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BK.TO vs. UTES.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BK.TO vs. UTES.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Banc Corp. (BK.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO). The values are adjusted to include any dividend payments, if applicable.

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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 UTES.TO's 14.43% 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%

UTES.TO

1D
1.17%
1M
-0.10%
6M
14.81%
YTD
14.43%
1Y
22.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BK.TO vs. UTES.TO - Yearly Performance Comparison


2026 (YTD)20252024
BK.TO
Canadian Banc Corp.
55.37%103.67%10.27%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
14.43%18.66%-4.15%

Correlation

The correlation between BK.TO and UTES.TO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2024

0.05

The correlation between BK.TO and UTES.TO shifts across timeframes, from -0.09 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BK.TO vs. UTES.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BK.TO
BK.TO Risk / Return Rank: 9999
Overall Rank
BK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BK.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
BK.TO Omega Ratio Rank: 9999
Omega Ratio Rank
BK.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
BK.TO Martin Ratio Rank: 9999
Martin Ratio Rank

UTES.TO
UTES.TO Risk / Return Rank: 8181
Overall Rank
UTES.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 8282
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 7171
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.

BK.TO vs. UTES.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.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.TOUTES.TODifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+3.47

Omega ratioGain probability vs. loss probability

2.33

1.38

+0.94

Calmar ratioReturn relative to maximum drawdown

17.39

3.51

+13.88

Martin ratioReturn relative to average drawdown

51.76

10.26

+41.50

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

The current BK.TO Sharpe Ratio is 5.22, which is higher than the UTES.TO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of BK.TO and UTES.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BK.TO vs. UTES.TO - Drawdown Comparison

The maximum BK.TO drawdown since its inception was -82.39%, which is greater than UTES.TO's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for BK.TO and UTES.TO.


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Drawdown Indicators


BK.TOUTES.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.39%

-10.19%

-72.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-6.39%

-3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-25.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

Max Drawdown (10Y)

Largest decline over 10 years

-53.66%

Current Drawdown

Current decline from peak

-0.79%

-1.03%

+0.24%

Average Drawdown

Average peak-to-trough decline

-10.77%

-2.57%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.18%

+1.15%

Volatility

BK.TO vs. UTES.TO - Volatility Comparison

Canadian Banc Corp. (BK.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) have volatilities of 4.64% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BK.TOUTES.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.88%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.76%

8.34%

+14.42%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

10.32%

+22.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

11.33%

+10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

11.33%

+15.56%

Dividends

BK.TO vs. UTES.TO - Dividend Comparison

BK.TO's dividend yield for the trailing twelve months is around 10.32%, less than UTES.TO's 17.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.45%18.30%6.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BK.TO and UTES.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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