PortfoliosLab logoPortfoliosLab logo
CYBR.TO vs. LEAD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYBR.TO vs. LEAD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Cyber Security Index Fund - Hedged Units (CYBR.TO) and Evolve Future Leadership Fund (LEAD.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CYBR.TO achieves a 28.88% return, which is significantly higher than LEAD.TO's -4.13% return.


CYBR.TO

1D
1.24%
1M
2.95%
6M
24.69%
YTD
28.88%
1Y
15.36%
3Y*
20.97%
5Y*
6.25%
10Y*
ALL TIME*
14.65%

LEAD.TO

1D
-1.14%
1M
1.87%
6M
-0.68%
YTD
-4.13%
1Y
-3.93%
3Y*
18.17%
5Y*
5.58%
10Y*
ALL TIME*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$221.85KCA$189.55KCA$244.50K
CA$5.33KCA$6.18KCA$7.84K

CYBR.TO vs. LEAD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CYBR.TO
Evolve Cyber Security Index Fund - Hedged Units
28.88%2.14%13.45%44.51%-37.17%5.65%29.82%
LEAD.TO
Evolve Future Leadership Fund
-4.13%12.13%38.23%34.98%-34.79%14.98%7.95%

Correlation

The correlation between CYBR.TO and LEAD.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

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

0.37

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2020

0.46

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

CYBR.TO vs. LEAD.TO — Risk / Return Rank

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

CYBR.TO
CYBR.TO Risk / Return Rank: 2323
Overall Rank
CYBR.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CYBR.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CYBR.TO Omega Ratio Rank: 2424
Omega Ratio Rank
CYBR.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
CYBR.TO Martin Ratio Rank: 2020
Martin Ratio Rank

LEAD.TO
LEAD.TO Risk / Return Rank: 1010
Overall Rank
LEAD.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LEAD.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
LEAD.TO Omega Ratio Rank: 99
Omega Ratio Rank
LEAD.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
LEAD.TO Martin Ratio Rank: 1010
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.

CYBR.TO vs. LEAD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Cyber Security Index Fund - Hedged Units (CYBR.TO) and Evolve Future Leadership Fund (LEAD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CYBR.TOLEAD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.11

0.99

+0.13

Calmar ratioReturn relative to maximum drawdown

0.55

-0.15

+0.69

Martin ratioReturn relative to average drawdown

1.15

-0.33

+1.47

CYBR.TO vs. LEAD.TO - Sharpe Ratio Comparison

The current CYBR.TO Sharpe Ratio is 0.52, which is higher than the LEAD.TO Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CYBR.TO and LEAD.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...

Drawdowns

CYBR.TO vs. LEAD.TO - Drawdown Comparison

The maximum CYBR.TO drawdown since its inception was -44.40%, which is greater than LEAD.TO's maximum drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for CYBR.TO and LEAD.TO.


Loading charts...

Drawdown Indicators


CYBR.TOLEAD.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.40%

-39.80%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-28.10%

-22.65%

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-28.10%

-22.65%

-5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-44.40%

-39.80%

-4.60%

Current Drawdown

Current decline from peak

-8.97%

-9.30%

+0.33%

Average Drawdown

Average peak-to-trough decline

-12.69%

-13.81%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.40%

10.12%

+3.28%

Volatility

CYBR.TO vs. LEAD.TO - Volatility Comparison

Evolve Cyber Security Index Fund - Hedged Units (CYBR.TO) has a higher volatility of 9.85% compared to Evolve Future Leadership Fund (LEAD.TO) at 5.40%. This indicates that CYBR.TO's price experiences larger fluctuations and is considered to be riskier than LEAD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CYBR.TOLEAD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

5.40%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

25.88%

14.99%

+10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

29.91%

18.57%

+11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

21.80%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

21.02%

+5.62%

CYBR.TO vs. LEAD.TO - Expense Ratio Comparison

CYBR.TO has a 0.60% expense ratio, which is lower than LEAD.TO's 0.92% expense ratio.


Dividends

CYBR.TO vs. LEAD.TO - Dividend Comparison

CYBR.TO's dividend yield for the trailing twelve months is around 0.18%, less than LEAD.TO's 11.67% yield.


PositionTTM20252024202320222021202020192018
CYBR.TO
Evolve Cyber Security Index Fund - Hedged Units
0.18%0.23%0.24%0.27%0.39%0.22%0.13%0.21%0.26%
LEAD.TO
Evolve Future Leadership Fund
11.67%9.21%5.84%7.25%9.02%5.44%1.48%0.00%0.00%

Frequently Asked Questions


CYBR.TO and LEAD.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CYBR.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYBR.TO is cheaper with a 0.60% expense ratio, compared with 0.92% for LEAD.TO.

CYBR.TO is categorized as Cybersecurity, while LEAD.TO is Global Equities. Their fees differ too: 0.60% for CYBR.TO and 0.92% for LEAD.TO.

Portfolio Optimizer

Find the right allocation for CYBR.TO and LEAD.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