TOY.TO vs. ^GSPC

Last updated Jun 6, 2026

TOY.TO (Spin Master Corp.) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.25 correlation, their price movements are largely independent.

Performance

TOY.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Spin Master Corp. (TOY.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

TOY.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TOY.TO achieves a -0.01% return, which is significantly lower than ^GSPC's 9.56% return.

TOY.TO

• 1D: 0.53%
• 1M: -6.98%
• YTD: -0.01%
• 6M: -6.84%
• 1Y: -19.01%
• 3Y*: -17.05%
• 5Y*: -13.15%
• 10Y*: -2.74%

^GSPC

• 1D: -2.44%
• 1M: 2.49%
• YTD: 9.56%
• 6M: 8.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TOY.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
TOY.TO Spin Master Corp.	-0.01%	-18.08%
^GSPC S&P 500 Index	9.56%	14.36%

Correlation

The correlation between TOY.TO and ^GSPC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.25

Return for Risk

TOY.TO vs. ^GSPC — Risk / Return Rank

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

TOY.TO

TOY.TO Risk / Return Rank: 19
TOY.TO Sharpe Ratio Rank: 16
TOY.TO Sortino Ratio Rank: 15
TOY.TO Omega Ratio Rank: 17
TOY.TO Calmar Ratio Rank: 21
TOY.TO Martin Ratio Rank: 26

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.

TOY.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spin Master Corp. (TOY.TO) and S&P 500 Index (^GSPC). 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.

	TOY.TO	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	—	—
Sortino ratio: Return per unit of downside risk	-0.76	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.58	—	—
Martin ratio: Return relative to average drawdown	-0.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TOY.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	2.14	-2.12

Drawdowns

TOY.TO vs. ^GSPC - Drawdown Comparison

The maximum TOY.TO drawdown since its inception was -83.10%, which is greater than ^GSPC's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for TOY.TO and ^GSPC.

Drawdown Indicators

	TOY.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-83.10%	-8.86%	-74.24%
Max Drawdown (1Y) Largest decline over 1 year	-32.65%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-51.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-63.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.10%	—	—
Current Drawdown Current decline from peak	-66.33%	-2.44%	-63.89%
Average Drawdown Average peak-to-trough decline	-31.96%	-1.45%	-30.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.16%	—	—

Volatility

Volatility by Period

	TOY.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.46%	11.95%	+20.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.23%	11.95%	+22.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.19%	11.95%	+27.24%

Frequently Asked Questions

Can I hold both TOY.TO and ^GSPC in my portfolio?

TOY.TO and ^GSPC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.