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TOI.V vs. FFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TOI.VFFH.TO
YTD Return38.50%56.95%
1Y Return31.62%56.82%
3Y Return (Ann)-3.41%58.09%
Sharpe Ratio1.222.47
Sortino Ratio1.843.02
Omega Ratio1.221.46
Calmar Ratio0.935.03
Martin Ratio5.9421.19
Ulcer Index5.90%3.08%
Daily Std Dev28.67%26.46%
Max Drawdown-55.36%-88.18%
Current Drawdown-13.62%0.00%

Fundamentals


TOI.VFFH.TO
Market CapCA$10.07BCA$43.03B
EPSCA$1.48CA$247.33
PE Ratio81.917.63
Total Revenue (TTM)CA$927.41MCA$21.10B
Gross Profit (TTM)CA$326.32MCA$22.66B

Correlation

-0.50.00.51.00.2

The correlation between TOI.V and FFH.TO is 0.17, 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

TOI.V vs. FFH.TO - Performance Comparison

In the year-to-date period, TOI.V achieves a 38.50% return, which is significantly lower than FFH.TO's 56.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
19.18%
TOI.V
FFH.TO

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TOI.V vs. FFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Topicus.com Inc. (TOI.V) and Fairfax Financial Holdings Limited (FFH.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.


TOI.V
Sharpe ratio
The chart of Sharpe ratio for TOI.V, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.14
Sortino ratio
The chart of Sortino ratio for TOI.V, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.76
Omega ratio
The chart of Omega ratio for TOI.V, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for TOI.V, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for TOI.V, currently valued at 5.56, compared to the broader market0.0010.0020.0030.005.56
FFH.TO
Sharpe ratio
The chart of Sharpe ratio for FFH.TO, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.37
Sortino ratio
The chart of Sortino ratio for FFH.TO, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.90
Omega ratio
The chart of Omega ratio for FFH.TO, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for FFH.TO, currently valued at 4.80, compared to the broader market0.002.004.006.004.80
Martin ratio
The chart of Martin ratio for FFH.TO, currently valued at 20.02, compared to the broader market0.0010.0020.0030.0020.02

TOI.V vs. FFH.TO - Sharpe Ratio Comparison

The current TOI.V Sharpe Ratio is 1.22, which is lower than the FFH.TO Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of TOI.V and FFH.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.14
2.37
TOI.V
FFH.TO

Dividends

TOI.V vs. FFH.TO - Dividend Comparison

TOI.V's dividend yield for the trailing twelve months is around 2.76%, more than FFH.TO's 0.79% yield.


TTM20232022202120202019201820172016201520142013
TOI.V
Topicus.com Inc.
2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFH.TO
Fairfax Financial Holdings Limited
0.79%0.82%1.25%1.60%2.30%1.64%1.66%1.49%1.54%1.52%1.64%2.33%

Drawdowns

TOI.V vs. FFH.TO - Drawdown Comparison

The maximum TOI.V drawdown since its inception was -55.36%, smaller than the maximum FFH.TO drawdown of -88.18%. Use the drawdown chart below to compare losses from any high point for TOI.V and FFH.TO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.73%
0
TOI.V
FFH.TO

Volatility

TOI.V vs. FFH.TO - Volatility Comparison

The current volatility for Topicus.com Inc. (TOI.V) is 6.82%, while Fairfax Financial Holdings Limited (FFH.TO) has a volatility of 10.95%. This indicates that TOI.V experiences smaller price fluctuations and is considered to be less risky than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
6.82%
10.95%
TOI.V
FFH.TO

Financials

TOI.V vs. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between Topicus.com Inc. and Fairfax Financial Holdings Limited. 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



Values in CAD except per share items