility of 14.85%. This indicates that TIT.MI experiences smaller price fluctuations and is considered to be less risky than EXE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIT.MIEXE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

14.85%

-9.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

23.87%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.46%

33.40%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.49%

25.07%

+15.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.98%

27.42%

+10.56%

Dividends

TIT.MI vs. EXE.TO - Dividend Comparison

TIT.MI has not paid dividends to shareholders, while EXE.TO's dividend yield for the trailing twelve months is around 1.61%.


PositionTTM20252024202320222021202020192018201720162015
EXE.TO
Extendicare Inc.
1.61%2.34%4.52%6.59%7.32%6.58%7.23%5.69%7.56%5.25%4.86%4.97%
TIT.MI
Telecom Italia S.p.A.
0.00%0.00%0.00%0.00%0.00%2.30%2.65%0.00%0.00%0.00%0.00%0.00%

Financials

TIT.MI vs. EXE.TO - Financials Comparison

This section allows you to compare key financial metrics between Telecom Italia S.p.A. and Extendicare Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. TIT.MI values in EUR, EXE.TO values in CAD

Frequently Asked Questions


TIT.MI and EXE.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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