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

Key characteristics


TOI.VWSP.TO
YTD Return38.50%35.68%
1Y Return31.62%34.74%
3Y Return (Ann)-3.41%14.76%
Sharpe Ratio1.222.06
Sortino Ratio1.842.62
Omega Ratio1.221.37
Calmar Ratio0.933.11
Martin Ratio5.947.76
Ulcer Index5.90%4.81%
Daily Std Dev28.67%18.12%
Max Drawdown-55.36%-39.02%
Current Drawdown-13.62%-0.16%

Fundamentals


TOI.VWSP.TO
Market CapCA$10.07BCA$31.03B
EPSCA$1.48CA$4.78
PE Ratio81.9152.06
Total Revenue (TTM)CA$927.41MCA$11.24B
Gross Profit (TTM)CA$326.32MCA$1.74B

Correlation

-0.50.00.51.00.3

The correlation between TOI.V and WSP.TO is 0.26, 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. WSP.TO - Performance Comparison

In the year-to-date period, TOI.V achieves a 38.50% return, which is significantly higher than WSP.TO's 35.68% 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%
12.58%
TOI.V
WSP.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. WSP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Topicus.com Inc. (TOI.V) and WSP Global Inc. (WSP.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
WSP.TO
Sharpe ratio
The chart of Sharpe ratio for WSP.TO, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.84
Sortino ratio
The chart of Sortino ratio for WSP.TO, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.002.40
Omega ratio
The chart of Omega ratio for WSP.TO, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for WSP.TO, currently valued at 2.81, compared to the broader market0.002.004.006.002.81
Martin ratio
The chart of Martin ratio for WSP.TO, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

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

The current TOI.V Sharpe Ratio is 1.22, which is lower than the WSP.TO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of TOI.V and WSP.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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.14
1.84
TOI.V
WSP.TO

Dividends

TOI.V vs. WSP.TO - Dividend Comparison

TOI.V's dividend yield for the trailing twelve months is around 2.76%, more than WSP.TO's 0.60% 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%
WSP.TO
WSP Global Inc.
0.60%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%4.19%4.65%

Drawdowns

TOI.V vs. WSP.TO - Drawdown Comparison

The maximum TOI.V drawdown since its inception was -55.36%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for TOI.V and WSP.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%
-1.06%
TOI.V
WSP.TO

Volatility

TOI.V vs. WSP.TO - Volatility Comparison

Topicus.com Inc. (TOI.V) has a higher volatility of 6.82% compared to WSP Global Inc. (WSP.TO) at 2.68%. This indicates that TOI.V's price experiences larger fluctuations and is considered to be riskier than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.82%
2.68%
TOI.V
WSP.TO

Financials

TOI.V vs. WSP.TO - Financials Comparison

This section allows you to compare key financial metrics between Topicus.com Inc. and WSP Global 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



Values in CAD except per share items