TD Toronto-Domi...

Fundamental Data

Get detailed Fundamental insights of Toronto-Dominion Bank and compare it to the S&P500.
YTD Return
TD -2.68%
vs.
SPY +18.46%
1-Year Return
TD +1.26%
vs.
SPY +27.00%
3-Year Return
TD -2.60%
vs.
SPY +5.68%

Worst 10 Drawdowns of TD

Started Recovered Drawdown Days
Sep 21, 2018 Feb 22, 2021 -45.28% 886
Feb 17, 2022 Sep 17, 2024 -36.65% 944
Apr 30, 2015 Nov 17, 2016 -27.12% 568
Feb 23, 2017 Aug 31, 2017 -14.78% 190
Jan 6, 2015 Apr 15, 2015 -13.17% 100
May 27, 2021 Nov 2, 2021 -12.90% 160
Feb 1, 2018 Aug 24, 2018 -9.75% 205
Nov 26, 2021 Dec 23, 2021 -5.14% 28
Feb 25, 2021 Mar 5, 2021 -5.09% 9
Jan 19, 2022 Feb 1, 2022 -4.97% 14

TD vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

TD
S&P500
Metric TD S&P500
Cumulative Return +34.07% +174.09%
Compound Annual Growth Rate (CAGR) +2.11% +7.44%
Sharpe 0.25 0.67
Sortino 0.35 0.94
Max Drawdown -45.28% -34.1%
Longest Drawdown Days 944 745
Volatility (ann.) 22.3% 17.83%
Correlation 67.95% -
R^2 0.46 -
Calmar 0.05 0.22
Skew 0.23 -0.55
Kurtosis 20.20 12.49
Expected Daily +0.01% +0.04%
Expected Monthly +0.25% +0.87%
Expected Yearly +2.97% +10.61%
Kelly Criterion -0.17% 4.55%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.29% -1.80%
Expected Shortfall (cVaR) -2.29% -1.80%
Max Consecutive Wins 13 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.05 0.14
Gain/Pain (1M) 0.23 0.78
Payoff Ratio 0.92 0.92
Profit Factor 1.05 1.14
Outlier Win Ratio 3.37 4.20
Outlier Loss Ratio 3.72 4.61
MTD +4.96% -0.11%
3M +15.95% +3.74%
6M +4.71% +10.44%
Best Day +16.07% +9.06%
Worst Day -13.92% -10.94%
Best Month +21.48% +12.70%
Worst Month -17.86% -13.00%
Best Year +35.91% +28.79%
Worst Year -16.50% -19.48%
Avg. Drawdown -5.00% -1.83%
Avg. Drawdown Days 78 22
Recovery Factor 1.18 3.41
Ulcer Index 0.17 0.08
Avg. Up Month +5.18% +3.58%
Avg. Down Month -5.09% -4.28%
Win Days 51.98% 54.39%
Win Month 51.28% 66.67%
Win Quarter 56.41% 76.92%
Win Year 50.00% 70.00%

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