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HLF.TO vs. BNS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HLF.TO vs. BNS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in High Liner Foods Incorporated (HLF.TO) and The Bank of Nova Scotia (BNS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HLF.TO achieves a -0.48% return, which is significantly lower than BNS.TO's 14.23% return. Over the past 10 years, HLF.TO has underperformed BNS.TO with an annualized return of 1.14%, while BNS.TO has yielded a comparatively higher 11.17% annualized return.


HLF.TO

1D
-0.35%
1M
5.61%
YTD
-0.48%
6M
8.62%
1Y
-14.90%
3Y*
4.15%
5Y*
5.70%
10Y*
1.14%

BNS.TO

1D
1.54%
1M
8.38%
YTD
14.23%
6M
17.60%
1Y
62.43%
3Y*
26.94%
5Y*
13.02%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLF.TO vs. BNS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLF.TO
High Liner Foods Incorporated
-0.48%-3.18%41.40%-10.45%-4.56%37.44%38.46%11.24%-44.74%-22.97%
BNS.TO
The Bank of Nova Scotia
14.23%38.75%27.51%3.68%-22.84%37.98%-0.30%11.80%-12.26%12.80%

Correlation

The correlation between HLF.TO and BNS.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 19, 1989

0.08

The correlation between HLF.TO and BNS.TO shifts across timeframes, from 0.08 (all time) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HLF.TO:

CA$419.52M

BNS.TO:

CA$139.35B

EPS

HLF.TO:

CA$0.99

BNS.TO:

CA$7.57

PE Ratio

HLF.TO:

14.59

BNS.TO:

14.94

PS Ratio

HLF.TO:

0.39

BNS.TO:

2.34

PB Ratio

HLF.TO:

1.02

BNS.TO:

1.80

Total Revenue (TTM)

HLF.TO:

CA$1.09B

BNS.TO:

CA$61.04B

Gross Profit (TTM)

HLF.TO:

CA$206.83M

BNS.TO:

CA$33.58B

EBITDA (TTM)

HLF.TO:

CA$83.65M

BNS.TO:

CA$13.09B

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Return for Risk

HLF.TO vs. BNS.TO — Risk / Return Rank

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

HLF.TO
HLF.TO Risk / Return Rank: 1919
Overall Rank
HLF.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HLF.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HLF.TO Omega Ratio Rank: 1515
Omega Ratio Rank
HLF.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
HLF.TO Martin Ratio Rank: 2525
Martin Ratio Rank

BNS.TO
BNS.TO Risk / Return Rank: 9696
Overall Rank
BNS.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BNS.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
BNS.TO Omega Ratio Rank: 9898
Omega Ratio Rank
BNS.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
BNS.TO Martin Ratio Rank: 9696
Martin Ratio Rank
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.

HLF.TO vs. BNS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for High Liner Foods Incorporated (HLF.TO) and The Bank of Nova Scotia (BNS.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.


HLF.TOBNS.TODifference
Sharpe ratioReturn per unit of total volatility

-4.77

Sortino ratioReturn per unit of downside risk

-6.53

Omega ratioGain probability vs. loss probability

0.90

1.83

-0.93

Calmar ratioReturn relative to maximum drawdown

-0.50

5.47

-5.97

Martin ratioReturn relative to average drawdown

-0.86

21.21

-22.07

HLF.TO vs. BNS.TO - Sharpe Ratio Comparison

The current HLF.TO Sharpe Ratio is -0.58, which is lower than the BNS.TO Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of HLF.TO and BNS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HLF.TOBNS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

4.18

-4.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.80

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.60

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.65

-0.60

Drawdowns

HLF.TO vs. BNS.TO - Drawdown Comparison

The maximum HLF.TO drawdown since its inception was -97.14%, which is greater than BNS.TO's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for HLF.TO and BNS.TO.


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Drawdown Indicators


HLF.TOBNS.TODifference

Max Drawdown

Largest peak-to-trough decline

-97.14%

-52.27%

-44.87%

Max Drawdown (1Y)

Largest decline over 1 year

-29.71%

-11.48%

-18.23%

Max Drawdown (3Y)

Largest decline over 3 years

-29.96%

-18.12%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-34.87%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

-38.95%

-38.01%

Current Drawdown

Current decline from peak

-22.59%

0.00%

-22.59%

Average Drawdown

Average peak-to-trough decline

-54.03%

-8.79%

-45.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.43%

2.95%

+14.48%

Volatility

HLF.TO vs. BNS.TO - Volatility Comparison

The current volatility for High Liner Foods Incorporated (HLF.TO) is 4.92%, while The Bank of Nova Scotia (BNS.TO) has a volatility of 5.19%. This indicates that HLF.TO experiences smaller price fluctuations and is considered to be less risky than BNS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLF.TOBNS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.19%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

11.59%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

25.60%

15.00%

+10.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.36%

16.32%

+12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.11%

18.80%

+17.31%

Dividends

HLF.TO vs. BNS.TO - Dividend Comparison

HLF.TO's dividend yield for the trailing twelve months is around 4.83%, more than BNS.TO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BNS.TO
The Bank of Nova Scotia
3.89%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%
HLF.TO
High Liner Foods Incorporated
4.83%4.63%3.88%4.57%3.12%2.08%1.98%3.58%7.57%3.81%2.61%2.99%

Financials

HLF.TO vs. BNS.TO - Financials Comparison

This section allows you to compare key financial metrics between High Liner Foods Incorporated and The Bank of Nova Scotia. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
329.43M
17.19B
(HLF.TO) Total Revenue
(BNS.TO) Total Revenue
Values in CAD except per share items

HLF.TO vs. BNS.TO - Profitability Comparison

The chart below illustrates the profitability comparison between High Liner Foods Incorporated and The Bank of Nova Scotia over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
19.2%
48.9%
Portfolio components
HLF.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported a gross profit of 63.27M and revenue of 329.43M. Therefore, the gross margin over that period was 19.2%.

BNS.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a gross profit of 8.40B and revenue of 17.19B. Therefore, the gross margin over that period was 48.9%.

HLF.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported an operating income of 21.33M and revenue of 329.43M, resulting in an operating margin of 6.5%.

BNS.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported an operating income of 3.43B and revenue of 17.19B, resulting in an operating margin of 20.0%.

HLF.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, High Liner Foods Incorporated reported a net income of 7.83M and revenue of 329.43M, resulting in a net margin of 2.4%.

BNS.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of Nova Scotia reported a net income of 2.60B and revenue of 17.19B, resulting in a net margin of 15.1%.


Frequently Asked Questions


HLF.TO and BNS.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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