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X.TO vs. FN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


X.TOFN.TO
YTD Return38.53%13.06%
1Y Return53.74%14.59%
3Y Return (Ann)19.60%6.75%
5Y Return (Ann)16.69%7.20%
10Y Return (Ann)16.60%14.36%
Sharpe Ratio3.510.90
Sortino Ratio5.001.20
Omega Ratio1.601.18
Calmar Ratio9.671.01
Martin Ratio33.762.39
Ulcer Index1.62%7.06%
Daily Std Dev15.65%18.65%
Max Drawdown-61.03%-63.24%
Current Drawdown-0.39%-0.48%

Fundamentals


X.TOFN.TO
Market CapCA$12.15BCA$2.48B
EPSCA$1.46CA$3.79
PE Ratio29.9610.87
PEG Ratio1.430.58
Total Revenue (TTM)CA$1.42BCA$1.21B
Gross Profit (TTM)CA$714.70MCA$130.57M
EBITDA (TTM)CA$1.53BCA$156.99M

Correlation

-0.50.00.51.00.3

The correlation between X.TO and FN.TO is 0.30, 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.

Performance

X.TO vs. FN.TO - Performance Comparison

In the year-to-date period, X.TO achieves a 38.53% return, which is significantly higher than FN.TO's 13.06% return. Over the past 10 years, X.TO has outperformed FN.TO with an annualized return of 16.60%, while FN.TO has yielded a comparatively lower 14.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.33%
15.02%
X.TO
FN.TO

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Risk-Adjusted Performance

X.TO vs. FN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TMX Group Limited (X.TO) and First National Financial Corporation (FN.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.


X.TO
Sharpe ratio
The chart of Sharpe ratio for X.TO, currently valued at 3.11, compared to the broader market-4.00-2.000.002.003.11
Sortino ratio
The chart of Sortino ratio for X.TO, currently valued at 4.31, compared to the broader market-4.00-2.000.002.004.004.31
Omega ratio
The chart of Omega ratio for X.TO, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for X.TO, currently valued at 6.88, compared to the broader market0.002.004.006.006.88
Martin ratio
The chart of Martin ratio for X.TO, currently valued at 28.58, compared to the broader market-10.000.0010.0020.0030.0028.58
FN.TO
Sharpe ratio
The chart of Sharpe ratio for FN.TO, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.77
Sortino ratio
The chart of Sortino ratio for FN.TO, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Omega ratio
The chart of Omega ratio for FN.TO, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for FN.TO, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for FN.TO, currently valued at 1.94, compared to the broader market-10.000.0010.0020.0030.001.94

X.TO vs. FN.TO - Sharpe Ratio Comparison

The current X.TO Sharpe Ratio is 3.51, which is higher than the FN.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of X.TO and FN.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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
3.11
0.77
X.TO
FN.TO

Dividends

X.TO vs. FN.TO - Dividend Comparison

X.TO's dividend yield for the trailing twelve months is around 1.69%, less than FN.TO's 7.65% yield.


TTM20232022202120202019201820172016201520142013
X.TO
TMX Group Limited
1.69%2.21%2.45%2.35%2.14%0.59%0.00%0.00%0.00%0.00%0.00%0.00%
FN.TO
First National Financial Corporation
7.65%8.21%6.48%8.46%5.97%6.32%9.83%10.14%6.13%6.72%6.31%6.12%

Drawdowns

X.TO vs. FN.TO - Drawdown Comparison

The maximum X.TO drawdown since its inception was -61.03%, roughly equal to the maximum FN.TO drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for X.TO and FN.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.72%
-12.51%
X.TO
FN.TO

Volatility

X.TO vs. FN.TO - Volatility Comparison

TMX Group Limited (X.TO) and First National Financial Corporation (FN.TO) have volatilities of 3.93% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
3.93%
3.90%
X.TO
FN.TO

Financials

X.TO vs. FN.TO - Financials Comparison

This section allows you to compare key financial metrics between TMX Group Limited and First National Financial 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items