PortfoliosLab logo
^GSPTSE vs. V
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPTSE and V is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

^GSPTSE vs. V - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
42.48%
2,578.37%
^GSPTSE
V

Key characteristics

Sharpe Ratio

^GSPTSE:

0.85

V:

1.11

Sortino Ratio

^GSPTSE:

1.21

V:

1.57

Omega Ratio

^GSPTSE:

1.17

V:

1.23

Calmar Ratio

^GSPTSE:

0.96

V:

1.61

Martin Ratio

^GSPTSE:

4.29

V:

5.53

Ulcer Index

^GSPTSE:

2.87%

V:

4.37%

Daily Std Dev

^GSPTSE:

14.57%

V:

21.89%

Max Drawdown

^GSPTSE:

-49.99%

V:

-51.90%

Current Drawdown

^GSPTSE:

-4.19%

V:

-7.44%

Returns By Period

Over the past 10 years, ^GSPTSE has underperformed V with an annualized return of 4.91%, while V has yielded a comparatively higher 18.34% annualized return.


^GSPTSE

YTD

0.00%

1M

-2.42%

6M

0.72%

1Y

13.05%

5Y*

11.45%

10Y*

4.91%

V

YTD

6.40%

1M

-2.59%

6M

18.96%

1Y

22.98%

5Y*

15.82%

10Y*

18.34%

*Annualized

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. V — Risk-Adjusted Performance Rank

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

^GSPTSE
The Risk-Adjusted Performance Rank of ^GSPTSE is 8888
Overall Rank
The Sharpe Ratio Rank of ^GSPTSE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTSE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTSE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTSE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTSE is 9494
Martin Ratio Rank

V
The Risk-Adjusted Performance Rank of V is 8585
Overall Rank
The Sharpe Ratio Rank of V is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of V is 8080
Sortino Ratio Rank
The Omega Ratio Rank of V is 8181
Omega Ratio Rank
The Calmar Ratio Rank of V is 9191
Calmar Ratio Rank
The Martin Ratio Rank of V is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^GSPTSE vs. V - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and Visa Inc. (V). 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.


The chart of Sharpe ratio for ^GSPTSE, currently valued at 0.79, compared to the broader market-0.500.000.501.001.50
^GSPTSE: 0.79
V: 1.19
The chart of Sortino ratio for ^GSPTSE, currently valued at 1.21, compared to the broader market-1.000.001.002.00
^GSPTSE: 1.21
V: 1.67
The chart of Omega ratio for ^GSPTSE, currently valued at 1.16, compared to the broader market0.901.001.101.201.30
^GSPTSE: 1.16
V: 1.25
The chart of Calmar ratio for ^GSPTSE, currently valued at 0.96, compared to the broader market-0.500.000.501.00
^GSPTSE: 0.96
V: 1.73
The chart of Martin ratio for ^GSPTSE, currently valued at 3.64, compared to the broader market-2.000.002.004.006.00
^GSPTSE: 3.64
V: 5.92

The current ^GSPTSE Sharpe Ratio is 0.85, which is comparable to the V Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ^GSPTSE and V, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.79
1.19
^GSPTSE
V

Drawdowns

^GSPTSE vs. V - Drawdown Comparison

The maximum ^GSPTSE drawdown since its inception was -49.99%, roughly equal to the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and V. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.54%
-7.44%
^GSPTSE
V

Volatility

^GSPTSE vs. V - Volatility Comparison

The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 11.19%, while Visa Inc. (V) has a volatility of 13.64%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than V 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.19%
13.64%
^GSPTSE
V