PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENS.TO vs. BK.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ENS.TOBK.TO
YTD Return-1.95%8.36%
1Y Return-15.49%-4.14%
3Y Return (Ann)5.82%13.45%
5Y Return (Ann)6.55%11.97%
Sharpe Ratio-0.82-0.22
Daily Std Dev19.47%21.05%
Max Drawdown-49.45%-83.66%
Current Drawdown-17.39%-8.34%

Fundamentals


ENS.TOBK.TO
Market CapCA$279.15MCA$296.38M
EPS-CA$1.51-CA$1.81
PEG Ratio1.310.00
Revenue (TTM)-CA$10.40M-CA$8.58M
Gross Profit (TTM)CA$43.49MCA$6.92M

Correlation

-0.50.00.51.00.5

The correlation between ENS.TO and BK.TO is 0.54, 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.

Performance

ENS.TO vs. BK.TO - Performance Comparison

In the year-to-date period, ENS.TO achieves a -1.95% return, which is significantly lower than BK.TO's 8.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchApril
35.54%
66.80%
ENS.TO
BK.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


E Split Corp.

Canadian Banc Corp.

Risk-Adjusted Performance

ENS.TO vs. BK.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for E Split Corp. (ENS.TO) and Canadian Banc Corp. (BK.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.


ENS.TO
Sharpe ratio
The chart of Sharpe ratio for ENS.TO, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00-0.78
Sortino ratio
The chart of Sortino ratio for ENS.TO, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.006.00-0.99
Omega ratio
The chart of Omega ratio for ENS.TO, currently valued at 0.87, compared to the broader market0.501.001.500.87
Calmar ratio
The chart of Calmar ratio for ENS.TO, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49
Martin ratio
The chart of Martin ratio for ENS.TO, currently valued at -1.10, compared to the broader market-10.000.0010.0020.0030.00-1.10
BK.TO
Sharpe ratio
The chart of Sharpe ratio for BK.TO, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00-0.26
Sortino ratio
The chart of Sortino ratio for BK.TO, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.006.00-0.19
Omega ratio
The chart of Omega ratio for BK.TO, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for BK.TO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21
Martin ratio
The chart of Martin ratio for BK.TO, currently valued at -0.40, compared to the broader market-10.000.0010.0020.0030.00-0.40

ENS.TO vs. BK.TO - Sharpe Ratio Comparison

The current ENS.TO Sharpe Ratio is -0.82, which is lower than the BK.TO Sharpe Ratio of -0.22. The chart below compares the 12-month rolling Sharpe Ratio of ENS.TO and BK.TO.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.20December2024FebruaryMarchApril
-0.78
-0.26
ENS.TO
BK.TO

Dividends

ENS.TO vs. BK.TO - Dividend Comparison

ENS.TO's dividend yield for the trailing twelve months is around 13.67%, less than BK.TO's 16.08% yield.


TTM20232022202120202019201820172016201520142013
ENS.TO
E Split Corp.
13.67%12.98%10.30%10.97%13.39%9.41%4.61%0.00%0.00%0.00%0.00%0.00%
BK.TO
Canadian Banc Corp.
16.08%17.98%15.91%9.12%7.73%10.47%13.19%12.72%7.83%12.98%9.70%6.36%

Drawdowns

ENS.TO vs. BK.TO - Drawdown Comparison

The maximum ENS.TO drawdown since its inception was -49.45%, smaller than the maximum BK.TO drawdown of -83.66%. Use the drawdown chart below to compare losses from any high point for ENS.TO and BK.TO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchApril
-24.87%
-12.41%
ENS.TO
BK.TO

Volatility

ENS.TO vs. BK.TO - Volatility Comparison

E Split Corp. (ENS.TO) has a higher volatility of 7.97% compared to Canadian Banc Corp. (BK.TO) at 3.90%. This indicates that ENS.TO's price experiences larger fluctuations and is considered to be riskier than BK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchApril
7.97%
3.90%
ENS.TO
BK.TO

Financials

ENS.TO vs. BK.TO - Financials Comparison

This section allows you to compare key financial metrics between E Split Corp. and Canadian Banc 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