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CWB.TO vs. LB.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWB.TO and LB.TO is 0.42, 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.


-0.50.00.51.00.4

Performance

CWB.TO vs. LB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Western Bank (CWB.TO) and Laurentian Bank of Canada (LB.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
21.31%
9.98%
CWB.TO
LB.TO

Key characteristics

Sharpe Ratio

CWB.TO:

1.57

LB.TO:

0.60

Sortino Ratio

CWB.TO:

7.23

LB.TO:

1.02

Omega Ratio

CWB.TO:

2.01

LB.TO:

1.13

Calmar Ratio

CWB.TO:

5.08

LB.TO:

0.33

Martin Ratio

CWB.TO:

28.15

LB.TO:

2.24

Ulcer Index

CWB.TO:

3.93%

LB.TO:

6.07%

Daily Std Dev

CWB.TO:

70.68%

LB.TO:

22.48%

Max Drawdown

CWB.TO:

-74.51%

LB.TO:

-59.10%

Current Drawdown

CWB.TO:

-7.17%

LB.TO:

-30.14%

Fundamentals

Market Cap

CWB.TO:

CA$5.48B

LB.TO:

CA$1.22B

EPS

CWB.TO:

CA$2.73

LB.TO:

-CA$0.41

PEG Ratio

CWB.TO:

1.40

LB.TO:

1.85

Total Revenue (TTM)

CWB.TO:

CA$1.29B

LB.TO:

CA$1.16B

Gross Profit (TTM)

CWB.TO:

CA$578.06M

LB.TO:

CA$845.31M

EBITDA (TTM)

CWB.TO:

CA$36.34M

LB.TO:

CA$550.70M

Returns By Period

In the year-to-date period, CWB.TO achieves a -3.61% return, which is significantly lower than LB.TO's -2.70% return. Over the past 10 years, CWB.TO has outperformed LB.TO with an annualized return of 14.45%, while LB.TO has yielded a comparatively lower -0.08% annualized return.


CWB.TO

YTD

-3.61%

1M

-4.63%

6M

26.03%

1Y

110.78%

5Y*

21.87%

10Y*

14.45%

LB.TO

YTD

-2.70%

1M

-3.08%

6M

14.26%

1Y

15.57%

5Y*

-3.30%

10Y*

-0.08%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CWB.TO vs. LB.TO — Risk-Adjusted Performance Rank

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

CWB.TO
The Risk-Adjusted Performance Rank of CWB.TO is 9797
Overall Rank
The Sharpe Ratio Rank of CWB.TO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CWB.TO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CWB.TO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CWB.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CWB.TO is 9999
Martin Ratio Rank

LB.TO
The Risk-Adjusted Performance Rank of LB.TO is 6363
Overall Rank
The Sharpe Ratio Rank of LB.TO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LB.TO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of LB.TO is 5858
Omega Ratio Rank
The Calmar Ratio Rank of LB.TO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of LB.TO is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWB.TO vs. LB.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Western Bank (CWB.TO) and Laurentian Bank of Canada (LB.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.


Sharpe ratio
The chart of Sharpe ratio for CWB.TO, currently valued at 1.39, compared to the broader market-2.000.002.004.001.390.39
The chart of Sortino ratio for CWB.TO, currently valued at 6.12, compared to the broader market-4.00-2.000.002.004.006.006.120.72
The chart of Omega ratio for CWB.TO, currently valued at 1.84, compared to the broader market0.501.001.502.001.841.09
The chart of Calmar ratio for CWB.TO, currently valued at 3.45, compared to the broader market0.002.004.006.003.450.20
The chart of Martin ratio for CWB.TO, currently valued at 21.11, compared to the broader market-10.000.0010.0020.0021.111.26
CWB.TO
LB.TO

The current CWB.TO Sharpe Ratio is 1.57, which is higher than the LB.TO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CWB.TO and LB.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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.39
0.39
CWB.TO
LB.TO

Dividends

CWB.TO vs. LB.TO - Dividend Comparison

CWB.TO's dividend yield for the trailing twelve months is around 4.86%, less than LB.TO's 7.14% yield.


TTM20242023202220212020201920182017201620152014
CWB.TO
Canadian Western Bank
4.86%4.84%8.88%11.06%7.72%10.82%8.73%3.92%2.39%3.03%3.76%2.44%
LB.TO
Laurentian Bank of Canada
7.14%6.84%5.02%5.57%5.18%5.99%5.94%6.72%4.39%4.14%5.57%4.18%

Drawdowns

CWB.TO vs. LB.TO - Drawdown Comparison

The maximum CWB.TO drawdown since its inception was -74.51%, which is greater than LB.TO's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for CWB.TO and LB.TO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.83%
-38.99%
CWB.TO
LB.TO

Volatility

CWB.TO vs. LB.TO - Volatility Comparison

Canadian Western Bank (CWB.TO) and Laurentian Bank of Canada (LB.TO) have volatilities of 5.03% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.03%
5.07%
CWB.TO
LB.TO

Financials

CWB.TO vs. LB.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Western Bank and Laurentian Bank of Canada. 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


Values in CAD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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