LB.TO vs. CM.TO

In the year-to-date period, LB.TO achieves a 8.40% return, which is significantly higher than CM.TO's 3.40% return. Over the past 10 years, LB.TO has underperformed CM.TO with an annualized return of 0.69%, while CM.TO has yielded a comparatively higher 10.00% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Laurentian Bank of Canada (LB.TO) and Canadian Imperial Bank of Commerce (CM.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.

The current LB.TO Sharpe Ratio is 1.45, which is lower than the CM.TO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of LB.TO and CM.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.

LB.TO's dividend yield for the trailing twelve months is around 6.52%, more than CM.TO's 4.03% yield.

The maximum LB.TO drawdown since its inception was -59.10%, smaller than the maximum CM.TO drawdown of -65.25%. Use the drawdown chart below to compare losses from any high point for LB.TO and CM.TO.

Laurentian Bank of Canada (LB.TO) has a higher volatility of 6.13% compared to Canadian Imperial Bank of Commerce (CM.TO) at 2.78%. This indicates that LB.TO's price experiences larger fluctuations and is considered to be riskier than CM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Laurentian Bank of Canada and Canadian Imperial Bank of Commerce. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.