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WFG.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFG.TO and VOO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WFG.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in West Fraser Timber Co. Ltd. (WFG.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
375.27%
574.26%
WFG.TO
VOO

Key characteristics

Sharpe Ratio

WFG.TO:

-0.14

VOO:

0.56

Sortino Ratio

WFG.TO:

0.16

VOO:

0.92

Omega Ratio

WFG.TO:

1.02

VOO:

1.13

Calmar Ratio

WFG.TO:

-0.03

VOO:

0.58

Martin Ratio

WFG.TO:

-0.06

VOO:

2.25

Ulcer Index

WFG.TO:

12.07%

VOO:

4.83%

Daily Std Dev

WFG.TO:

26.97%

VOO:

19.11%

Max Drawdown

WFG.TO:

-76.19%

VOO:

-33.99%

Current Drawdown

WFG.TO:

-24.73%

VOO:

-7.55%

Returns By Period

In the year-to-date period, WFG.TO achieves a -16.19% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, WFG.TO has underperformed VOO with an annualized return of 6.01%, while VOO has yielded a comparatively higher 12.40% annualized return.


WFG.TO

YTD

-16.19%

1M

2.83%

6M

-18.20%

1Y

-3.65%

5Y*

22.83%

10Y*

6.01%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

WFG.TO vs. VOO — Risk-Adjusted Performance Rank

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

WFG.TO
The Risk-Adjusted Performance Rank of WFG.TO is 4545
Overall Rank
The Sharpe Ratio Rank of WFG.TO is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of WFG.TO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of WFG.TO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of WFG.TO is 5050
Calmar Ratio Rank
The Martin Ratio Rank of WFG.TO is 5050
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WFG.TO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for West Fraser Timber Co. Ltd. (WFG.TO) and Vanguard S&P 500 ETF (VOO). 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.


The current WFG.TO Sharpe Ratio is -0.14, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of WFG.TO and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
-0.18
0.56
WFG.TO
VOO

Dividends

WFG.TO vs. VOO - Dividend Comparison

WFG.TO's dividend yield for the trailing twelve months is around 1.72%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
WFG.TO
West Fraser Timber Co. Ltd.
1.72%1.39%1.42%1.55%0.96%0.98%1.40%1.04%0.46%0.58%0.53%0.42%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WFG.TO vs. VOO - Drawdown Comparison

The maximum WFG.TO drawdown since its inception was -76.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WFG.TO and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-25.67%
-7.55%
WFG.TO
VOO

Volatility

WFG.TO vs. VOO - Volatility Comparison

The current volatility for West Fraser Timber Co. Ltd. (WFG.TO) is 9.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that WFG.TO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.03%
11.03%
WFG.TO
VOO