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CVD.TO vs. LMN.V
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVD.TO vs. LMN.V - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Convertible Bond Index ETF (CVD.TO) and Lumine Group Inc (LMN.V). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVD.TO achieves a 3.23% return, which is significantly higher than LMN.V's -17.83% return.


CVD.TO

1D
-0.28%
1M
0.49%
YTD
3.23%
6M
0.06%
1Y
7.61%
3Y*
7.90%
5Y*
4.33%
10Y*
4.53%

LMN.V

1D
1.87%
1M
6.34%
YTD
-17.83%
6M
-16.73%
1Y
-53.05%
3Y*
5.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVD.TO vs. LMN.V - Yearly Performance Comparison


2026 (YTD)202520242023
CVD.TO
iShares Convertible Bond Index ETF
3.23%7.09%12.68%0.52%
LMN.V
Lumine Group Inc
-17.83%-34.03%37.59%78.51%

Correlation

The correlation between CVD.TO and LMN.V is -0.01, 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

-0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.02

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Return for Risk

CVD.TO vs. LMN.V — Risk / Return Rank

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

CVD.TO
CVD.TO Risk / Return Rank: 3333
Overall Rank
CVD.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3737
Martin Ratio Rank

LMN.V
LMN.V Risk / Return Rank: 88
Overall Rank
LMN.V Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LMN.V Sortino Ratio Rank: 33
Sortino Ratio Rank
LMN.V Omega Ratio Rank: 66
Omega Ratio Rank
LMN.V Calmar Ratio Rank: 1010
Calmar Ratio Rank
LMN.V Martin Ratio Rank: 1515
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.

CVD.TO vs. LMN.V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond Index ETF (CVD.TO) and Lumine Group Inc (LMN.V). 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.


CVD.TOLMN.VDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.22

0.81

+0.41

Calmar ratioReturn relative to maximum drawdown

1.93

-0.80

+2.73

Martin ratioReturn relative to average drawdown

5.61

-1.19

+6.80

CVD.TO vs. LMN.V - Sharpe Ratio Comparison

The current CVD.TO Sharpe Ratio is 1.05, which is higher than the LMN.V Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of CVD.TO and LMN.V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CVD.TOLMN.VDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

-1.01

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.21

+0.25

Drawdowns

CVD.TO vs. LMN.V - Drawdown Comparison

The maximum CVD.TO drawdown since its inception was -23.51%, smaller than the maximum LMN.V drawdown of -66.64%. Use the drawdown chart below to compare losses from any high point for CVD.TO and LMN.V.


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Drawdown Indicators


CVD.TOLMN.VDifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-66.64%

+43.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-66.64%

+62.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-66.64%

+55.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-2.00%

-58.90%

+56.90%

Average Drawdown

Average peak-to-trough decline

-2.39%

-17.53%

+15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

44.64%

-43.28%

Volatility

CVD.TO vs. LMN.V - Volatility Comparison

The current volatility for iShares Convertible Bond Index ETF (CVD.TO) is 0.95%, while Lumine Group Inc (LMN.V) has a volatility of 18.73%. This indicates that CVD.TO experiences smaller price fluctuations and is considered to be less risky than LMN.V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVD.TOLMN.VDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

18.73%

-17.78%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

40.06%

-34.54%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

52.93%

-45.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.25%

45.01%

-35.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

45.01%

-35.58%

Dividends

CVD.TO vs. LMN.V - Dividend Comparison

CVD.TO's dividend yield for the trailing twelve months is around 4.95%, while LMN.V has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.95%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
LMN.V
Lumine Group Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVD.TO and LMN.V have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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