WSP.TO vs. TRI.TO
Compare and contrast key facts about WSP Global Inc. (WSP.TO) and Thomson Reuters Corporation (TRI.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSP.TO or TRI.TO.
Performance
WSP.TO vs. TRI.TO - Performance Comparison
Returns By Period
In the year-to-date period, WSP.TO achieves a 28.49% return, which is significantly higher than TRI.TO's 17.71% return. Over the past 10 years, WSP.TO has outperformed TRI.TO with an annualized return of 23.43%, while TRI.TO has yielded a comparatively lower 21.81% annualized return.
WSP.TO
28.49%
-5.20%
14.68%
25.71%
23.92%
23.43%
TRI.TO
17.71%
-2.99%
-2.66%
21.06%
21.86%
21.81%
Fundamentals
| WSP.TO | TRI.TO | |
|---|---|---|
| Market Cap | CA$31.41B | CA$106.41B |
| EPS | CA$5.14 | CA$6.86 |
| PE Ratio | 46.88 | 34.48 |
| PEG Ratio | 0.73 | 3.64 |
| Total Revenue (TTM) | CA$15.23B | CA$5.44B |
| Gross Profit (TTM) | CA$4.74B | CA$2.69B |
| EBITDA (TTM) | CA$1.45B | CA$1.80B |
Key characteristics
| WSP.TO | TRI.TO | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.29 |
| Sortino Ratio | 1.85 | 2.13 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 2.16 | 2.18 |
| Martin Ratio | 5.42 | 5.80 |
| Ulcer Index | 4.77% | 3.65% |
| Daily Std Dev | 18.42% | 16.49% |
| Max Drawdown | -39.02% | -60.90% |
| Current Drawdown | -5.93% | -5.75% |
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Correlation
The correlation between WSP.TO and TRI.TO is 0.39, 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
WSP.TO vs. TRI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and Thomson Reuters Corporation (TRI.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.
Dividends
WSP.TO vs. TRI.TO - Dividend Comparison
WSP.TO's dividend yield for the trailing twelve months is around 0.64%, less than TRI.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRI.TO Thomson Reuters Corporation | 0.98% | 4.69% | 1.55% | 1.39% | 2.03% | 1.07% | 19.64% | 2.52% | 3.19% | 1.63% | 3.23% | 3.45% |
Drawdowns
WSP.TO vs. TRI.TO - Drawdown Comparison
The maximum WSP.TO drawdown since its inception was -39.02%, smaller than the maximum TRI.TO drawdown of -60.90%. Use the drawdown chart below to compare losses from any high point for WSP.TO and TRI.TO. For additional features, visit the drawdowns tool.
Volatility
WSP.TO vs. TRI.TO - Volatility Comparison
The current volatility for WSP Global Inc. (WSP.TO) is 5.60%, while Thomson Reuters Corporation (TRI.TO) has a volatility of 6.46%. This indicates that WSP.TO experiences smaller price fluctuations and is considered to be less risky than TRI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WSP.TO vs. TRI.TO - Financials Comparison
This section allows you to compare key financial metrics between WSP Global Inc. and Thomson Reuters Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities