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BK.TO vs. DF.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BK.TODF.TO
YTD Return6.10%22.58%
1Y Return-7.06%32.09%
3Y Return (Ann)13.74%9.69%
5Y Return (Ann)13.19%10.81%
10Y Return (Ann)10.07%4.07%
Sharpe Ratio-0.320.72
Daily Std Dev20.95%40.07%
Max Drawdown-83.66%-83.80%
Current Drawdown-10.25%-22.81%

Fundamentals


BK.TODF.TO
Market CapCA$292.59MCA$153.07M
EPS-CA$1.81-CA$0.30
PEG Ratio0.000.00
Revenue (TTM)-CA$8.58MCA$0.00
Gross Profit (TTM)CA$6.92MCA$0.00

Correlation

0.50
-1.001.00

The correlation between BK.TO and DF.TO is 0.50, 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.

Performance

BK.TO vs. DF.TO - Performance Comparison

In the year-to-date period, BK.TO achieves a 6.10% return, which is significantly lower than DF.TO's 22.58% return. Over the past 10 years, BK.TO has outperformed DF.TO with an annualized return of 10.07%, while DF.TO has yielded a comparatively lower 4.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
251.90%
75.62%
BK.TO
DF.TO

Compare stocks, funds, or ETFs


Canadian Banc Corp.

Dividend 15 Split Corp. II

Risk-Adjusted Performance

BK.TO vs. DF.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and Dividend 15 Split Corp. II (DF.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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BK.TO
Canadian Banc Corp.
-0.26
DF.TO
Dividend 15 Split Corp. II
0.70

BK.TO vs. DF.TO - Sharpe Ratio Comparison

The current BK.TO Sharpe Ratio is -0.26, which is lower than the DF.TO Sharpe Ratio of 0.70. The chart below compares the 12-month rolling Sharpe Ratio of BK.TO and DF.TO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
-0.26
0.70
BK.TO
DF.TO

Dividends

BK.TO vs. DF.TO - Dividend Comparison

BK.TO's dividend yield for the trailing twelve months is around 16.72%, while DF.TO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BK.TO
Canadian Banc Corp.
16.72%17.99%15.91%9.13%7.72%10.49%13.19%12.72%7.82%12.98%9.72%6.35%
DF.TO
Dividend 15 Split Corp. II
0.00%0.00%12.99%14.42%6.80%11.79%8.70%13.64%13.72%19.47%14.25%14.60%

Drawdowns

BK.TO vs. DF.TO - Drawdown Comparison

The maximum BK.TO drawdown since its inception was -83.66%, roughly equal to the maximum DF.TO drawdown of -83.80%. The drawdown chart below compares losses from any high point along the way for BK.TO and DF.TO


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-12.90%
-28.00%
BK.TO
DF.TO

Volatility

BK.TO vs. DF.TO - Volatility Comparison

The current volatility for Canadian Banc Corp. (BK.TO) is 3.15%, while Dividend 15 Split Corp. II (DF.TO) has a volatility of 7.41%. This indicates that BK.TO experiences smaller price fluctuations and is considered to be less risky than DF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
3.15%
7.41%
BK.TO
DF.TO