EIT-UN.TO vs. SCD

Last updated Jun 5, 2026

EIT-UN.TO (Canoe EIT Income Fund) and SCD (LMP Capital and Income Fund Inc.) are both Diversified Portfolio funds. Over the past 10 years, EIT-UN.TO returned 118.88%/yr vs 13.95%/yr for SCD. At a 0.33 correlation, their price movements are largely independent.

Performance

EIT-UN.TO vs. SCD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canoe EIT Income Fund (EIT-UN.TO) and LMP Capital and Income Fund Inc. (SCD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EIT-UN.TO is traded in CAD, while SCD is traded in USD. To make them comparable, the SCD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EIT-UN.TO achieves a 29.43% return, which is significantly higher than SCD's 11.06% return. Over the past 10 years, EIT-UN.TO has outperformed SCD with an annualized return of 118.88%, while SCD has yielded a comparatively lower 13.95% annualized return.

EIT-UN.TO

• 1D: 24.84%
• 1M: 25.74%
• YTD: 29.43%
• 6M: 35.69%
• 1Y: 41.71%
• 3Y*: 22.68%
• 5Y*: 131.75%
• 10Y*: 118.88%

SCD

• 1D: 0.29%
• 1M: 5.45%
• YTD: 11.06%
• 6M: 9.26%
• 1Y: 6.08%
• 3Y*: 21.47%
• 5Y*: 15.92%
• 10Y*: 13.95%

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

EIT-UN.TO vs. SCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIT-UN.TO Canoe EIT Income Fund	29.43%	3.45%	28.25%	5.94%	10.49%	4,164.28%	1,973.94%	12.45%	-3.08%	10.49%
SCD LMP Capital and Income Fund Inc.	11.06%	-8.21%	45.45%	25.27%	-3.63%	44.97%	-16.32%	51.33%	-8.40%	7.29%

Correlation

The correlation between EIT-UN.TO and SCD is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 24, 2009	0.33

The correlation between EIT-UN.TO and SCD shifts across timeframes, from -0.05 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EIT-UN.TO vs. SCD — Risk / Return Rank

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

SCD

SCD Risk / Return Rank: 5
SCD Sharpe Ratio Rank: 5
SCD Sortino Ratio Rank: 5
SCD Omega Ratio Rank: 5
SCD Calmar Ratio Rank: 5
SCD Martin Ratio Rank: 5

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.

EIT-UN.TO vs. SCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and LMP Capital and Income Fund Inc. (SCD). 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.

	EIT-UN.TO	SCD	Difference
Sharpe ratio: Return per unit of total volatility	1.66	0.45	+1.21
Sortino ratio: Return per unit of downside risk	—	0.68	—
Omega ratio: Gain probability vs. loss probability	—	1.09	—
Calmar ratio: Return relative to maximum drawdown	—	0.68	—
Martin ratio: Return relative to average drawdown	—	1.44	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIT-UN.TO vs. SCD - Sharpe Ratio Comparison

The current EIT-UN.TO Sharpe Ratio is 1.66, which is higher than the SCD Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EIT-UN.TO and SCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EIT-UN.TO	SCD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	0.45	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.90	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.66	-0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.83	-0.83

Drawdowns

EIT-UN.TO vs. SCD - Drawdown Comparison

The maximum EIT-UN.TO drawdown since its inception was -56.65%, roughly equal to the maximum SCD drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and SCD.

Drawdown Indicators

	EIT-UN.TO	SCD	Difference
Max Drawdown Largest peak-to-trough decline	-56.65%	-56.97%	+0.32%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-8.93%	+8.93%
Max Drawdown (3Y) Largest decline over 3 years	-10.73%	-22.26%	+11.53%
Max Drawdown (5Y) Largest decline over 5 years	-15.57%	-22.26%	+6.69%
Max Drawdown (10Y) Largest decline over 10 years	-50.36%	-56.97%	+6.61%
Current Drawdown Current decline from peak	0.00%	-0.77%	+0.77%
Average Drawdown Average peak-to-trough decline	-3.87%	-6.29%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	4.24%	-4.24%

Volatility

EIT-UN.TO vs. SCD - Volatility Comparison

Canoe EIT Income Fund (EIT-UN.TO) has a higher volatility of 22.16% compared to LMP Capital and Income Fund Inc. (SCD) at 2.29%. This indicates that EIT-UN.TO's price experiences larger fluctuations and is considered to be riskier than SCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIT-UN.TO	SCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.16%	2.29%	+19.87%
Volatility (6M) Calculated over the trailing 6-month period	22.54%	8.54%	+14.00%
Volatility (1Y) Calculated over the trailing 1-year period	27.28%	13.59%	+13.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,193.89%	17.85%	+1,176.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,020.02%	21.29%	+998.73%

Dividends

EIT-UN.TO vs. SCD - Dividend Comparison

EIT-UN.TO's dividend yield for the trailing twelve months is around 10.06%, more than SCD's 9.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIT-UN.TO Canoe EIT Income Fund	10.06%	12.56%	7.90%	9.29%	8.97%	104.98%	108.64%	11.53%	11.62%	11.01%	10.06%	10.71%
SCD LMP Capital and Income Fund Inc.	9.23%	9.55%	7.88%	8.56%	12.96%	10.26%	10.21%	7.98%	11.61%	8.89%	9.33%	9.05%

Frequently Asked Questions

Can I hold both EIT-UN.TO and SCD in my portfolio?

EIT-UN.TO and SCD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.