ESP.TO vs. DGS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Energy Split Corp (ESP.TO) and Dividend Growth Split Corp. (DGS.TO).

Performance

ESP.TO vs. DGS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Energy Split Corp (ESP.TO) and Dividend Growth Split Corp. (DGS.TO). The values are adjusted to include any dividend payments, if applicable.

ESP.TO vs. DGS.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESP.TO Brompton Energy Split Corp	51.43%	0.79%	88.18%	-41.11%	168.03%	272.00%	-64.54%	-41.00%	-58.10%	-33.94%
DGS.TO Dividend Growth Split Corp.	1.23%	34.53%	62.16%	-6.12%	-1.94%	132.50%	-33.14%	69.73%	-49.39%	19.75%

Returns By Period

In the year-to-date period, ESP.TO achieves a 51.43% return, which is significantly higher than DGS.TO's 1.23% return. Over the past 10 years, ESP.TO has underperformed DGS.TO with an annualized return of 3.06%, while DGS.TO has yielded a comparatively higher 15.75% annualized return.

ESP.TO

• 1D: -4.31%
• 1M: -5.75%
• YTD: 51.43%
• 6M: 80.04%
• 1Y: 58.33%
• 3Y*: 29.35%
• 5Y*: 34.72%
• 10Y*: 3.06%

DGS.TO

• 1D: 0.13%
• 1M: -7.78%
• YTD: 1.23%
• 6M: 10.57%
• 1Y: 42.57%
• 3Y*: 30.61%
• 5Y*: 22.30%
• 10Y*: 15.75%

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

Return for Risk

ESP.TO vs. DGS.TO — Risk / Return Rank

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

ESP.TO

ESP.TO Risk / Return Rank: 78
ESP.TO Sharpe Ratio Rank: 81
ESP.TO Sortino Ratio Rank: 77
ESP.TO Omega Ratio Rank: 75
ESP.TO Calmar Ratio Rank: 82
ESP.TO Martin Ratio Rank: 74

DGS.TO

DGS.TO Risk / Return Rank: 93
DGS.TO Sharpe Ratio Rank: 92
DGS.TO Sortino Ratio Rank: 91
DGS.TO Omega Ratio Rank: 95
DGS.TO Calmar Ratio Rank: 90
DGS.TO Martin Ratio Rank: 94

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.

ESP.TO vs. DGS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Energy Split Corp (ESP.TO) and Dividend Growth Split Corp. (DGS.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.

	ESP.TO	DGS.TO	Difference
Sharpe ratio Return per unit of total volatility	1.35	2.20	-0.85
Sortino ratio Return per unit of downside risk	1.96	2.93	-0.97
Omega ratio Gain probability vs. loss probability	1.26	1.50	-0.24
Calmar ratio Return relative to maximum drawdown	2.48	3.68	-1.19
Martin ratio Return relative to average drawdown	4.35	14.84	-10.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESP.TO vs. DGS.TO - Sharpe Ratio Comparison

The current ESP.TO Sharpe Ratio is 1.35, which is lower than the DGS.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ESP.TO and DGS.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

	ESP.TO	DGS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	2.20	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.77	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.45	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.25	-0.26

Correlation

The correlation between ESP.TO and DGS.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESP.TO vs. DGS.TO - Dividend Comparison

ESP.TO's dividend yield for the trailing twelve months is around 4.97%, less than DGS.TO's 14.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESP.TO Brompton Energy Split Corp	4.97%	6.60%	12.84%	0.00%	2.04%	0.00%	0.00%	0.00%	20.92%	9.76%	12.04%	14.86%
DGS.TO Dividend Growth Split Corp.	14.29%	15.40%	17.47%	5.86%	17.42%	14.68%	5.88%	15.18%	24.93%	14.85%	15.33%	17.91%

Drawdowns

ESP.TO vs. DGS.TO - Drawdown Comparison

The maximum ESP.TO drawdown since its inception was -96.55%, which is greater than DGS.TO's maximum drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for ESP.TO and DGS.TO.

Drawdown Indicators

	ESP.TO	DGS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-96.55%	-85.18%	-11.37%
Max Drawdown (1Y) Largest decline over 1 year	-22.01%	-11.26%	-10.75%
Max Drawdown (5Y) Largest decline over 5 years	-69.93%	-40.18%	-29.75%
Max Drawdown (10Y) Largest decline over 10 years	-96.19%	-63.34%	-32.85%
Current Drawdown Current decline from peak	-15.72%	-7.78%	-7.94%
Average Drawdown Average peak-to-trough decline	-55.50%	-14.31%	-41.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.58%	2.88%	+9.70%

Volatility

ESP.TO vs. DGS.TO - Volatility Comparison

Brompton Energy Split Corp (ESP.TO) has a higher volatility of 13.55% compared to Dividend Growth Split Corp. (DGS.TO) at 9.85%. This indicates that ESP.TO's price experiences larger fluctuations and is considered to be riskier than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESP.TO	DGS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.55%	9.85%	+3.70%
Volatility (6M) Calculated over the trailing 6-month period	30.09%	13.39%	+16.70%
Volatility (1Y) Calculated over the trailing 1-year period	43.54%	19.46%	+24.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.14%	29.14%	+50.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.45%	35.21%	+54.24%

Financials