FFN.TO vs. CSH-UN.TO

Last updated Apr 2, 2026

Compare and contrast key facts about North American Financial 15 Split Corp. (FFN.TO) and Chartwell Retirement Residences (CSH-UN.TO).

Performance

FFN.TO vs. CSH-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in North American Financial 15 Split Corp. (FFN.TO) and Chartwell Retirement Residences (CSH-UN.TO). The values are adjusted to include any dividend payments, if applicable.

FFN.TO vs. CSH-UN.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFN.TO North American Financial 15 Split Corp.	-11.14%	67.71%	93.70%	8.74%	-38.50%	119.88%	-38.82%	66.25%	-42.19%	9.18%
CSH-UN.TO Chartwell Retirement Residences	5.61%	37.84%	34.64%	47.82%	-24.26%	11.10%	-14.52%	5.88%	-12.56%	15.19%

Fundamentals

Market Cap FFN.TO : CA$517.32M CSH-UN.TO : CA$6.55B
EPS FFN.TO : CA$7.60 CSH-UN.TO : CA$0.10
PE Ratio FFN.TO : 1.09 CSH-UN.TO : 214.92
PEG Ratio FFN.TO : 0.04 CSH-UN.TO : 1.92
PS Ratio FFN.TO : 1.06 CSH-UN.TO : 5.71
PB Ratio FFN.TO : 0.87 CSH-UN.TO : 3.83
Total Revenue (TTM) FFN.TO : CA$465.06M CSH-UN.TO : CA$1.11B
Gross Profit (TTM) FFN.TO : CA$375.35M CSH-UN.TO : CA$312.56M
EBITDA (TTM) FFN.TO : CA$196.23M CSH-UN.TO : CA$392.70M

Returns By Period

In the year-to-date period, FFN.TO achieves a -11.14% return, which is significantly lower than CSH-UN.TO's 5.61% return. Over the past 10 years, FFN.TO has outperformed CSH-UN.TO with an annualized return of 16.71%, while CSH-UN.TO has yielded a comparatively lower 9.37% annualized return.

FFN.TO

• 1D: 1.47%
• 1M: -6.18%
• YTD: -11.14%
• 6M: 10.94%
• 1Y: 64.98%
• 3Y*: 43.37%
• 5Y*: 18.63%
• 10Y*: 16.71%

CSH-UN.TO

• 1D: 4.72%
• 1M: -4.49%
• YTD: 5.61%
• 6M: 5.31%
• 1Y: 30.23%
• 3Y*: 41.16%
• 5Y*: 17.80%
• 10Y*: 9.37%

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

Return for Risk

FFN.TO vs. CSH-UN.TO — Risk / Return Rank

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

FFN.TO

FFN.TO Risk / Return Rank: 90
FFN.TO Sharpe Ratio Rank: 92
FFN.TO Sortino Ratio Rank: 88
FFN.TO Omega Ratio Rank: 93
FFN.TO Calmar Ratio Rank: 85
FFN.TO Martin Ratio Rank: 90

CSH-UN.TO

CSH-UN.TO Risk / Return Rank: 80
CSH-UN.TO Sharpe Ratio Rank: 82
CSH-UN.TO Sortino Ratio Rank: 79
CSH-UN.TO Omega Ratio Rank: 74
CSH-UN.TO Calmar Ratio Rank: 81
CSH-UN.TO Martin Ratio Rank: 86

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.

FFN.TO vs. CSH-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North American Financial 15 Split Corp. (FFN.TO) and Chartwell Retirement Residences (CSH-UN.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.

	FFN.TO	CSH-UN.TO	Difference
Sharpe ratio Return per unit of total volatility	2.26	1.40	+0.86
Sortino ratio Return per unit of downside risk	2.70	2.10	+0.60
Omega ratio Gain probability vs. loss probability	1.46	1.25	+0.22
Calmar ratio Return relative to maximum drawdown	3.00	2.49	+0.50
Martin ratio Return relative to average drawdown	10.88	8.51	+2.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFN.TO vs. CSH-UN.TO - Sharpe Ratio Comparison

The current FFN.TO Sharpe Ratio is 2.26, which is higher than the CSH-UN.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FFN.TO and CSH-UN.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

	FFN.TO	CSH-UN.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	1.40	+0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.86	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.39	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.34	—

Correlation

The correlation between FFN.TO and CSH-UN.TO is 0.21, 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

FFN.TO vs. CSH-UN.TO - Dividend Comparison

FFN.TO's dividend yield for the trailing twelve months is around 16.38%, more than CSH-UN.TO's 2.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFN.TO North American Financial 15 Split Corp.	16.38%	14.01%	17.88%	5.12%	13.39%	18.23%	6.63%	17.84%	24.94%	13.79%	7.69%	14.23%
CSH-UN.TO Chartwell Retirement Residences	2.91%	3.04%	4.06%	5.22%	7.25%	5.18%	5.45%	4.30%	4.29%	3.52%	3.79%	4.32%

Drawdowns

FFN.TO vs. CSH-UN.TO - Drawdown Comparison

The maximum FFN.TO drawdown since its inception was -100.08%, which is greater than CSH-UN.TO's maximum drawdown of -79.53%. Use the drawdown chart below to compare losses from any high point for FFN.TO and CSH-UN.TO.

Drawdown Indicators

	FFN.TO	CSH-UN.TO	Difference
Max Drawdown Largest peak-to-trough decline	-100.08%	-79.53%	-20.55%
Max Drawdown (1Y) Largest decline over 1 year	-21.05%	-11.88%	-9.17%
Max Drawdown (5Y) Largest decline over 5 years	-64.95%	-39.92%	-25.03%
Max Drawdown (10Y) Largest decline over 10 years	-66.99%	-55.16%	-11.83%
Current Drawdown Current decline from peak	-100.07%	-4.92%	-95.15%
Average Drawdown Average peak-to-trough decline	-93.03%	-15.85%	-77.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.80%	3.48%	+2.32%

Volatility

FFN.TO vs. CSH-UN.TO - Volatility Comparison

North American Financial 15 Split Corp. (FFN.TO) has a higher volatility of 14.62% compared to Chartwell Retirement Residences (CSH-UN.TO) at 9.42%. This indicates that FFN.TO's price experiences larger fluctuations and is considered to be riskier than CSH-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFN.TO	CSH-UN.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.62%	9.42%	+5.20%
Volatility (6M) Calculated over the trailing 6-month period	20.03%	15.96%	+4.07%
Volatility (1Y) Calculated over the trailing 1-year period	28.88%	21.66%	+7.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.53%	20.92%	+14.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.55%	24.23%	+17.32%

Financials