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DS.TO vs. DFN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DS.TO and DFN.TO is 0.51, 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.


-0.50.00.51.00.5

Performance

DS.TO vs. DFN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Select 15 Corp. (DS.TO) and Dividend 15 Split Corp. (DFN.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
6.23%
16.82%
DS.TO
DFN.TO

Key characteristics

Sharpe Ratio

DS.TO:

1.42

DFN.TO:

1.83

Sortino Ratio

DS.TO:

1.97

DFN.TO:

2.54

Omega Ratio

DS.TO:

1.25

DFN.TO:

1.37

Calmar Ratio

DS.TO:

0.63

DFN.TO:

1.45

Martin Ratio

DS.TO:

6.91

DFN.TO:

9.36

Ulcer Index

DS.TO:

2.43%

DFN.TO:

4.61%

Daily Std Dev

DS.TO:

11.87%

DFN.TO:

23.55%

Max Drawdown

DS.TO:

-43.14%

DFN.TO:

-73.37%

Current Drawdown

DS.TO:

-12.23%

DFN.TO:

-9.09%

Fundamentals

Market Cap

DS.TO:

CA$57.08M

DFN.TO:

CA$715.31M

EPS

DS.TO:

CA$0.58

DFN.TO:

CA$1.12

PE Ratio

DS.TO:

11.59

DFN.TO:

5.18

PEG Ratio

DS.TO:

0.00

DFN.TO:

0.00

Total Revenue (TTM)

DS.TO:

CA$2.28M

DFN.TO:

CA$182.53M

Gross Profit (TTM)

DS.TO:

CA$1.94M

DFN.TO:

CA$182.53M

EBITDA (TTM)

DS.TO:

CA$3.94M

DFN.TO:

-CA$34.45M

Returns By Period

In the year-to-date period, DS.TO achieves a -0.88% return, which is significantly higher than DFN.TO's -3.99% return. Over the past 10 years, DS.TO has underperformed DFN.TO with an annualized return of 5.07%, while DFN.TO has yielded a comparatively higher 6.18% annualized return.


DS.TO

YTD

-0.88%

1M

-1.18%

6M

10.52%

1Y

15.30%

5Y*

6.91%

10Y*

5.07%

DFN.TO

YTD

-3.99%

1M

-3.99%

6M

21.54%

1Y

34.65%

5Y*

6.27%

10Y*

6.18%

*Annualized

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Risk-Adjusted Performance

DS.TO vs. DFN.TO — Risk-Adjusted Performance Rank

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

DS.TO
The Risk-Adjusted Performance Rank of DS.TO is 7878
Overall Rank
The Sharpe Ratio Rank of DS.TO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DS.TO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DS.TO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DS.TO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DS.TO is 8585
Martin Ratio Rank

DFN.TO
The Risk-Adjusted Performance Rank of DFN.TO is 8888
Overall Rank
The Sharpe Ratio Rank of DFN.TO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DFN.TO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DFN.TO is 8888
Omega Ratio Rank
The Calmar Ratio Rank of DFN.TO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DFN.TO is 9090
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.

DS.TO vs. DFN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Select 15 Corp. (DS.TO) and Dividend 15 Split Corp. (DFN.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 DS.TO, currently valued at 0.87, compared to the broader market-2.000.002.004.000.871.47
The chart of Sortino ratio for DS.TO, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.006.001.272.15
The chart of Omega ratio for DS.TO, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.30
The chart of Calmar ratio for DS.TO, currently valued at 0.36, compared to the broader market0.002.004.006.000.361.08
The chart of Martin ratio for DS.TO, currently valued at 3.44, compared to the broader market-10.000.0010.0020.0030.003.446.60
DS.TO
DFN.TO

The current DS.TO Sharpe Ratio is 1.42, which is comparable to the DFN.TO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DS.TO and DFN.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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.87
1.47
DS.TO
DFN.TO

Dividends

DS.TO vs. DFN.TO - Dividend Comparison

DS.TO's dividend yield for the trailing twelve months is around 6.16%, less than DFN.TO's 18.97% yield.


TTM20242023202220212020201920182017201620152014
DS.TO
Dividend Select 15 Corp.
6.16%6.87%10.97%11.09%8.08%9.97%9.80%12.00%10.11%9.20%12.14%8,737,866.56%
DFN.TO
Dividend 15 Split Corp.
18.97%17.92%14.87%15.94%15.00%11.83%13.99%15.54%11.54%11.17%11.76%10.09%

Drawdowns

DS.TO vs. DFN.TO - Drawdown Comparison

The maximum DS.TO drawdown since its inception was -43.14%, smaller than the maximum DFN.TO drawdown of -73.37%. Use the drawdown chart below to compare losses from any high point for DS.TO and DFN.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.84%
-10.36%
DS.TO
DFN.TO

Volatility

DS.TO vs. DFN.TO - Volatility Comparison

The current volatility for Dividend Select 15 Corp. (DS.TO) is 3.84%, while Dividend 15 Split Corp. (DFN.TO) has a volatility of 7.42%. This indicates that DS.TO experiences smaller price fluctuations and is considered to be less risky than DFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.84%
7.42%
DS.TO
DFN.TO

Financials

DS.TO vs. DFN.TO - Financials Comparison

This section allows you to compare key financial metrics between Dividend Select 15 Corp. and Dividend 15 Split Corp.. 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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