BNK.TO vs. BANK.TO
BNK.TO (Big Banc Split Corp.) is a stock, while BANK.TO (Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund) is Derivative Income fund tracking the Solactive Canadian Core Financials Equal Weight Index. Over the past 3 years, BNK.TO returned 61.85%/yr vs 35.53%/yr for BANK.TO. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
BNK.TO vs. BANK.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BNK.TO achieves a 88.02% return, which is significantly higher than BANK.TO's 33.28% return.
BNK.TO
- 1D
- -1.81%
- 1M
- 16.90%
- 6M
- 88.65%
- YTD
- 88.02%
- 1Y
- 117.86%
- 3Y*
- 61.85%
- 5Y*
- 39.54%
- 10Y*
- —
- ALL TIME*
- 43.21%
BANK.TO
- 1D
- 0.61%
- 1M
- 3.03%
- 6M
- 35.25%
- YTD
- 33.28%
- 1Y
- 70.04%
- 3Y*
- 35.53%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$7.71M | CA$6.93M | CA$5.91M | |
BNK.TO Big Banc Split Corp. | CA$88.95K | CA$70.35K | CA$60.80K |
BNK.TO vs. BANK.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BNK.TO Big Banc Split Corp. | 88.02% | 61.47% | 38.69% | 29.54% | -29.23% |
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 33.28% | 41.00% | 27.90% | 16.23% | -20.47% |
Correlation
The correlation between BNK.TO and BANK.TO is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.51 |
The correlation between BNK.TO and BANK.TO shifts across timeframes, from 0.31 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BNK.TO vs. BANK.TO — Risk / Return Rank
BNK.TO
BANK.TO
BNK.TO vs. BANK.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Big Banc Split Corp. (BNK.TO) and Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund (BANK.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.
| BNK.TO | BANK.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.92 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 11.30 | 8.38 | +2.92 |
| Martin ratioReturn relative to average drawdown | 52.72 | 36.52 | +16.20 |
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Drawdowns
BNK.TO vs. BANK.TO - Drawdown Comparison
The maximum BNK.TO drawdown since its inception was -35.73%, which is greater than BANK.TO's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for BNK.TO and BANK.TO.
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Drawdown Indicators
| BNK.TO | BANK.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.73% | -29.03% | -6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -8.27% | -2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -25.69% | -14.49% | -11.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.73% | — | — |
Current DrawdownCurrent decline from peak | -4.04% | -0.97% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -8.50% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.90% | +0.46% |
Volatility
BNK.TO vs. BANK.TO - Volatility Comparison
Big Banc Split Corp. (BNK.TO) has a higher volatility of 20.92% compared to Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund (BANK.TO) at 6.14%. This indicates that BNK.TO's price experiences larger fluctuations and is considered to be riskier than BANK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNK.TO | BANK.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.92% | 6.14% | +14.78% |
Volatility (6M)Calculated over the trailing 6-month period | 31.97% | 11.74% | +20.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.44% | 13.55% | +22.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.01% | 15.71% | +16.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 15.71% | +15.25% |
Dividends
BNK.TO vs. BANK.TO - Dividend Comparison
BNK.TO's dividend yield for the trailing twelve months is around 7.30%, less than BANK.TO's 12.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 12.29% | 13.73% | 15.28% | 13.60% | 10.52% | 0.00% | 0.00% |
BNK.TO Big Banc Split Corp. | 7.30% | 12.03% | 18.57% | 36.74% | 24.88% | 6.08% | 5.50% |
Frequently Asked Questions
BNK.TO and BANK.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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