PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WSP.TO vs. STN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WSP.TO vs. STN.TO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.39%
3.87%
WSP.TO
STN.TO

Returns By Period

In the year-to-date period, WSP.TO achieves a 28.49% return, which is significantly higher than STN.TO's 9.33% return. Over the past 10 years, WSP.TO has outperformed STN.TO with an annualized return of 23.43%, while STN.TO has yielded a comparatively lower 14.44% annualized return.


WSP.TO

YTD

28.49%

1M

-5.20%

6M

14.68%

1Y

25.71%

5Y (annualized)

23.92%

10Y (annualized)

23.43%

STN.TO

YTD

9.33%

1M

0.01%

6M

6.94%

1Y

20.83%

5Y (annualized)

28.85%

10Y (annualized)

14.44%

Fundamentals


WSP.TOSTN.TO
Market CapCA$31.41BCA$13.08B
EPSCA$5.14CA$3.07
PE Ratio46.8837.35
PEG Ratio0.731.00
Total Revenue (TTM)CA$15.23BCA$7.15B
Gross Profit (TTM)CA$4.74BCA$2.82B
EBITDA (TTM)CA$1.45BCA$647.20M

Key characteristics


WSP.TOSTN.TO
Sharpe Ratio1.411.02
Sortino Ratio1.851.56
Omega Ratio1.271.19
Calmar Ratio2.161.45
Martin Ratio5.423.91
Ulcer Index4.77%5.17%
Daily Std Dev18.42%19.96%
Max Drawdown-39.02%-60.46%
Current Drawdown-5.93%-4.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between WSP.TO and STN.TO is 0.45, 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.

Risk-Adjusted Performance

WSP.TO vs. STN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and Stantec Inc. (STN.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 WSP.TO, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.190.87
The chart of Sortino ratio for WSP.TO, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.611.37
The chart of Omega ratio for WSP.TO, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.16
The chart of Calmar ratio for WSP.TO, currently valued at 1.82, compared to the broader market0.002.004.006.001.821.42
The chart of Martin ratio for WSP.TO, currently valued at 4.51, compared to the broader market-10.000.0010.0020.0030.004.513.58
WSP.TO
STN.TO

The current WSP.TO Sharpe Ratio is 1.41, which is higher than the STN.TO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of WSP.TO and STN.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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.19
0.87
WSP.TO
STN.TO

Dividends

WSP.TO vs. STN.TO - Dividend Comparison

WSP.TO's dividend yield for the trailing twelve months is around 0.64%, less than STN.TO's 0.72% yield.


TTM20232022202120202019201820172016201520142013
WSP.TO
WSP Global Inc.
0.64%0.82%0.97%0.83%1.26%1.69%2.56%2.50%3.36%3.53%4.19%4.65%
STN.TO
Stantec Inc.
0.72%0.75%1.11%0.95%1.55%1.98%1.84%1.42%1.33%1.22%0.29%0.00%

Drawdowns

WSP.TO vs. STN.TO - Drawdown Comparison

The maximum WSP.TO drawdown since its inception was -39.02%, smaller than the maximum STN.TO drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for WSP.TO and STN.TO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.88%
-6.00%
WSP.TO
STN.TO

Volatility

WSP.TO vs. STN.TO - Volatility Comparison

The current volatility for WSP Global Inc. (WSP.TO) is 5.60%, while Stantec Inc. (STN.TO) has a volatility of 7.11%. This indicates that WSP.TO experiences smaller price fluctuations and is considered to be less risky than STN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.60%
7.11%
WSP.TO
STN.TO

Financials

WSP.TO vs. STN.TO - Financials Comparison

This section allows you to compare key financial metrics between WSP Global Inc. and Stantec 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


Values in CAD except per share items