BK.TO vs. SPLT.TO
BK.TO (Canadian Banc Corp.) is a stock, while SPLT.TO (Brompton Split Corp. Preferred Share ETF) is Preferred Stock/Convertible Bonds fund actively managed by Brompton Funds. Over the past 3 years, BK.TO returned 53.95%/yr vs 9.50%/yr for SPLT.TO. At a 0.19 correlation, their price movements are largely independent.
Performance
BK.TO vs. SPLT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BK.TO achieves a 55.37% return, which is significantly higher than SPLT.TO's 3.44% return.
BK.TO
- 1D
- -0.79%
- 1M
- 13.87%
- 6M
- 59.17%
- YTD
- 55.37%
- 1Y
- 171.84%
- 3Y*
- 53.95%
- 5Y*
- 40.85%
- 10Y*
- 29.16%
SPLT.TO
- 1D
- 0.00%
- 1M
- -0.32%
- 6M
- 4.20%
- YTD
- 3.44%
- 1Y
- 5.81%
- 3Y*
- 9.50%
- 5Y*
- —
- 10Y*
- —
BK.TO vs. SPLT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BK.TO Canadian Banc Corp. | 55.37% | 103.67% | 31.44% | -11.34% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 3.44% | 5.75% | 14.10% | 5.83% |
Correlation
The correlation between BK.TO and SPLT.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.19 |
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Return for Risk
BK.TO vs. SPLT.TO — Risk / Return Rank
BK.TO
SPLT.TO
BK.TO vs. SPLT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and Brompton Split Corp. Preferred Share ETF (SPLT.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.
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.
| BK.TO | SPLT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.52 | ||
| Sortino ratioReturn per unit of downside risk | +4.15 | ||
| Omega ratioGain probability vs. loss probability | 2.33 | 1.33 | +1.00 |
| Calmar ratioReturn relative to maximum drawdown | 17.39 | 3.21 | +14.18 |
| Martin ratioReturn relative to average drawdown | 51.76 | 8.46 | +43.30 |
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Drawdowns
BK.TO vs. SPLT.TO - Drawdown Comparison
The maximum BK.TO drawdown since its inception was -82.39%, which is greater than SPLT.TO's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for BK.TO and SPLT.TO.
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Drawdown Indicators
| BK.TO | SPLT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.39% | -5.36% | -77.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -1.82% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -25.20% | -5.36% | -19.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.66% | — | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.50% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -0.49% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 0.69% | +2.64% |
Volatility
BK.TO vs. SPLT.TO - Volatility Comparison
Canadian Banc Corp. (BK.TO) has a higher volatility of 4.64% compared to Brompton Split Corp. Preferred Share ETF (SPLT.TO) at 1.00%. This indicates that BK.TO's price experiences larger fluctuations and is considered to be riskier than SPLT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BK.TO | SPLT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 1.00% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 22.76% | 2.21% | +20.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.14% | 3.44% | +29.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.26% | 4.63% | +17.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.89% | 4.63% | +22.26% |
Dividends
BK.TO vs. SPLT.TO - Dividend Comparison
BK.TO's dividend yield for the trailing twelve months is around 10.32%, more than SPLT.TO's 5.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BK.TO Canadian Banc Corp. | 10.32% | 11.93% | 17.47% | 21.76% | 19.24% | 11.81% | 10.74% | 13.71% | 16.33% | 15.40% | 9.93% | 16.49% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 5.99% | 6.01% | 5.99% | 3.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BK.TO and SPLT.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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