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

Performance

TYL vs. CSU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Constellation Software Inc. (CSU.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.89%
15.65%
TYL
CSU.TO

Returns By Period

In the year-to-date period, TYL achieves a 42.81% return, which is significantly higher than CSU.TO's 34.71% return. Over the past 10 years, TYL has underperformed CSU.TO with an annualized return of 18.70%, while CSU.TO has yielded a comparatively higher 32.49% annualized return.


TYL

YTD

42.81%

1M

1.21%

6M

22.07%

1Y

42.96%

5Y (annualized)

15.98%

10Y (annualized)

18.70%

CSU.TO

YTD

34.71%

1M

-0.23%

6M

19.73%

1Y

40.36%

5Y (annualized)

29.42%

10Y (annualized)

32.49%

Fundamentals


TYLCSU.TO
Market Cap$26.50BCA$94.40B
EPS$5.45CA$42.76
PE Ratio113.60104.17
PEG Ratio2.781.21
Total Revenue (TTM)$2.08BCA$7.14B
Gross Profit (TTM)$860.57MCA$6.35B
EBITDA (TTM)$437.91MCA$1.41B

Key characteristics


TYLCSU.TO
Sharpe Ratio1.891.91
Sortino Ratio3.082.53
Omega Ratio1.381.32
Calmar Ratio1.553.64
Martin Ratio13.7311.94
Ulcer Index3.13%3.49%
Daily Std Dev22.74%21.83%
Max Drawdown-90.10%-25.93%
Current Drawdown-4.19%-3.33%

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Correlation

-0.50.00.51.00.3

The correlation between TYL and CSU.TO is 0.29, 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.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) 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.


Sharpe ratio
The chart of Sharpe ratio for TYL, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.981.51
The chart of Sortino ratio for TYL, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.212.06
The chart of Omega ratio for TYL, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.26
The chart of Calmar ratio for TYL, currently valued at 1.62, compared to the broader market0.002.004.006.001.623.25
The chart of Martin ratio for TYL, currently valued at 14.49, compared to the broader market0.0010.0020.0030.0014.498.78
TYL
CSU.TO

The current TYL Sharpe Ratio is 1.89, which is comparable to the CSU.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TYL 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.98
1.51
TYL
CSU.TO

Dividends

TYL vs. CSU.TO - Dividend Comparison

TYL has not paid dividends to shareholders, while CSU.TO's dividend yield for the trailing twelve months is around 0.12%.


TTM20232022202120202019201820172016201520142013
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

TYL vs. CSU.TO - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, 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 TYL and CSU.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.19%
-4.74%
TYL
CSU.TO

Volatility

TYL vs. CSU.TO - Volatility Comparison

Tyler Technologies, Inc. (TYL) and Constellation Software Inc. (CSU.TO) have volatilities of 7.15% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.15%
6.88%
TYL
CSU.TO

Financials

TYL vs. CSU.TO - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, Inc. 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


Please note, different currencies. TYL values in USD, CSU.TO values in CAD