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WCP.TO vs. PMIF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCP.TO vs. PMIF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Whitecap Resources Inc. (WCP.TO) and PIMCO Monthly Income Fund (Canada) (PMIF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WCP.TO achieves a 34.24% return, which is significantly higher than PMIF.TO's 0.99% return.


WCP.TO

1D
0.93%
1M
-6.77%
YTD
34.24%
6M
35.18%
1Y
77.15%
3Y*
26.87%
5Y*
25.87%
10Y*
10.72%

PMIF.TO

1D
0.22%
1M
1.03%
YTD
0.99%
6M
1.07%
1Y
6.25%
3Y*
6.42%
5Y*
3.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCP.TO vs. PMIF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCP.TO
Whitecap Resources Inc.
34.24%21.33%23.63%-12.27%49.10%59.41%-3.54%37.55%-49.21%-6.98%
PMIF.TO
PIMCO Monthly Income Fund (Canada)
0.99%9.04%5.20%7.55%-6.32%1.90%3.93%7.09%0.59%0.49%

Correlation

The correlation between WCP.TO and PMIF.TO is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2017

-0.01

Over the past year, the inverse relationship between WCP.TO and PMIF.TO has strengthened: their correlation has moved from -0.01 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

WCP.TO vs. PMIF.TO — Risk / Return Rank

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

WCP.TO
WCP.TO Risk / Return Rank: 9494
Overall Rank
WCP.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WCP.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
WCP.TO Omega Ratio Rank: 9292
Omega Ratio Rank
WCP.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
WCP.TO Martin Ratio Rank: 9696
Martin Ratio Rank

PMIF.TO
PMIF.TO Risk / Return Rank: 5555
Overall Rank
PMIF.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PMIF.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
PMIF.TO Omega Ratio Rank: 6262
Omega Ratio Rank
PMIF.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMIF.TO Martin Ratio Rank: 4848
Martin Ratio Rank
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.

WCP.TO vs. PMIF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Whitecap Resources Inc. (WCP.TO) and PIMCO Monthly Income Fund (Canada) (PMIF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WCP.TOPMIF.TODifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.44

1.33

+0.12

Calmar ratioReturn relative to maximum drawdown

6.10

1.95

+4.15

Martin ratioReturn relative to average drawdown

18.82

7.09

+11.73

WCP.TO vs. PMIF.TO - Sharpe Ratio Comparison

The current WCP.TO Sharpe Ratio is 2.79, which is higher than the PMIF.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of WCP.TO and PMIF.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WCP.TO vs. PMIF.TO - Drawdown Comparison

The maximum WCP.TO drawdown since its inception was -94.41%, which is greater than PMIF.TO's maximum drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for WCP.TO and PMIF.TO.


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Drawdown Indicators


WCP.TOPMIF.TODifference

Max Drawdown

Largest peak-to-trough decline

-94.41%

-18.30%

-76.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-3.22%

-9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-3.98%

-29.25%

Max Drawdown (5Y)

Largest decline over 5 years

-35.36%

-10.25%

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-92.64%

Current Drawdown

Current decline from peak

-11.89%

-0.33%

-11.56%

Average Drawdown

Average peak-to-trough decline

-38.31%

-1.87%

-36.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

0.88%

+3.23%

Volatility

WCP.TO vs. PMIF.TO - Volatility Comparison

Whitecap Resources Inc. (WCP.TO) has a higher volatility of 9.97% compared to PIMCO Monthly Income Fund (Canada) (PMIF.TO) at 1.15%. This indicates that WCP.TO's price experiences larger fluctuations and is considered to be riskier than PMIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCP.TOPMIF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

1.15%

+8.82%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

3.03%

+19.78%

Volatility (1Y)

Calculated over the trailing 1-year period

27.81%

3.61%

+24.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.60%

4.81%

+30.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.42%

5.82%

+41.60%

Dividends

WCP.TO vs. PMIF.TO - Dividend Comparison

WCP.TO's dividend yield for the trailing twelve months is around 4.83%, less than PMIF.TO's 5.50% yield.


PositionTTM20252024202320222021202020192018201720162015
PMIF.TO
PIMCO Monthly Income Fund (Canada)
5.50%5.50%6.96%6.06%3.73%3.22%3.58%3.80%3.51%0.59%0.00%0.00%
WCP.TO
Whitecap Resources Inc.
4.83%6.34%7.15%6.95%3.61%2.75%4.39%6.05%7.30%3.14%2.86%8.27%

Frequently Asked Questions


WCP.TO and PMIF.TO have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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