TRI.TO vs. FDS
Compare and contrast key facts about Thomson Reuters Corporation (TRI.TO) and FactSet Research Systems Inc. (FDS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRI.TO or FDS.
Key characteristics
| TRI.TO | FDS | |
|---|---|---|
| YTD Return | 19.61% | -2.50% |
| 1Y Return | 33.47% | 5.04% |
| 3Y Return (Ann) | 19.47% | 2.01% |
| 5Y Return (Ann) | 24.31% | 13.52% |
| 10Y Return (Ann) | 22.22% | 14.35% |
| Sharpe Ratio | 2.05 | 0.26 |
| Sortino Ratio | 3.32 | 0.48 |
| Omega Ratio | 1.40 | 1.06 |
| Calmar Ratio | 3.43 | 0.29 |
| Martin Ratio | 9.28 | 0.55 |
| Ulcer Index | 3.60% | 9.79% |
| Daily Std Dev | 16.31% | 20.82% |
| Max Drawdown | -60.90% | -58.96% |
| Current Drawdown | -4.24% | -4.87% |
Fundamentals
| TRI.TO | FDS | |
|---|---|---|
| Market Cap | CA$103.49B | $17.54B |
| EPS | CA$7.16 | $13.90 |
| PE Ratio | 32.04 | 33.22 |
| PEG Ratio | 3.64 | 2.33 |
| Total Revenue (TTM) | CA$5.44B | $2.20B |
| Gross Profit (TTM) | CA$2.69B | $1.19B |
| EBITDA (TTM) | CA$1.80B | $867.01M |
Correlation
The correlation between TRI.TO and FDS is 0.31, 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. FDS - Performance Comparison
In the year-to-date period, TRI.TO achieves a 19.61% return, which is significantly higher than FDS's -2.50% return. Over the past 10 years, TRI.TO has outperformed FDS with an annualized return of 22.22%, while FDS has yielded a comparatively lower 14.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRI.TO vs. FDS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corporation (TRI.TO) and FactSet Research Systems Inc. (FDS). 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.
Dividends
TRI.TO vs. FDS - Dividend Comparison
TRI.TO's dividend yield for the trailing twelve months is around 1.25%, more than FDS's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI.TO Thomson Reuters Corporation | 1.25% | 4.69% | 1.55% | 1.39% | 2.03% | 1.07% | 19.64% | 2.52% | 3.19% | 1.63% | 3.23% | 3.45% |
FDS FactSet Research Systems Inc. | 0.87% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% | 1.25% |
Drawdowns
TRI.TO vs. FDS - Drawdown Comparison
The maximum TRI.TO drawdown since its inception was -60.90%, roughly equal to the maximum FDS drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for TRI.TO and FDS. For additional features, visit the drawdowns tool.
Volatility
TRI.TO vs. FDS - Volatility Comparison
The current volatility for Thomson Reuters Corporation (TRI.TO) is 3.53%, while FactSet Research Systems Inc. (FDS) has a volatility of 4.28%. This indicates that TRI.TO experiences smaller price fluctuations and is considered to be less risky than FDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TRI.TO vs. FDS - Financials Comparison
This section allows you to compare key financial metrics between Thomson Reuters Corporation and FactSet Research Systems 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.
Total Revenue: Total amount of money received from sales and other business activities