PortfoliosLab logoPortfoliosLab logo
CHE-UN.TO vs. HLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHE-UN.TO vs. HLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Chemtrade Logistics Income Fund (CHE-UN.TO) and High Liner Foods Incorporated (HLF.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHE-UN.TO achieves a 15.34% return, which is significantly higher than HLF.TO's -0.48% return. Over the past 10 years, CHE-UN.TO has outperformed HLF.TO with an annualized return of 7.48%, while HLF.TO has yielded a comparatively lower 1.14% annualized return.


CHE-UN.TO

1D
1.33%
1M
-4.56%
YTD
15.34%
6M
21.31%
1Y
58.29%
3Y*
33.16%
5Y*
25.74%
10Y*
7.48%

HLF.TO

1D
-0.35%
1M
5.61%
YTD
-0.48%
6M
8.62%
1Y
-14.90%
3Y*
4.15%
5Y*
5.70%
10Y*
1.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHE-UN.TO vs. HLF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHE-UN.TO
Chemtrade Logistics Income Fund
15.34%43.14%37.53%1.90%30.66%37.93%-40.45%18.66%-41.30%9.25%
HLF.TO
High Liner Foods Incorporated
-0.48%-3.18%41.40%-10.45%-4.56%37.44%38.46%11.24%-44.74%-22.97%

Correlation

The correlation between CHE-UN.TO and HLF.TO is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2001

0.12

The correlation between CHE-UN.TO and HLF.TO shifts across timeframes, from 0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CHE-UN.TO:

CA$1.88B

HLF.TO:

CA$419.52M

EPS

CHE-UN.TO:

CA$1.02

HLF.TO:

CA$0.99

PE Ratio

CHE-UN.TO:

16.36

HLF.TO:

14.59

PEG Ratio

CHE-UN.TO:

2.10

HLF.TO:

1.04

PS Ratio

CHE-UN.TO:

0.93

HLF.TO:

0.39

PB Ratio

CHE-UN.TO:

2.49

HLF.TO:

1.02

Total Revenue (TTM)

CHE-UN.TO:

CA$2.03B

HLF.TO:

CA$1.09B

Gross Profit (TTM)

CHE-UN.TO:

CA$452.05M

HLF.TO:

CA$206.83M

EBITDA (TTM)

CHE-UN.TO:

CA$505.08M

HLF.TO:

CA$83.65M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHE-UN.TO vs. HLF.TO — Risk / Return Rank

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

CHE-UN.TO
CHE-UN.TO Risk / Return Rank: 8585
Overall Rank
CHE-UN.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CHE-UN.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
CHE-UN.TO Omega Ratio Rank: 8989
Omega Ratio Rank
CHE-UN.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CHE-UN.TO Martin Ratio Rank: 9090
Martin Ratio Rank

HLF.TO
HLF.TO Risk / Return Rank: 1919
Overall Rank
HLF.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HLF.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HLF.TO Omega Ratio Rank: 1515
Omega Ratio Rank
HLF.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
HLF.TO Martin Ratio Rank: 2525
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.

CHE-UN.TO vs. HLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemtrade Logistics Income Fund (CHE-UN.TO) and High Liner Foods Incorporated (HLF.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.


CHE-UN.TOHLF.TODifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.42

0.90

+0.52

Calmar ratioReturn relative to maximum drawdown

3.19

-0.50

+3.69

Martin ratioReturn relative to average drawdown

12.49

-0.86

+13.35

CHE-UN.TO vs. HLF.TO - Sharpe Ratio Comparison

The current CHE-UN.TO Sharpe Ratio is 1.79, which is higher than the HLF.TO Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of CHE-UN.TO and HLF.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.


Loading charts...

Sharpe Ratios by Period


CHE-UN.TOHLF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

-0.58

+2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.20

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.03

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.05

+0.32

Drawdowns

CHE-UN.TO vs. HLF.TO - Drawdown Comparison

The maximum CHE-UN.TO drawdown since its inception was -77.56%, smaller than the maximum HLF.TO drawdown of -97.14%. Use the drawdown chart below to compare losses from any high point for CHE-UN.TO and HLF.TO.


Loading charts...

Drawdown Indicators


CHE-UN.TOHLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.56%

-97.14%

+19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-18.36%

-29.71%

+11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

-29.96%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-34.69%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-77.56%

-76.96%

-0.60%

Current Drawdown

Current decline from peak

-8.92%

-22.59%

+13.67%

Average Drawdown

Average peak-to-trough decline

-19.19%

-54.03%

+34.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

17.43%

-12.75%

Volatility

CHE-UN.TO vs. HLF.TO - Volatility Comparison

Chemtrade Logistics Income Fund (CHE-UN.TO) has a higher volatility of 13.00% compared to High Liner Foods Incorporated (HLF.TO) at 4.92%. This indicates that CHE-UN.TO's price experiences larger fluctuations and is considered to be riskier than HLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CHE-UN.TOHLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.00%

4.92%

+8.08%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

13.16%

+16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

32.73%

25.60%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.04%

28.36%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.79%

36.11%

-1.32%

Dividends

CHE-UN.TO vs. HLF.TO - Dividend Comparison

CHE-UN.TO's dividend yield for the trailing twelve months is around 4.21%, less than HLF.TO's 4.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CHE-UN.TO
Chemtrade Logistics Income Fund
4.21%4.68%6.03%7.04%6.69%8.11%12.01%10.88%11.45%6.19%6.34%6.72%
HLF.TO
High Liner Foods Incorporated
4.83%4.63%3.88%4.57%3.12%2.08%1.98%3.58%7.57%3.81%2.61%2.99%

Financials

CHE-UN.TO vs. HLF.TO - Financials Comparison

This section allows you to compare key financial metrics between Chemtrade Logistics Income Fund and High Liner Foods Incorporated. 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


200.00M300.00M400.00M500.00M20222023202420252026
503.00M
329.43M
(CHE-UN.TO) Total Revenue
(HLF.TO) Total Revenue
Values in CAD except per share items

CHE-UN.TO vs. HLF.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Chemtrade Logistics Income Fund and High Liner Foods Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-30.0%-20.0%-10.0%0.0%10.0%20.0%30.0%20222023202420252026
19.1%
19.2%
Portfolio components
CHE-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chemtrade Logistics Income Fund reported a gross profit of 96.10M and revenue of 503.00M. Therefore, the gross margin over that period was 19.1%.

HLF.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported a gross profit of 63.27M and revenue of 329.43M. Therefore, the gross margin over that period was 19.2%.

CHE-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chemtrade Logistics Income Fund reported an operating income of 55.70M and revenue of 503.00M, resulting in an operating margin of 11.1%.

HLF.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported an operating income of 21.33M and revenue of 329.43M, resulting in an operating margin of 6.5%.

CHE-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chemtrade Logistics Income Fund reported a net income of 25.40M and revenue of 503.00M, resulting in a net margin of 5.1%.

HLF.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported a net income of 7.83M and revenue of 329.43M, resulting in a net margin of 2.4%.


Frequently Asked Questions


CHE-UN.TO and HLF.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CHE-UN.TO and HLF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer