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

Key characteristics


FTN.TOLBS.TO
YTD Return13.80%5.50%
1Y Return15.37%6.54%
3Y Return (Ann)6.18%8.94%
5Y Return (Ann)-2.47%13.65%
10Y Return (Ann)4.31%10.92%
Sharpe Ratio0.520.22
Daily Std Dev30.26%30.93%
Max Drawdown-84.76%-83.80%
Current Drawdown-26.39%-6.63%

Fundamentals


FTN.TOLBS.TO
Market CapCA$52.32BCA$339.26M
EPSCA$1.46CA$1.49
PE Ratio46.975.27
PEG Ratio1.850.00
Revenue (TTM)CA$5.30BCA$92.18M
Gross Profit (TTM)CA$3.33B-CA$40.23M

Correlation

-0.50.00.51.00.6

The correlation between FTN.TO and LBS.TO is 0.61, 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

FTN.TO vs. LBS.TO - Performance Comparison

In the year-to-date period, FTN.TO achieves a 13.80% return, which is significantly higher than LBS.TO's 5.50% return. Over the past 10 years, FTN.TO has underperformed LBS.TO with an annualized return of 4.31%, while LBS.TO has yielded a comparatively higher 10.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
69.23%
311.60%
FTN.TO
LBS.TO

Compare stocks, funds, or ETFs

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


Financial 15 Split Corp.

Life & Banc Split Corp.

Risk-Adjusted Performance

FTN.TO vs. LBS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial 15 Split Corp. (FTN.TO) and Life & Banc Split Corp. (LBS.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.


FTN.TO
Sharpe ratio
The chart of Sharpe ratio for FTN.TO, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.004.000.45
Sortino ratio
The chart of Sortino ratio for FTN.TO, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.006.000.82
Omega ratio
The chart of Omega ratio for FTN.TO, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for FTN.TO, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Martin ratio
The chart of Martin ratio for FTN.TO, currently valued at 1.00, compared to the broader market-10.000.0010.0020.0030.001.00
LBS.TO
Sharpe ratio
The chart of Sharpe ratio for LBS.TO, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for LBS.TO, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.006.000.47
Omega ratio
The chart of Omega ratio for LBS.TO, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for LBS.TO, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for LBS.TO, currently valued at 0.64, compared to the broader market-10.000.0010.0020.0030.000.64

FTN.TO vs. LBS.TO - Sharpe Ratio Comparison

The current FTN.TO Sharpe Ratio is 0.52, which is higher than the LBS.TO Sharpe Ratio of 0.22. The chart below compares the 12-month rolling Sharpe Ratio of FTN.TO and LBS.TO.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.40December2024FebruaryMarchAprilMay
0.45
0.19
FTN.TO
LBS.TO

Dividends

FTN.TO vs. LBS.TO - Dividend Comparison

FTN.TO's dividend yield for the trailing twelve months is around 18.15%, more than LBS.TO's 15.19% yield.


TTM20232022202120202019201820172016201520142013
FTN.TO
Financial 15 Split Corp.
18.15%19.38%16.38%13.16%8.94%19.74%23.69%14.69%15.67%15.51%15.62%14.90%
LBS.TO
Life & Banc Split Corp.
15.19%15.23%13.89%11.89%5.56%15.06%17.96%12.05%12.35%14.91%12.04%11.86%

Drawdowns

FTN.TO vs. LBS.TO - Drawdown Comparison

The maximum FTN.TO drawdown since its inception was -84.76%, roughly equal to the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for FTN.TO and LBS.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-30.38%
-13.31%
FTN.TO
LBS.TO

Volatility

FTN.TO vs. LBS.TO - Volatility Comparison

The current volatility for Financial 15 Split Corp. (FTN.TO) is 3.75%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 5.50%. This indicates that FTN.TO experiences smaller price fluctuations and is considered to be less risky than LBS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
3.75%
5.50%
FTN.TO
LBS.TO

Financials

FTN.TO vs. LBS.TO - Financials Comparison

This section allows you to compare key financial metrics between Financial 15 Split Corp. and Life & Banc Split 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