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TOU.TO vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TOU.TOVTI
YTD Return11.73%4.76%
1Y Return18.87%22.66%
3Y Return (Ann)52.86%6.08%
5Y Return (Ann)33.39%12.42%
10Y Return (Ann)5.37%11.86%
Sharpe Ratio0.701.88
Daily Std Dev26.04%12.15%
Max Drawdown-87.67%-55.45%
Current Drawdown-9.77%-4.72%

Correlation

-0.50.00.51.00.4

The correlation between TOU.TO and VTI is 0.36, 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

TOU.TO vs. VTI - Performance Comparison

In the year-to-date period, TOU.TO achieves a 11.73% return, which is significantly higher than VTI's 4.76% return. Over the past 10 years, TOU.TO has underperformed VTI with an annualized return of 5.37%, while VTI has yielded a comparatively higher 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-5.64%
19.15%
TOU.TO
VTI

Compare stocks, funds, or ETFs

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


Tourmaline Oil Corp.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

TOU.TO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tourmaline Oil Corp. (TOU.TO) and Vanguard Total Stock Market ETF (VTI). 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.


TOU.TO
Sharpe ratio
The chart of Sharpe ratio for TOU.TO, currently valued at 0.75, compared to the broader market-2.00-1.000.001.002.003.000.75
Sortino ratio
The chart of Sortino ratio for TOU.TO, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21
Omega ratio
The chart of Omega ratio for TOU.TO, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for TOU.TO, currently valued at 0.71, compared to the broader market0.001.002.003.004.005.000.71
Martin ratio
The chart of Martin ratio for TOU.TO, currently valued at 2.04, compared to the broader market0.0010.0020.0030.002.04
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.94, compared to the broader market-2.00-1.000.001.002.003.001.94
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.79
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.34, compared to the broader market0.0010.0020.0030.007.34

TOU.TO vs. VTI - Sharpe Ratio Comparison

The current TOU.TO Sharpe Ratio is 0.70, which is lower than the VTI Sharpe Ratio of 1.88. The chart below compares the 12-month rolling Sharpe Ratio of TOU.TO and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.75
1.94
TOU.TO
VTI

Dividends

TOU.TO vs. VTI - Dividend Comparison

TOU.TO's dividend yield for the trailing twelve months is around 7.76%, more than VTI's 1.43% yield.


TTM20232022202120202019201820172016201520142013
TOU.TO
Tourmaline Oil Corp.
7.76%10.99%11.56%3.48%2.91%3.02%2.18%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.43%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TOU.TO vs. VTI - Drawdown Comparison

The maximum TOU.TO drawdown since its inception was -87.67%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TOU.TO and VTI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.29%
-4.72%
TOU.TO
VTI

Volatility

TOU.TO vs. VTI - Volatility Comparison

Tourmaline Oil Corp. (TOU.TO) has a higher volatility of 7.41% compared to Vanguard Total Stock Market ETF (VTI) at 3.36%. This indicates that TOU.TO's price experiences larger fluctuations and is considered to be riskier than VTI 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%NovemberDecember2024FebruaryMarchApril
7.41%
3.36%
TOU.TO
VTI