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Canadian Banks vs TSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RY.TO 16.67%CM.TO 16.67%BNS.TO 16.67%LB.TO 16.67%TD.TO 16.67%BMO.TO 16.67%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Canadian Banks vs TSX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period

As of Jun 24, 2026, the Canadian Banks vs TSX returned 21.37% Year-To-Date and 14.08% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.10%-1.54%7.49%6.15%20.78%19.17%11.44%13.70%
Portfolio
Canadian Banks vs TSX
-0.71%3.31%21.37%21.11%62.55%31.41%14.41%14.08%
BMO.TO
Bank of Montreal
-0.63%6.20%35.00%34.79%67.90%30.94%15.43%15.27%
BNS.TO
The Bank of Nova Scotia
-1.33%6.31%18.22%18.05%65.18%28.38%11.51%11.14%
CM.TO
Canadian Imperial Bank of Commerce
-0.97%-2.03%26.63%25.42%68.35%46.25%20.48%20.22%
LB.TO
Laurentian Bank of Canada
0.48%-2.46%-0.57%-0.05%35.71%12.27%0.88%2.39%
RY.TO
Royal Bank of Canada
-0.50%5.90%20.28%20.27%62.76%34.38%18.89%17.28%
TD.TO
The Toronto-Dominion Bank
-0.70%5.02%28.16%28.28%71.97%32.02%15.75%15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 25, 2006, Canadian Banks vs TSX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2014 with a return of +22.5%, while the worst month was Mar 2020 at -21.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Canadian Banks vs TSX closed higher 55% of trading days. The best single day was Feb 3, 2014 with a return of +16.3%, while the worst single day was Nov 20, 2008 at -14.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.33%2.39%-4.67%12.09%3.90%4.33%21.37%
20251.29%-0.80%-2.90%6.25%8.46%4.56%0.51%7.36%5.10%1.65%3.12%10.20%53.99%
2024-3.86%-0.15%5.68%-5.46%1.27%-1.55%4.94%4.90%6.37%-3.20%6.25%-3.13%11.54%
202310.78%-3.09%-5.80%1.35%-5.55%7.78%6.63%-7.99%-4.11%-10.16%10.07%13.08%9.77%
20226.89%-0.86%0.40%-8.63%2.74%-9.54%4.04%-7.25%-8.21%3.50%5.84%-5.51%-17.16%
2021-0.48%10.23%8.29%6.50%7.40%-1.84%-1.54%-0.64%-2.04%9.10%-6.48%7.58%40.32%

Benchmark Metrics

Canadian Banks vs TSX has an annualized alpha of 7.83%, beta of 0.76, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since July 25, 2006.

  • This portfolio captured 117.59% of S&P 500 Index gains but only 94.52% of its losses - a favorable profile for investors.
  • R2 of 0.42 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
7.83%
Beta
0.76
0.42
Upside Capture
117.59%
Downside Capture
94.52%

Expense Ratio

Canadian Banks vs TSX has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Canadian Banks vs TSX ranks 98 for risk / return — in the top 98% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Canadian Banks vs TSX Risk / Return Rank: 9898
Overall Rank
Canadian Banks vs TSX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
Canadian Banks vs TSX Sortino Ratio Rank: 9999
Sortino Ratio Rank
Canadian Banks vs TSX Omega Ratio Rank: 9999
Omega Ratio Rank
Canadian Banks vs TSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
Canadian Banks vs TSX Martin Ratio Rank: 9797
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.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Canadian Banks vs TSX and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

4.89

1.67

+3.22

Sortino ratioReturn per unit of downside risk

6.64

2.29

+4.35

Omega ratioGain probability vs. loss probability

1.89

1.30

+0.59

Calmar ratioReturn relative to maximum drawdown

7.51

2.29

+5.22

Martin ratioReturn relative to average drawdown

32.79

10.15

+22.64


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BMO.TO
Bank of Montreal
97
3.804.801.635.9822.09
BNS.TO
The Bank of Nova Scotia
97
4.195.811.774.9919.53
CM.TO
Canadian Imperial Bank of Commerce
97
3.814.571.656.5024.98
LB.TO
Laurentian Bank of Canada
94
1.694.481.626.2318.76
RY.TO
Royal Bank of Canada
97
4.336.211.766.4223.74
TD.TO
The Toronto-Dominion Bank
98
4.645.641.789.8939.49

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Canadian Banks vs TSX Sharpe ratio is 4.89 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.48 to 2.36, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Canadian Banks vs TSX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Canadian Banks vs TSX provided a 3.03% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.03%3.60%4.83%4.98%5.02%4.49%5.80%5.34%5.72%4.45%4.54%5.41%
BMO.TO
Bank of Montreal
2.69%3.61%4.39%4.42%4.44%3.11%4.38%4.03%4.24%3.54%3.52%4.15%
BNS.TO
The Bank of Nova Scotia
3.62%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%
CM.TO
Canadian Imperial Bank of Commerce
2.52%3.20%4.04%5.47%7.52%8.13%10.74%10.51%10.58%8.39%8.84%9.69%
LB.TO
Laurentian Bank of Canada
4.65%4.67%6.49%5.02%5.57%4.08%5.99%5.94%6.72%4.39%4.14%4.64%
RY.TO
Royal Bank of Canada
2.21%2.58%3.23%3.99%3.90%3.22%4.10%3.96%4.03%3.39%3.57%4.15%
TD.TO
The Toronto-Dominion Bank
2.52%3.25%5.33%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Canadian Banks vs TSX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Canadian Banks vs TSX was 62.42%, occurring on Feb 23, 2009. Recovery took 258 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.42%Feb 2009
1y 3mo1y 9d
2y 3moNov 2007 - Mar 2010
COVID crash2020
-44.13%Mar 2020
2y 2mo9mo 19d
2y 12moJan 2018 - Jan 2021
2023 bear market2023
-35.38%Oct 2023
1y 8mo1y 7mo
3y 3moFeb 2022 - May 2025
2016 bear market2016
-34.86%Jan 2016
1y 5mo10mo 22d
2y 4moJul 2014 - Dec 2016
2011 bear market2011
-23.91%Nov 2011
7mo 24d10mo 28d
1y 6moApr 2011 - Oct 2012

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.34

1.35

1.26

1.16

1.18

The portfolio has a diversification ratio of 1.18, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Canadian Banks vs TSX correlation to the S&P 500 Index

Canadian Banks vs TSX has a 0.53 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2006

0.54


Benchmark Correlations

Correlation vs. S&P 500 Index. RY.TO has the highest benchmark correlation at 0.51, while LB.TO has the lowest at 0.37.

LB.TO
0.37
CM.TO
0.48
BNS.TO
0.50
BMO.TO
0.51
TD.TO
0.51
RY.TO
0.51

Portfolio Correlations

Correlation vs. Canadian Banks vs TSX. RY.TO has the highest portfolio correlation at 0.89, while LB.TO has the lowest at 0.74.

LB.TO
0.74
CM.TO
0.87
BNS.TO
0.88
BMO.TO
0.88
TD.TO
0.88
RY.TO
0.89

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LB.TOCM.TOTD.TOBNS.TOBMO.TORY.TO
LB.TO1.000.570.580.590.580.57
CM.TO0.571.000.750.770.770.77
TD.TO0.580.751.000.770.780.79
BNS.TO0.590.770.771.000.760.78
BMO.TO0.580.770.780.761.000.79
RY.TO0.570.770.790.780.791.00
The correlation results are calculated based on daily price changes starting from Jul 25, 2006
Diversification Analysis

Find what Canadian Banks vs TSX is missing

See which holdings overlap, where Canadian Banks vs TSX is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification