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TRI.TO vs. CSU.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TRI.TOCSU.TO
YTD Return22.93%39.34%
1Y Return30.43%49.96%
3Y Return (Ann)19.58%29.04%
5Y Return (Ann)23.56%30.71%
10Y Return (Ann)22.33%32.86%
Sharpe Ratio1.832.20
Sortino Ratio2.992.86
Omega Ratio1.361.37
Calmar Ratio3.124.20
Martin Ratio8.3813.82
Ulcer Index3.61%3.48%
Daily Std Dev16.50%21.83%
Max Drawdown-60.90%-25.93%
Current Drawdown-1.58%0.00%

Fundamentals


TRI.TOCSU.TO
Market CapCA$106.41BCA$94.40B
EPSCA$6.86CA$42.76
PE Ratio34.48104.17
PEG Ratio3.641.21
Total Revenue (TTM)CA$5.44BCA$7.14B
Gross Profit (TTM)CA$2.69BCA$6.35B
EBITDA (TTM)CA$1.80BCA$1.41B

Correlation

-0.50.00.51.00.4

The correlation between TRI.TO and CSU.TO is 0.37, 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

TRI.TO vs. CSU.TO - Performance Comparison

In the year-to-date period, TRI.TO achieves a 22.93% return, which is significantly lower than CSU.TO's 39.34% return. Over the past 10 years, TRI.TO has underperformed CSU.TO with an annualized return of 22.33%, while CSU.TO has yielded a comparatively higher 32.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
-1.19%
20.87%
TRI.TO
CSU.TO

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Risk-Adjusted Performance

TRI.TO vs. CSU.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corporation (TRI.TO) and Constellation Software Inc. (CSU.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.


TRI.TO
Sharpe ratio
The chart of Sharpe ratio for TRI.TO, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.62
Sortino ratio
The chart of Sortino ratio for TRI.TO, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for TRI.TO, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for TRI.TO, currently valued at 2.70, compared to the broader market0.002.004.006.002.70
Martin ratio
The chart of Martin ratio for TRI.TO, currently valued at 7.36, compared to the broader market0.0010.0020.0030.007.36
CSU.TO
Sharpe ratio
The chart of Sharpe ratio for CSU.TO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.99
Sortino ratio
The chart of Sortino ratio for CSU.TO, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for CSU.TO, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for CSU.TO, currently valued at 4.25, compared to the broader market0.002.004.006.004.25
Martin ratio
The chart of Martin ratio for CSU.TO, currently valued at 11.72, compared to the broader market0.0010.0020.0030.0011.72

TRI.TO vs. CSU.TO - Sharpe Ratio Comparison

The current TRI.TO Sharpe Ratio is 1.83, which is comparable to the CSU.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TRI.TO and CSU.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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.62
1.99
TRI.TO
CSU.TO

Dividends

TRI.TO vs. CSU.TO - Dividend Comparison

TRI.TO's dividend yield for the trailing twelve months is around 1.22%, more than CSU.TO's 0.12% yield.


TTM20232022202120202019201820172016201520142013
TRI.TO
Thomson Reuters Corporation
0.94%4.69%1.55%1.39%2.03%1.07%19.64%2.52%3.19%1.63%3.23%3.45%
CSU.TO
Constellation Software Inc.
0.12%0.16%0.25%0.22%0.33%2.78%0.66%0.74%0.94%0.99%1.42%2.01%

Drawdowns

TRI.TO vs. CSU.TO - Drawdown Comparison

The maximum TRI.TO drawdown since its inception was -60.90%, which is greater than CSU.TO's maximum drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for TRI.TO and CSU.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.90%
-0.79%
TRI.TO
CSU.TO

Volatility

TRI.TO vs. CSU.TO - Volatility Comparison

The current volatility for Thomson Reuters Corporation (TRI.TO) is 5.86%, while Constellation Software Inc. (CSU.TO) has a volatility of 6.22%. This indicates that TRI.TO experiences smaller price fluctuations and is considered to be less risky than CSU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.86%
6.22%
TRI.TO
CSU.TO

Financials

TRI.TO vs. CSU.TO - Financials Comparison

This section allows you to compare key financial metrics between Thomson Reuters Corporation and Constellation Software 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