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WSP.TO vs. FINN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSP.TO vs. FINN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in WSP Global Inc. (WSP.TO) and Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSP.TO achieves a -28.03% return, which is significantly lower than FINN.NEO's 36.16% return.


WSP.TO

1D
-1.75%
1M
1.05%
6M
-34.24%
YTD
-28.03%
1Y
-37.92%
3Y*
0.44%
5Y*
4.63%
10Y*
17.73%
ALL TIME*
18.31%

FINN.NEO

1D
0.29%
1M
-6.23%
6M
27.49%
YTD
36.16%
1Y
50.26%
3Y*
42.03%
5Y*
10Y*
ALL TIME*
43.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSP.TO vs. FINN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
WSP.TO
WSP Global Inc.
-28.03%-1.18%37.07%7.69%
FINN.NEO
Fidelity Global Innovators ETF
36.16%20.61%58.65%21.40%

Correlation

The correlation between WSP.TO and FINN.NEO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.38

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.39

The correlation between WSP.TO and FINN.NEO shifts across timeframes, from 0.27 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WSP.TO vs. FINN.NEO — Risk / Return Rank

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

WSP.TO
WSP.TO Risk / Return Rank: 33
Overall Rank
WSP.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WSP.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
WSP.TO Omega Ratio Rank: 33
Omega Ratio Rank
WSP.TO Calmar Ratio Rank: 66
Calmar Ratio Rank
WSP.TO Martin Ratio Rank: 22
Martin Ratio Rank

FINN.NEO
FINN.NEO Risk / Return Rank: 8484
Overall Rank
FINN.NEO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 8080
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 8181
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8686
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.

WSP.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and Fidelity Global Innovators ETF (FINN.NEO). 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.


WSP.TOFINN.NEODifference
Sharpe ratioReturn per unit of total volatility

-3.42

Sortino ratioReturn per unit of downside risk

-4.59

Omega ratioGain probability vs. loss probability

0.75

1.36

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.93

4.23

-5.16

Martin ratioReturn relative to average drawdown

-1.81

13.10

-14.91

WSP.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current WSP.TO Sharpe Ratio is -1.38, which is lower than the FINN.NEO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of WSP.TO and FINN.NEO, 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

WSP.TO vs. FINN.NEO - Drawdown Comparison

The maximum WSP.TO drawdown since its inception was -40.82%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for WSP.TO and FINN.NEO.


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Drawdown Indicators


WSP.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-40.82%

-25.66%

-15.16%

Max Drawdown (1Y)

Largest decline over 1 year

-40.82%

-11.94%

-28.88%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-25.66%

-15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.82%

Current Drawdown

Current decline from peak

-38.45%

-6.23%

-32.22%

Average Drawdown

Average peak-to-trough decline

-9.29%

-3.98%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.93%

3.85%

+17.08%

Volatility

WSP.TO vs. FINN.NEO - Volatility Comparison

WSP Global Inc. (WSP.TO) has a higher volatility of 7.92% compared to Fidelity Global Innovators ETF (FINN.NEO) at 5.87%. This indicates that WSP.TO's price experiences larger fluctuations and is considered to be riskier than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSP.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

5.87%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

24.30%

20.23%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.67%

24.78%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

22.38%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

22.38%

+1.87%

Dividends

WSP.TO vs. FINN.NEO - Dividend Comparison

WSP.TO's dividend yield for the trailing twelve months is around 0.84%, while FINN.NEO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSP.TO
WSP Global Inc.
0.84%0.60%0.59%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%

Frequently Asked Questions


WSP.TO and FINN.NEO 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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