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GDV.TO vs. LBS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GDV.TOLBS.TO
YTD Return36.25%23.67%
1Y Return48.98%43.67%
3Y Return (Ann)7.52%9.04%
5Y Return (Ann)12.23%14.42%
Sharpe Ratio3.692.87
Sortino Ratio4.793.84
Omega Ratio1.671.58
Calmar Ratio2.331.69
Martin Ratio34.4418.88
Ulcer Index1.46%2.33%
Daily Std Dev13.63%15.36%
Max Drawdown-58.15%-83.80%
Current Drawdown-4.68%-2.05%

Fundamentals


GDV.TOLBS.TO

Correlation

-0.50.00.51.00.5

The correlation between GDV.TO and LBS.TO is 0.53, 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

GDV.TO vs. LBS.TO - Performance Comparison

In the year-to-date period, GDV.TO achieves a 36.25% return, which is significantly higher than LBS.TO's 23.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.90%
18.49%
GDV.TO
LBS.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Global Dividend Growth Split Corp. (GDV.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.


GDV.TO
Sharpe ratio
The chart of Sharpe ratio for GDV.TO, currently valued at 3.18, compared to the broader market-4.00-2.000.002.003.18
Sortino ratio
The chart of Sortino ratio for GDV.TO, currently valued at 4.14, compared to the broader market-4.00-2.000.002.004.004.14
Omega ratio
The chart of Omega ratio for GDV.TO, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for GDV.TO, currently valued at 1.69, compared to the broader market0.002.004.006.001.69
Martin ratio
The chart of Martin ratio for GDV.TO, currently valued at 26.72, compared to the broader market-10.000.0010.0020.0030.0026.72
LBS.TO
Sharpe ratio
The chart of Sharpe ratio for LBS.TO, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.45
Sortino ratio
The chart of Sortino ratio for LBS.TO, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.37
Omega ratio
The chart of Omega ratio for LBS.TO, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for LBS.TO, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Martin ratio
The chart of Martin ratio for LBS.TO, currently valued at 15.13, compared to the broader market-10.000.0010.0020.0030.0015.13

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

The current GDV.TO Sharpe Ratio is 3.69, which is comparable to the LBS.TO Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of GDV.TO and LBS.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.18
2.45
GDV.TO
LBS.TO

Dividends

GDV.TO vs. LBS.TO - Dividend Comparison

GDV.TO's dividend yield for the trailing twelve months is around 10.97%, less than LBS.TO's 13.97% yield.


TTM20232022202120202019201820172016201520142013
GDV.TO
Global Dividend Growth Split Corp.
10.97%13.54%11.21%9.49%11.43%10.70%7.32%0.00%0.00%0.00%0.00%0.00%
LBS.TO
Life & Banc Split Corp.
13.97%15.23%13.89%11.89%5.56%15.06%17.96%12.05%12.35%14.91%12.04%11.86%

Drawdowns

GDV.TO vs. LBS.TO - Drawdown Comparison

The maximum GDV.TO drawdown since its inception was -58.15%, smaller than the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for GDV.TO and LBS.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.73%
-2.22%
GDV.TO
LBS.TO

Volatility

GDV.TO vs. LBS.TO - Volatility Comparison

The current volatility for Global Dividend Growth Split Corp. (GDV.TO) is 4.11%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 5.04%. This indicates that GDV.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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.11%
5.04%
GDV.TO
LBS.TO

Financials

GDV.TO vs. LBS.TO - Financials Comparison

This section allows you to compare key financial metrics between Global Dividend Growth 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