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

Correlation

The correlation between LB.TO and ^TNX is 0.13, 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.


-0.50.00.51.00.1

Performance

LB.TO vs. ^TNX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
6.35%
15.26%
LB.TO
^TNX

Key characteristics

Sharpe Ratio

LB.TO:

0.67

^TNX:

0.40

Sortino Ratio

LB.TO:

1.11

^TNX:

0.73

Omega Ratio

LB.TO:

1.14

^TNX:

1.08

Calmar Ratio

LB.TO:

0.35

^TNX:

0.15

Martin Ratio

LB.TO:

2.38

^TNX:

0.81

Ulcer Index

LB.TO:

6.21%

^TNX:

10.41%

Daily Std Dev

LB.TO:

22.06%

^TNX:

21.05%

Max Drawdown

LB.TO:

-59.10%

^TNX:

-93.78%

Current Drawdown

LB.TO:

-30.72%

^TNX:

-43.60%

Returns By Period

In the year-to-date period, LB.TO achieves a -2.45% return, which is significantly lower than ^TNX's -1.05% return. Over the past 10 years, LB.TO has underperformed ^TNX with an annualized return of -0.32%, while ^TNX has yielded a comparatively higher 8.42% annualized return.


LB.TO

YTD

-2.45%

1M

-2.56%

6M

9.93%

1Y

14.49%

5Y*

-3.34%

10Y*

-0.32%

^TNX

YTD

-1.05%

1M

-5.49%

6M

15.26%

1Y

6.05%

5Y*

23.38%

10Y*

8.42%

*Annualized

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Risk-Adjusted Performance

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

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

LB.TO
The Risk-Adjusted Performance Rank of LB.TO is 6464
Overall Rank
The Sharpe Ratio Rank of LB.TO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of LB.TO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LB.TO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of LB.TO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of LB.TO is 6969
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2424
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for Laurentian Bank of Canada (LB.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 LB.TO, currently valued at 0.24, compared to the broader market-2.000.002.004.000.240.22
The chart of Sortino ratio for LB.TO, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.000.510.47
The chart of Omega ratio for LB.TO, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.05
The chart of Calmar ratio for LB.TO, currently valued at 0.12, compared to the broader market0.002.004.006.000.120.08
The chart of Martin ratio for LB.TO, currently valued at 0.73, compared to the broader market0.0010.0020.0030.000.730.44
LB.TO
^TNX

The current LB.TO Sharpe Ratio is 0.67, which is higher than the ^TNX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of LB.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
0.24
0.22
LB.TO
^TNX

Drawdowns

LB.TO vs. ^TNX - Drawdown Comparison

The maximum LB.TO drawdown since its inception was -59.10%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for LB.TO and ^TNX. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%SeptemberOctoberNovemberDecember2025February
-38.93%
-43.60%
LB.TO
^TNX

Volatility

LB.TO vs. ^TNX - Volatility Comparison

The current volatility for Laurentian Bank of Canada (LB.TO) is 4.12%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.38%. This indicates that LB.TO experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.12%
5.38%
LB.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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