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XHC.TO vs. TDOC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHC.TO vs. TDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Teladoc Health, Inc. (TDOC). The values are adjusted to include any dividend payments, if applicable.

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XHC.TO vs. TDOC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-4.13%10.91%1.22%2.14%-3.56%21.32%8.71%22.47%2.20%16.84%
TDOC
Teladoc Health, Inc.
-21.09%-26.52%-54.20%-10.89%-72.41%-54.50%134.81%60.59%54.30%97.76%
Different Trading Currencies

XHC.TO is traded in CAD, while TDOC is traded in USD. To make them comparable, the TDOC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XHC.TO achieves a -4.13% return, which is significantly higher than TDOC's -21.09% return. Over the past 10 years, XHC.TO has outperformed TDOC with an annualized return of 7.62%, while TDOC has yielded a comparatively lower -5.30% annualized return.


XHC.TO

1D
2.00%
1M
-7.56%
YTD
-4.13%
6M
5.87%
1Y
1.51%
3Y*
3.80%
5Y*
4.70%
10Y*
7.62%

TDOC

1D
5.91%
1M
5.66%
YTD
-21.09%
6M
-29.56%
1Y
-33.81%
3Y*
-39.95%
5Y*
-49.44%
10Y*
-5.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XHC.TO vs. TDOC — Risk / Return Rank

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

XHC.TO
XHC.TO Risk / Return Rank: 1414
Overall Rank
XHC.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1515
Martin Ratio Rank

TDOC
TDOC Risk / Return Rank: 1818
Overall Rank
TDOC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TDOC Sortino Ratio Rank: 1818
Sortino Ratio Rank
TDOC Omega Ratio Rank: 2020
Omega Ratio Rank
TDOC Calmar Ratio Rank: 2121
Calmar Ratio Rank
TDOC Martin Ratio Rank: 1414
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.

XHC.TO vs. TDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Teladoc Health, Inc. (TDOC). 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.


XHC.TOTDOCDifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.59

+0.68

Sortino ratio

Return per unit of downside risk

0.25

-0.67

+0.91

Omega ratio

Gain probability vs. loss probability

1.03

0.93

+0.10

Calmar ratio

Return relative to maximum drawdown

0.17

-0.64

+0.80

Martin ratio

Return relative to average drawdown

0.32

-1.39

+1.71

XHC.TO vs. TDOC - Sharpe Ratio Comparison

The current XHC.TO Sharpe Ratio is 0.09, which is higher than the TDOC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of XHC.TO and TDOC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHC.TOTDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.59

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.80

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

-0.09

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.22

+0.91

Correlation

The correlation between XHC.TO and TDOC 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.


Dividends

XHC.TO vs. TDOC - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.95%, while TDOC has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.95%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%
TDOC
Teladoc Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XHC.TO vs. TDOC - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, smaller than the maximum TDOC drawdown of -98.38%. Use the drawdown chart below to compare losses from any high point for XHC.TO and TDOC.


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Drawdown Indicators


XHC.TOTDOCDifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-98.48%

+71.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-52.75%

+42.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-97.68%

+78.87%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

-98.48%

+71.20%

Current Drawdown

Current decline from peak

-8.30%

-98.15%

+89.85%

Average Drawdown

Average peak-to-trough decline

-4.80%

-53.43%

+48.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

23.98%

-18.76%

Volatility

XHC.TO vs. TDOC - Volatility Comparison

The current volatility for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) is 4.89%, while Teladoc Health, Inc. (TDOC) has a volatility of 14.11%. This indicates that XHC.TO experiences smaller price fluctuations and is considered to be less risky than TDOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHC.TOTDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

14.11%

-9.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

43.44%

-33.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

57.44%

-40.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

62.09%

-48.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

59.79%

-44.07%