DF.TO vs. LFE.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Dividend 15 Split Corp. II (DF.TO) and Canadian Life Companies Split Corp. (LFE.TO).

Performance

DF.TO vs. LFE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dividend 15 Split Corp. II (DF.TO) and Canadian Life Companies Split Corp. (LFE.TO). The values are adjusted to include any dividend payments, if applicable.

DF.TO vs. LFE.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DF.TO Dividend 15 Split Corp. II	2.53%	47.92%	74.13%	4.68%	-33.33%	144.80%	-38.01%	65.78%	-59.09%	39.97%
LFE.TO Canadian Life Companies Split Corp.	-3.52%	30.06%	108.15%	59.77%	-30.86%	69.79%	-35.91%	97.52%	-64.57%	33.07%

Fundamentals

Market Cap DF.TO : CA$172.20M LFE.TO : CA$85.14M
EPS DF.TO : CA$6.35 LFE.TO : CA$5.91
PE Ratio DF.TO : 1.17 LFE.TO : 1.17
PEG Ratio DF.TO : 0.03 LFE.TO : 0.02
PS Ratio DF.TO : 3.28 LFE.TO : 2.44
PB Ratio DF.TO : 0.87 LFE.TO : 0.73
Total Revenue (TTM) DF.TO : CA$50.72M LFE.TO : CA$32.15M
Gross Profit (TTM) DF.TO : CA$118.58M LFE.TO : CA$28.94M
EBITDA (TTM) DF.TO : CA$172.63M LFE.TO : CA$81.89M

Returns By Period

In the year-to-date period, DF.TO achieves a 2.53% return, which is significantly higher than LFE.TO's -3.52% return. Over the past 10 years, DF.TO has underperformed LFE.TO with an annualized return of 12.97%, while LFE.TO has yielded a comparatively higher 17.66% annualized return.

DF.TO

• 1D: 0.54%
• 1M: -6.19%
• YTD: 2.53%
• 6M: 17.13%
• 1Y: 64.13%
• 3Y*: 39.27%
• 5Y*: 22.90%
• 10Y*: 12.97%

LFE.TO

• 1D: 0.44%
• 1M: -5.08%
• YTD: -3.52%
• 6M: 18.36%
• 1Y: 33.86%
• 3Y*: 55.72%
• 5Y*: 25.17%
• 10Y*: 17.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DF.TO vs. LFE.TO — Risk / Return Rank

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

DF.TO

DF.TO Risk / Return Rank: 96
DF.TO Sharpe Ratio Rank: 97
DF.TO Sortino Ratio Rank: 95
DF.TO Omega Ratio Rank: 98
DF.TO Calmar Ratio Rank: 94
DF.TO Martin Ratio Rank: 98

LFE.TO

LFE.TO Risk / Return Rank: 78
LFE.TO Sharpe Ratio Rank: 80
LFE.TO Sortino Ratio Rank: 73
LFE.TO Omega Ratio Rank: 81
LFE.TO Calmar Ratio Rank: 74
LFE.TO Martin Ratio Rank: 82

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.

DF.TO vs. LFE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend 15 Split Corp. II (DF.TO) and Canadian Life Companies Split Corp. (LFE.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.

	DF.TO	LFE.TO	Difference
Sharpe ratio Return per unit of total volatility	3.05	1.26	+1.79
Sortino ratio Return per unit of downside risk	3.60	1.72	+1.88
Omega ratio Gain probability vs. loss probability	1.68	1.29	+0.39
Calmar ratio Return relative to maximum drawdown	5.13	1.71	+3.42
Martin ratio Return relative to average drawdown	24.11	6.52	+17.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DF.TO vs. LFE.TO - Sharpe Ratio Comparison

The current DF.TO Sharpe Ratio is 3.05, which is higher than the LFE.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DF.TO and LFE.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.

Sharpe Ratios by Period

	DF.TO	LFE.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	1.26	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.60	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.36	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.05	-0.05

Correlation

The correlation between DF.TO and LFE.TO is 0.44, 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

DF.TO vs. LFE.TO - Dividend Comparison

DF.TO's dividend yield for the trailing twelve months is around 14.80%, less than LFE.TO's 15.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DF.TO Dividend 15 Split Corp. II	14.80%	16.15%	13.16%	0.00%	12.99%	14.42%	10.20%	11.79%	8.70%	13.64%	13.72%	19.47%
LFE.TO Canadian Life Companies Split Corp.	15.92%	16.33%	12.11%	0.00%	9.55%	1.32%	10.41%	2.44%	4.50%	14.13%	4.54%	2.47%

Drawdowns

DF.TO vs. LFE.TO - Drawdown Comparison

The maximum DF.TO drawdown since its inception was -83.79%, smaller than the maximum LFE.TO drawdown of -89.14%. Use the drawdown chart below to compare losses from any high point for DF.TO and LFE.TO.

Drawdown Indicators

	DF.TO	LFE.TO	Difference
Max Drawdown Largest peak-to-trough decline	-83.79%	-89.14%	+5.35%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-20.46%	+7.71%
Max Drawdown (5Y) Largest decline over 5 years	-64.69%	-56.68%	-8.01%
Max Drawdown (10Y) Largest decline over 10 years	-69.77%	-81.11%	+11.34%
Current Drawdown Current decline from peak	-7.12%	-12.23%	+5.11%
Average Drawdown Average peak-to-trough decline	-22.97%	-53.72%	+30.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	5.47%	-2.76%

Volatility

DF.TO vs. LFE.TO - Volatility Comparison

Dividend 15 Split Corp. II (DF.TO) and Canadian Life Companies Split Corp. (LFE.TO) have volatilities of 11.68% and 11.55%, 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.

Volatility by Period

	DF.TO	LFE.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.68%	11.55%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	14.71%	15.07%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	21.16%	26.98%	-5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.20%	42.22%	-10.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.93%	49.51%	-12.58%

Financials