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BNDSY vs. LCS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BNDSY and LCS.TO is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BNDSY vs. LCS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Sabadell SA ADR (BNDSY) and Brompton Lifeco Split Corp. (LCS.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BNDSY:

1.95

LCS.TO:

2.01

Sortino Ratio

BNDSY:

3.51

LCS.TO:

2.47

Omega Ratio

BNDSY:

1.48

LCS.TO:

1.36

Calmar Ratio

BNDSY:

3.88

LCS.TO:

3.34

Martin Ratio

BNDSY:

27.67

LCS.TO:

8.81

Ulcer Index

BNDSY:

7.41%

LCS.TO:

7.68%

Daily Std Dev

BNDSY:

65.96%

LCS.TO:

32.74%

Max Drawdown

BNDSY:

-87.47%

LCS.TO:

-93.64%

Current Drawdown

BNDSY:

-1.48%

LCS.TO:

-1.06%

Fundamentals

Market Cap

BNDSY:

$16.75B

LCS.TO:

CA$61.04M

EPS

BNDSY:

$0.80

LCS.TO:

CA$1.12

PE Ratio

BNDSY:

7.67

LCS.TO:

7.86

PEG Ratio

BNDSY:

0.00

LCS.TO:

0.00

PS Ratio

BNDSY:

2.81

LCS.TO:

1.76

PB Ratio

BNDSY:

0.98

LCS.TO:

1.53

Total Revenue (TTM)

BNDSY:

$6.14B

LCS.TO:

CA$1.92M

Gross Profit (TTM)

BNDSY:

$7.49B

LCS.TO:

CA$1.46M

EBITDA (TTM)

BNDSY:

$3.20B

LCS.TO:

CA$1.66M

Returns By Period

In the year-to-date period, BNDSY achieves a 65.88% return, which is significantly higher than LCS.TO's 7.67% return. Over the past 10 years, BNDSY has underperformed LCS.TO with an annualized return of 6.98%, while LCS.TO has yielded a comparatively higher 14.22% annualized return.


BNDSY

YTD

65.88%

1M

4.03%

6M

72.14%

1Y

59.43%

3Y*

58.92%

5Y*

66.23%

10Y*

6.98%

LCS.TO

YTD

7.67%

1M

9.02%

6M

4.31%

1Y

68.27%

3Y*

41.85%

5Y*

48.51%

10Y*

14.22%

*Annualized

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Banco de Sabadell SA ADR

Brompton Lifeco Split Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BNDSY vs. LCS.TO — Risk-Adjusted Performance Rank

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

BNDSY
The Risk-Adjusted Performance Rank of BNDSY is 9797
Overall Rank
The Sharpe Ratio Rank of BNDSY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDSY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BNDSY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BNDSY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BNDSY is 9999
Martin Ratio Rank

LCS.TO
The Risk-Adjusted Performance Rank of LCS.TO is 9393
Overall Rank
The Sharpe Ratio Rank of LCS.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of LCS.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of LCS.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LCS.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LCS.TO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNDSY vs. LCS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell SA ADR (BNDSY) and Brompton Lifeco Split Corp. (LCS.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.


The current BNDSY Sharpe Ratio is 1.95, which is comparable to the LCS.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BNDSY and LCS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BNDSY vs. LCS.TO - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 7.17%, less than LCS.TO's 9.60% yield.


TTM20242023202220212020201920182017201620152014
BNDSY
Banco de Sabadell SA ADR
7.17%6.24%4.37%5.57%0.00%5.08%2.82%7.01%2.76%4.40%14.60%0.57%
LCS.TO
Brompton Lifeco Split Corp.
9.60%9.34%14.08%6.77%11.99%4.00%6.02%24.64%12.59%3.33%14.22%12.95%

Drawdowns

BNDSY vs. LCS.TO - Drawdown Comparison

The maximum BNDSY drawdown since its inception was -87.47%, smaller than the maximum LCS.TO drawdown of -93.64%. Use the drawdown chart below to compare losses from any high point for BNDSY and LCS.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BNDSY vs. LCS.TO - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 12.31% compared to Brompton Lifeco Split Corp. (LCS.TO) at 5.26%. This indicates that BNDSY's price experiences larger fluctuations and is considered to be riskier than LCS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BNDSY vs. LCS.TO - Financials Comparison

This section allows you to compare key financial metrics between Banco de Sabadell SA ADR and Brompton Lifeco Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
1.55B
1.92M
(BNDSY) Total Revenue
(LCS.TO) Total Revenue
Please note, different currencies. BNDSY values in USD, LCS.TO values in CAD