CDAY.NEO vs. LBS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Life & Banc Split Corp. (LBS.TO).

CDAY.NEO is an actively managed fund by Hamilton Capital. It was launched on Jul 14, 2025.

Performance

CDAY.NEO vs. LBS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Life & Banc Split Corp. (LBS.TO). The values are adjusted to include any dividend payments, if applicable.

CDAY.NEO vs. LBS.TO - Yearly Performance Comparison

	2026 (YTD)	2025
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF	3.53%	14.92%
LBS.TO Life & Banc Split Corp.	-3.37%	45.49%

Returns By Period

In the year-to-date period, CDAY.NEO achieves a 3.53% return, which is significantly higher than LBS.TO's -3.37% return.

CDAY.NEO

• 1D: 0.00%
• 1M: -5.81%
• YTD: 3.53%
• 6M: 7.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LBS.TO

• 1D: 1.97%
• 1M: -7.18%
• YTD: -3.37%
• 6M: 22.10%
• 1Y: 64.74%
• 3Y*: 29.17%
• 5Y*: 22.61%
• 10Y*: 18.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CDAY.NEO vs. LBS.TO — Risk / Return Rank

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

LBS.TO

LBS.TO Risk / Return Rank: 96
LBS.TO Sharpe Ratio Rank: 97
LBS.TO Sortino Ratio Rank: 96
LBS.TO Omega Ratio Rank: 96
LBS.TO Calmar Ratio Rank: 93
LBS.TO Martin Ratio Rank: 97

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.

CDAY.NEO vs. LBS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Life & Banc Split Corp. (LBS.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CDAY.NEO	LBS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.11	0.29	+1.82

Correlation

The correlation between CDAY.NEO and LBS.TO is 0.47, 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.

Dividends

CDAY.NEO vs. LBS.TO - Dividend Comparison

CDAY.NEO's dividend yield for the trailing twelve months is around 11.51%, more than LBS.TO's 9.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF	11.51%	7.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LBS.TO Life & Banc Split Corp.	9.19%	9.34%	13.29%	15.23%	13.89%	11.89%	5.56%	15.06%	17.96%	12.05%	12.35%	14.91%

Drawdowns

CDAY.NEO vs. LBS.TO - Drawdown Comparison

The maximum CDAY.NEO drawdown since its inception was -9.61%, smaller than the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for CDAY.NEO and LBS.TO.

Drawdown Indicators

	CDAY.NEO	LBS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.61%	-83.80%	+74.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-63.35%	—
Current Drawdown Current decline from peak	-7.44%	-8.81%	+1.37%
Average Drawdown Average peak-to-trough decline	-1.19%	-13.92%	+12.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.14%	—

Volatility

Volatility by Period

	CDAY.NEO	LBS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.26%	20.95%	-7.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	24.38%	-11.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	37.14%	-23.88%