PortfoliosLab logoPortfoliosLab logo
EDT.TO vs. HLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EDT.TO vs. HLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Spectral Medical Inc. (EDT.TO) and High Liner Foods Incorporated (HLF.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EDT.TO achieves a -2.08% return, which is significantly lower than HLF.TO's -0.48% return. Over the past 10 years, EDT.TO has outperformed HLF.TO with an annualized return of 3.92%, while HLF.TO has yielded a comparatively lower 1.14% annualized return.


EDT.TO

1D
1.44%
1M
1.44%
YTD
-2.08%
6M
11.02%
1Y
71.95%
3Y*
66.59%
5Y*
26.23%
10Y*
3.92%

HLF.TO

1D
-0.35%
1M
5.61%
YTD
-0.48%
6M
8.62%
1Y
-14.90%
3Y*
4.15%
5Y*
5.70%
10Y*
1.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDT.TO vs. HLF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDT.TO
Spectral Medical Inc.
-2.08%188.00%17.65%14.86%68.18%-45.68%-43.75%152.63%-25.00%38.18%
HLF.TO
High Liner Foods Incorporated
-0.48%-3.18%41.40%-10.45%-4.56%37.44%38.46%11.24%-44.74%-22.97%

Correlation

The correlation between EDT.TO and HLF.TO is 0.06, 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

0.06

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

0.02

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

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 7, 1994

0.02

Fundamentals

Market Cap

EDT.TO:

CA$413.46M

HLF.TO:

CA$419.52M

EPS

EDT.TO:

-CA$0.13

HLF.TO:

CA$0.99

PS Ratio

EDT.TO:

147.69

HLF.TO:

0.39

Total Revenue (TTM)

EDT.TO:

CA$2.76M

HLF.TO:

CA$1.09B

Gross Profit (TTM)

EDT.TO:

-CA$2.19M

HLF.TO:

CA$206.83M

EBITDA (TTM)

EDT.TO:

-CA$35.21M

HLF.TO:

CA$83.65M

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

EDT.TO vs. HLF.TO — Risk / Return Rank

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

EDT.TO
EDT.TO Risk / Return Rank: 7878
Overall Rank
EDT.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EDT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
EDT.TO Omega Ratio Rank: 7979
Omega Ratio Rank
EDT.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
EDT.TO Martin Ratio Rank: 7171
Martin Ratio Rank

HLF.TO
HLF.TO Risk / Return Rank: 1919
Overall Rank
HLF.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HLF.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HLF.TO Omega Ratio Rank: 1515
Omega Ratio Rank
HLF.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
HLF.TO Martin Ratio Rank: 2525
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.

EDT.TO vs. HLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spectral Medical Inc. (EDT.TO) and High Liner Foods Incorporated (HLF.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.


EDT.TOHLF.TODifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.30

0.90

+0.40

Calmar ratioReturn relative to maximum drawdown

2.48

-0.50

+2.99

Martin ratioReturn relative to average drawdown

3.90

-0.86

+4.76

EDT.TO vs. HLF.TO - Sharpe Ratio Comparison

The current EDT.TO Sharpe Ratio is 1.32, which is higher than the HLF.TO Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of EDT.TO and HLF.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...

Sharpe Ratios by Period


EDT.TOHLF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.58

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.20

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.03

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.05

-0.13

Drawdowns

EDT.TO vs. HLF.TO - Drawdown Comparison

The maximum EDT.TO drawdown since its inception was -99.64%, roughly equal to the maximum HLF.TO drawdown of -97.14%. Use the drawdown chart below to compare losses from any high point for EDT.TO and HLF.TO.


Loading charts...

Drawdown Indicators


EDT.TOHLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-97.14%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-29.71%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-40.30%

-29.96%

-10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-60.19%

-34.69%

-25.50%

Max Drawdown (10Y)

Largest decline over 10 years

-89.95%

-76.96%

-12.99%

Current Drawdown

Current decline from peak

-93.07%

-22.59%

-70.48%

Average Drawdown

Average peak-to-trough decline

-92.40%

-54.03%

-38.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.49%

17.43%

+1.06%

Volatility

EDT.TO vs. HLF.TO - Volatility Comparison

Spectral Medical Inc. (EDT.TO) has a higher volatility of 8.84% compared to High Liner Foods Incorporated (HLF.TO) at 4.92%. This indicates that EDT.TO's price experiences larger fluctuations and is considered to be riskier than HLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EDT.TOHLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

4.92%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

27.17%

13.16%

+14.01%

Volatility (1Y)

Calculated over the trailing 1-year period

54.67%

25.60%

+29.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.77%

28.36%

+36.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.77%

36.11%

+42.66%

Dividends

EDT.TO vs. HLF.TO - Dividend Comparison

EDT.TO has not paid dividends to shareholders, while HLF.TO's dividend yield for the trailing twelve months is around 4.83%.


PositionTTM20252024202320222021202020192018201720162015
EDT.TO
Spectral Medical 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%
HLF.TO
High Liner Foods Incorporated
4.83%4.63%3.88%4.57%3.12%2.08%1.98%3.58%7.57%3.81%2.61%2.99%

Financials

EDT.TO vs. HLF.TO - Financials Comparison

This section allows you to compare key financial metrics between Spectral Medical Inc. and High Liner Foods Incorporated. 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
891.00K
329.43M
(EDT.TO) Total Revenue
(HLF.TO) Total Revenue
Values in CAD except per share items

Frequently Asked Questions


EDT.TO and HLF.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EDT.TO and HLF.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