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

Correlation

The correlation between ^GSPTSE and V is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.75%
14.56%
^GSPTSE
V

Key characteristics

Sharpe Ratio

^GSPTSE:

1.91

V:

1.37

Sortino Ratio

^GSPTSE:

2.60

V:

1.86

Omega Ratio

^GSPTSE:

1.35

V:

1.26

Calmar Ratio

^GSPTSE:

2.85

V:

1.85

Martin Ratio

^GSPTSE:

12.69

V:

4.71

Ulcer Index

^GSPTSE:

1.53%

V:

4.90%

Daily Std Dev

^GSPTSE:

10.19%

V:

16.82%

Max Drawdown

^GSPTSE:

-49.99%

V:

-51.90%

Current Drawdown

^GSPTSE:

-4.25%

V:

-1.33%

Returns By Period

In the year-to-date period, ^GSPTSE achieves a 17.37% return, which is significantly lower than V's 21.55% return. Over the past 10 years, ^GSPTSE has underperformed V with an annualized return of 5.39%, while V has yielded a comparatively higher 17.72% annualized return.


^GSPTSE

YTD

17.37%

1M

-1.75%

6M

14.12%

1Y

18.46%

5Y*

7.55%

10Y*

5.39%

V

YTD

21.55%

1M

0.71%

6M

13.90%

1Y

23.09%

5Y*

11.61%

10Y*

17.72%

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 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.


Sharpe ratio
The chart of Sharpe ratio for ^GSPTSE, currently valued at 0.63, compared to the broader market0.001.002.000.631.28
The chart of Sortino ratio for ^GSPTSE, currently valued at 0.92, compared to the broader market-1.000.001.002.003.000.921.76
The chart of Omega ratio for ^GSPTSE, currently valued at 1.12, compared to the broader market0.901.001.101.201.301.401.121.25
The chart of Calmar ratio for ^GSPTSE, currently valued at 0.58, compared to the broader market0.001.002.003.000.581.73
The chart of Martin ratio for ^GSPTSE, currently valued at 3.85, compared to the broader market0.005.0010.0015.0020.003.854.35
^GSPTSE
V

The current ^GSPTSE Sharpe Ratio is 1.91, which is higher than the V Sharpe Ratio of 1.37. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.63
1.28
^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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.57%
-1.33%
^GSPTSE
V

Volatility

^GSPTSE vs. V - Volatility Comparison

The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 4.08%, while Visa Inc. (V) has a volatility of 4.43%. 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
4.43%
^GSPTSE
V
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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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