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CLSA.TO vs. LBS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLSA.TO vs. LBS.TO - Performance Comparison

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

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CLSA.TO vs. LBS.TO - Yearly Performance Comparison


2026 (YTD)2025
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
-2.42%56.35%
LBS.TO
Life & Banc Split Corp.
-3.37%73.14%

Returns By Period

In the year-to-date period, CLSA.TO achieves a -2.42% return, which is significantly higher than LBS.TO's -3.37% return.


CLSA.TO

1D
0.04%
1M
-7.65%
YTD
-2.42%
6M
14.55%
1Y
53.49%
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)

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Return for Risk

CLSA.TO vs. LBS.TO — Risk / Return Rank

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

CLSA.TO
CLSA.TO Risk / Return Rank: 9797
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
Martin Ratio Rank

LBS.TO
LBS.TO Risk / Return Rank: 9696
Overall Rank
LBS.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LBS.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
LBS.TO Omega Ratio Rank: 9696
Omega Ratio Rank
LBS.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
LBS.TO Martin Ratio Rank: 9797
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.

CLSA.TO vs. LBS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) 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.


CLSA.TOLBS.TODifference

Sharpe ratio

Return per unit of total volatility

3.16

3.11

+0.05

Sortino ratio

Return per unit of downside risk

3.73

3.70

+0.04

Omega ratio

Gain probability vs. loss probability

1.63

1.55

+0.08

Calmar ratio

Return relative to maximum drawdown

4.90

4.69

+0.21

Martin ratio

Return relative to average drawdown

19.65

21.47

-1.82

CLSA.TO vs. LBS.TO - Sharpe Ratio Comparison

The current CLSA.TO Sharpe Ratio is 3.16, which is comparable to the LBS.TO Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of CLSA.TO and LBS.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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Sharpe Ratios by Period


CLSA.TOLBS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

3.11

+0.05

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

3.02

0.29

+2.73

Correlation

The correlation between CLSA.TO and LBS.TO is 0.69, 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

CLSA.TO vs. LBS.TO - Dividend Comparison

CLSA.TO's dividend yield for the trailing twelve months is around 10.32%, more than LBS.TO's 9.19% yield.


TTM20252024202320222021202020192018201720162015
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
10.32%7.99%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

CLSA.TO vs. LBS.TO - Drawdown Comparison

The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and LBS.TO.


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Drawdown Indicators


CLSA.TOLBS.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-83.80%

+72.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-14.34%

+3.56%

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

-8.62%

-8.81%

+0.19%

Average Drawdown

Average peak-to-trough decline

-1.45%

-13.92%

+12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.14%

-0.45%

Volatility

CLSA.TO vs. LBS.TO - Volatility Comparison

The current volatility for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) is 9.01%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 13.01%. This indicates that CLSA.TO experiences smaller price fluctuations and is considered to be less risky than LBS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSA.TOLBS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

13.01%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

17.18%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

20.95%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

24.38%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

37.14%

-20.13%