LCS.TO vs. BMAX.TO
LCS.TO (Brompton Lifeco Split Corp.) is a stock, while BMAX.TO (Brompton Enhanced Multi-Asset Income ETF) is Diversified Portfolio fund actively managed by Brompton. Over the past 3 years, LCS.TO returned 96.40%/yr vs 17.68%/yr for BMAX.TO. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
LCS.TO vs. BMAX.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LCS.TO achieves a 119.94% return, which is significantly higher than BMAX.TO's 9.54% return.
LCS.TO
- 1D
- 1.64%
- 1M
- 10.59%
- 6M
- 81.64%
- YTD
- 119.94%
- 1Y
- 217.46%
- 3Y*
- 96.40%
- 5Y*
- 59.40%
- 10Y*
- 41.40%
- ALL TIME*
- 17.09%
BMAX.TO
- 1D
- 0.40%
- 1M
- -3.38%
- 6M
- 7.15%
- YTD
- 9.54%
- 1Y
- 19.43%
- 3Y*
- 17.68%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$219.63K | CA$245.51K | CA$211.72K | |
| CA$235.90K | CA$288.88K | CA$236.37K |
LCS.TO vs. BMAX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LCS.TO Brompton Lifeco Split Corp. | 119.94% | 48.15% | 109.15% | 84.77% | 28.44% |
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 9.54% | 17.88% | 19.43% | 11.56% | 5.83% |
Correlation
The correlation between LCS.TO and BMAX.TO is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.50 |
The correlation between LCS.TO and BMAX.TO shifts across timeframes, from 0.37 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LCS.TO vs. BMAX.TO — Risk / Return Rank
LCS.TO
BMAX.TO
LCS.TO vs. BMAX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and Brompton Enhanced Multi-Asset Income ETF (BMAX.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.
| LCS.TO | BMAX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.40 | ||
| Sortino ratioReturn per unit of downside risk | +5.55 | ||
| Omega ratioGain probability vs. loss probability | 2.23 | 1.28 | +0.95 |
| Calmar ratioReturn relative to maximum drawdown | 14.08 | 1.99 | +12.09 |
| Martin ratioReturn relative to average drawdown | 54.87 | 8.14 | +46.72 |
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Drawdowns
LCS.TO vs. BMAX.TO - Drawdown Comparison
The maximum LCS.TO drawdown since its inception was -93.17%, which is greater than BMAX.TO's maximum drawdown of -15.42%. Use the drawdown chart below to compare losses from any high point for LCS.TO and BMAX.TO.
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Drawdown Indicators
| LCS.TO | BMAX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.17% | -15.42% | -77.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.93% | -9.35% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -29.49% | -15.42% | -14.07% |
Max Drawdown (5Y)Largest decline over 5 years | -55.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.60% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.38% | +3.38% |
Average DrawdownAverage peak-to-trough decline | -29.93% | -1.89% | -28.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.28% | +1.55% |
Volatility
LCS.TO vs. BMAX.TO - Volatility Comparison
Brompton Lifeco Split Corp. (LCS.TO) has a higher volatility of 5.75% compared to Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) at 3.89%. This indicates that LCS.TO's price experiences larger fluctuations and is considered to be riskier than BMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCS.TO | BMAX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 3.89% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 27.24% | 10.02% | +17.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.13% | 11.82% | +23.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.09% | 13.19% | +26.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.80% | 13.19% | +36.61% |
Dividends
LCS.TO vs. BMAX.TO - Dividend Comparison
LCS.TO's dividend yield for the trailing twelve months is around 6.00%, less than BMAX.TO's 9.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 9.86% | 9.70% | 9.65% | 9.55% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LCS.TO Brompton Lifeco Split Corp. | 6.00% | 10.94% | 12.54% | 21.53% | 10.38% | 18.37% | 6.12% | 9.46% | 37.71% | 19.27% | 5.11% | 21.77% |
Frequently Asked Questions
LCS.TO and BMAX.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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