TLX.DE vs. IFC.TO
Compare and contrast key facts about Talanx AG (TLX.DE) and Intact Financial Corporation (IFC.TO).
Performance
TLX.DE vs. IFC.TO - Performance Comparison
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TLX.DE vs. IFC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLX.DE Talanx AG | -3.60% | 42.18% | 31.37% | 52.71% | 8.62% | 39.61% | -24.76% | 54.54% | -9.07% | 11.56% |
IFC.TO Intact Financial Corporation | -12.64% | 2.72% | 28.62% | 6.11% | 19.96% | 20.59% | 2.96% | 55.80% | -6.17% | 5.14% |
Different Trading Currencies
TLX.DE is traded in EUR, while IFC.TO is traded in CAD. To make them comparable, the IFC.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TLX.DE achieves a -3.60% return, which is significantly higher than IFC.TO's -12.64% return. Over the past 10 years, TLX.DE has outperformed IFC.TO with an annualized return of 18.57%, while IFC.TO has yielded a comparatively lower 12.22% annualized return.
TLX.DE
- 1D
- 1.11%
- 1M
- 6.92%
- YTD
- -3.60%
- 6M
- -1.70%
- 1Y
- 14.89%
- 3Y*
- 41.96%
- 5Y*
- 29.62%
- 10Y*
- 18.57%
IFC.TO
- 1D
- 1.29%
- 1M
- -5.45%
- YTD
- -12.64%
- 6M
- -5.07%
- 1Y
- -18.69%
- 3Y*
- 6.78%
- 5Y*
- 9.97%
- 10Y*
- 12.22%
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Return for Risk
TLX.DE vs. IFC.TO — Risk / Return Rank
TLX.DE
IFC.TO
TLX.DE vs. IFC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talanx AG (TLX.DE) and Intact Financial Corporation (IFC.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.
| TLX.DE | IFC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | -0.90 | +1.46 |
Sortino ratioReturn per unit of downside risk | 0.98 | -1.17 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.86 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | -0.82 | +1.74 |
Martin ratioReturn relative to average drawdown | 1.75 | -1.38 | +3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLX.DE | IFC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.90 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.55 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.74 | +0.04 |
Correlation
The correlation between TLX.DE and IFC.TO is 0.19, 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.
Dividends
TLX.DE vs. IFC.TO - Dividend Comparison
TLX.DE's dividend yield for the trailing twelve months is around 2.46%, more than IFC.TO's 2.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLX.DE Talanx AG | 2.46% | 2.37% | 2.86% | 3.09% | 3.61% | 3.53% | 4.72% | 3.28% | 4.70% | 3.96% | 4.09% | 4.38% |
IFC.TO Intact Financial Corporation | 2.21% | 1.86% | 1.85% | 2.16% | 2.05% | 2.07% | 2.20% | 2.16% | 2.82% | 2.44% | 2.41% | 2.39% |
Drawdowns
TLX.DE vs. IFC.TO - Drawdown Comparison
The maximum TLX.DE drawdown since its inception was -53.74%, which is greater than IFC.TO's maximum drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for TLX.DE and IFC.TO.
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Drawdown Indicators
| TLX.DE | IFC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -53.53% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -18.11% | -21.67% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.22% | -21.67% | +0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -53.74% | -30.57% | -23.17% |
Current DrawdownCurrent decline from peak | -11.32% | -20.74% | +9.42% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -8.84% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.59% | 12.27% | -2.68% |
Volatility
TLX.DE vs. IFC.TO - Volatility Comparison
Talanx AG (TLX.DE) has a higher volatility of 9.15% compared to Intact Financial Corporation (IFC.TO) at 7.17%. This indicates that TLX.DE's price experiences larger fluctuations and is considered to be riskier than IFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLX.DE | IFC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 7.17% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 14.94% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.38% | 20.91% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 18.34% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 20.58% | +4.24% |
Financials
TLX.DE vs. IFC.TO - Financials Comparison
This section allows you to compare key financial metrics between Talanx AG and Intact Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities