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HPS-A.TO vs. RBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPS-A.TO vs. RBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hammond Power Solutions Inc (HPS-A.TO) and RBC Canadian Bank Yield Index ETF (RBNK.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, HPS-A.TO achieves a 86.84% return, which is significantly higher than RBNK.TO's 33.79% return.


HPS-A.TO

1D
5.38%
1M
-15.15%
6M
91.80%
YTD
86.84%
1Y
130.21%
3Y*
80.93%
5Y*
99.92%
10Y*
48.80%
ALL TIME*
27.05%

RBNK.TO

1D
0.49%
1M
2.72%
6M
32.57%
YTD
33.79%
1Y
68.51%
3Y*
35.81%
5Y*
20.94%
10Y*
ALL TIME*
16.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPS-A.TO vs. RBNK.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPS-A.TO
Hammond Power Solutions Inc
86.84%25.75%58.01%310.59%71.98%46.22%16.10%39.86%-35.72%3.58%
RBNK.TO
RBC Canadian Bank Yield Index ETF
33.79%44.94%23.12%11.05%-13.12%40.33%3.38%16.86%-9.12%3.92%

Correlation

The correlation between HPS-A.TO and RBNK.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.27

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.19

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Return for Risk

HPS-A.TO vs. RBNK.TO — Risk / Return Rank

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

HPS-A.TO
HPS-A.TO Risk / Return Rank: 9090
Overall Rank
HPS-A.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HPS-A.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
HPS-A.TO Omega Ratio Rank: 8989
Omega Ratio Rank
HPS-A.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HPS-A.TO Martin Ratio Rank: 9090
Martin Ratio Rank

RBNK.TO
RBNK.TO Risk / Return Rank: 9797
Overall Rank
RBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
RBNK.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
RBNK.TO Martin Ratio Rank: 9797
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.

HPS-A.TO vs. RBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hammond Power Solutions Inc (HPS-A.TO) and RBC Canadian Bank Yield Index ETF (RBNK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HPS-A.TORBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-3.72

Omega ratioGain probability vs. loss probability

1.35

1.85

-0.51

Calmar ratioReturn relative to maximum drawdown

4.65

7.58

-2.93

Martin ratioReturn relative to average drawdown

9.21

32.33

-23.12

HPS-A.TO vs. RBNK.TO - Sharpe Ratio Comparison

The current HPS-A.TO Sharpe Ratio is 1.93, which is lower than the RBNK.TO Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of HPS-A.TO and RBNK.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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Drawdowns

HPS-A.TO vs. RBNK.TO - Drawdown Comparison

The maximum HPS-A.TO drawdown since its inception was -64.07%, which is greater than RBNK.TO's maximum drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for HPS-A.TO and RBNK.TO.


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Drawdown Indicators


HPS-A.TORBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-64.07%

-39.23%

-24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-9.08%

-19.06%

Max Drawdown (3Y)

Largest decline over 3 years

-54.28%

-14.86%

-39.42%

Max Drawdown (5Y)

Largest decline over 5 years

-54.28%

-28.60%

-25.68%

Max Drawdown (10Y)

Largest decline over 10 years

-54.28%

Current Drawdown

Current decline from peak

-17.40%

-2.56%

-14.84%

Average Drawdown

Average peak-to-trough decline

-32.28%

-7.45%

-24.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.19%

2.13%

+12.06%

Volatility

HPS-A.TO vs. RBNK.TO - Volatility Comparison

Hammond Power Solutions Inc (HPS-A.TO) has a higher volatility of 22.30% compared to RBC Canadian Bank Yield Index ETF (RBNK.TO) at 4.80%. This indicates that HPS-A.TO's price experiences larger fluctuations and is considered to be riskier than RBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPS-A.TORBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.30%

4.80%

+17.50%

Volatility (6M)

Calculated over the trailing 6-month period

49.67%

12.18%

+37.49%

Volatility (1Y)

Calculated over the trailing 1-year period

68.09%

14.21%

+53.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.96%

14.00%

+37.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

18.21%

+25.37%

Dividends

HPS-A.TO vs. RBNK.TO - Dividend Comparison

HPS-A.TO's dividend yield for the trailing twelve months is around 0.37%, less than RBNK.TO's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
HPS-A.TO
Hammond Power Solutions Inc
0.37%0.69%0.76%0.67%1.91%2.84%4.01%3.65%4.21%2.62%3.96%3.77%
RBNK.TO
RBC Canadian Bank Yield Index ETF
2.69%3.39%4.50%4.81%4.52%3.09%4.21%3.89%4.09%0.56%0.00%0.00%

Frequently Asked Questions


HPS-A.TO and RBNK.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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