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^GSPTSE vs. PKI.TO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPTSE and PKI.TO is 0.38, 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.


-0.50.00.51.00.4

Performance

^GSPTSE vs. PKI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P TSX Composite Index (Canada) (^GSPTSE) and Parkland Corporation (PKI.TO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.75%
-16.64%
^GSPTSE
PKI.TO

Key characteristics

Sharpe Ratio

^GSPTSE:

1.91

PKI.TO:

-0.94

Sortino Ratio

^GSPTSE:

2.60

PKI.TO:

-1.25

Omega Ratio

^GSPTSE:

1.35

PKI.TO:

0.85

Calmar Ratio

^GSPTSE:

2.85

PKI.TO:

-0.71

Martin Ratio

^GSPTSE:

12.69

PKI.TO:

-1.21

Ulcer Index

^GSPTSE:

1.53%

PKI.TO:

18.67%

Daily Std Dev

^GSPTSE:

10.19%

PKI.TO:

23.95%

Max Drawdown

^GSPTSE:

-49.99%

PKI.TO:

-71.43%

Current Drawdown

^GSPTSE:

-4.25%

PKI.TO:

-30.35%

Returns By Period

In the year-to-date period, ^GSPTSE achieves a 17.37% return, which is significantly higher than PKI.TO's -22.00% return. Over the past 10 years, ^GSPTSE has underperformed PKI.TO with an annualized return of 5.39%, while PKI.TO has yielded a comparatively higher 8.10% annualized return.


^GSPTSE

YTD

17.37%

1M

-1.75%

6M

14.12%

1Y

18.46%

5Y*

7.55%

10Y*

5.39%

PKI.TO

YTD

-22.00%

1M

-4.51%

6M

-12.52%

1Y

-22.60%

5Y*

-4.31%

10Y*

8.10%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^GSPTSE vs. PKI.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and Parkland Corporation (PKI.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 ^GSPTSE, currently valued at 0.84, compared to the broader market00.001.002.000.84
The chart of Sortino ratio for ^GSPTSE, currently valued at 1.19, compared to the broader market-1.000.001.002.003.001.19-1.45
The chart of Omega ratio for ^GSPTSE, currently valued at 1.15, compared to the broader market00.901.001.101.201.301.401.15
The chart of Calmar ratio for ^GSPTSE, currently valued at 0.78, compared to the broader market00.001.002.003.000.78
The chart of Martin ratio for ^GSPTSE, currently valued at 5.14, compared to the broader market0.005.0010.0015.0020.005.14-1.33
^GSPTSE
PKI.TO

The current ^GSPTSE Sharpe Ratio is 1.91, which is higher than the PKI.TO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ^GSPTSE and PKI.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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.84
-1.07
^GSPTSE
PKI.TO

Drawdowns

^GSPTSE vs. PKI.TO - Drawdown Comparison

The maximum ^GSPTSE drawdown since its inception was -49.99%, smaller than the maximum PKI.TO drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and PKI.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.57%
-34.68%
^GSPTSE
PKI.TO

Volatility

^GSPTSE vs. PKI.TO - Volatility Comparison

The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 4.08%, while Parkland Corporation (PKI.TO) has a volatility of 8.17%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than PKI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
8.17%
^GSPTSE
PKI.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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