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LABS.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LABS.TO and ^TNX is 0.05, 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.


-0.50.00.51.00.0

Performance

LABS.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MediPharm Labs Corp. (LABS.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-10.76%
18.76%
LABS.TO
^TNX

Key characteristics

Sharpe Ratio

LABS.TO:

-0.08

^TNX:

0.42

Sortino Ratio

LABS.TO:

0.56

^TNX:

0.76

Omega Ratio

LABS.TO:

1.07

^TNX:

1.08

Calmar Ratio

LABS.TO:

-0.07

^TNX:

0.16

Martin Ratio

LABS.TO:

-0.30

^TNX:

0.85

Ulcer Index

LABS.TO:

24.10%

^TNX:

10.40%

Daily Std Dev

LABS.TO:

90.22%

^TNX:

21.08%

Max Drawdown

LABS.TO:

-99.23%

^TNX:

-93.78%

Current Drawdown

LABS.TO:

-99.09%

^TNX:

-43.45%

Returns By Period

In the year-to-date period, LABS.TO achieves a 8.33% return, which is significantly higher than ^TNX's -0.79% return.


LABS.TO

YTD

8.33%

1M

-7.14%

6M

-7.14%

1Y

-7.14%

5Y*

-54.03%

10Y*

N/A

^TNX

YTD

-0.79%

1M

-5.54%

6M

18.77%

1Y

5.12%

5Y*

23.49%

10Y*

8.45%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LABS.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

LABS.TO
The Risk-Adjusted Performance Rank of LABS.TO is 4343
Overall Rank
The Sharpe Ratio Rank of LABS.TO is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of LABS.TO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of LABS.TO is 4646
Omega Ratio Rank
The Calmar Ratio Rank of LABS.TO is 4141
Calmar Ratio Rank
The Martin Ratio Rank of LABS.TO is 4040
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2626
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LABS.TO vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MediPharm Labs Corp. (LABS.TO) and Treasury Yield 10 Years (^TNX). 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.


Sharpe ratio
The chart of Sharpe ratio for LABS.TO, currently valued at -0.14, compared to the broader market-2.000.002.004.00-0.140.30
The chart of Sortino ratio for LABS.TO, currently valued at 0.46, compared to the broader market-6.00-4.00-2.000.002.004.000.460.58
The chart of Omega ratio for LABS.TO, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.07
The chart of Calmar ratio for LABS.TO, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.120.22
The chart of Martin ratio for LABS.TO, currently valued at -0.47, compared to the broader market0.0010.0020.0030.00-0.470.59
LABS.TO
^TNX

The current LABS.TO Sharpe Ratio is -0.08, which is lower than the ^TNX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of LABS.TO and ^TNX, 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 Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.14
0.30
LABS.TO
^TNX

Drawdowns

LABS.TO vs. ^TNX - Drawdown Comparison

The maximum LABS.TO drawdown since its inception was -99.23%, which is greater than ^TNX's maximum drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for LABS.TO and ^TNX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.16%
-9.04%
LABS.TO
^TNX

Volatility

LABS.TO vs. ^TNX - Volatility Comparison

MediPharm Labs Corp. (LABS.TO) has a higher volatility of 18.73% compared to Treasury Yield 10 Years (^TNX) at 5.02%. This indicates that LABS.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX 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%30.00%SeptemberOctoberNovemberDecember2025February
18.73%
5.02%
LABS.TO
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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