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LCS.TO vs. BNDSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LCS.TO vs. BNDSY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Lifeco Split Corp. (LCS.TO) and Banco de Sabadell SA ADR (BNDSY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LCS.TO is traded in CAD, while BNDSY is traded in USD. To make them comparable, the BNDSY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LCS.TO achieves a 21.27% return, which is significantly higher than BNDSY's -3.75% return. Over the past 10 years, LCS.TO has outperformed BNDSY with an annualized return of 23.04%, while BNDSY has yielded a comparatively lower 13.63% annualized return.


LCS.TO

1D
0.19%
1M
7.94%
YTD
21.27%
6M
34.35%
1Y
62.96%
3Y*
51.97%
5Y*
31.55%
10Y*
23.04%

BNDSY

1D
-4.09%
1M
-1.43%
YTD
-3.75%
6M
8.51%
1Y
28.25%
3Y*
68.55%
5Y*
48.18%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCS.TO vs. BNDSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCS.TO
Brompton Lifeco Split Corp.
21.27%43.21%72.31%69.14%-32.61%108.64%-38.24%143.40%-57.52%20.58%
BNDSY
Banco de Sabadell SA ADR
-3.75%111.87%103.83%19.48%67.95%51.73%-64.93%-0.17%-33.38%32.50%

Correlation

The correlation between LCS.TO and BNDSY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.02

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

-0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

-0.06

Fundamentals

Market Cap

LCS.TO:

CA$78.05M

BNDSY:

$16.18B

EPS

LCS.TO:

CA$7.80

BNDSY:

$0.38

PE Ratio

LCS.TO:

1.38

BNDSY:

17.01

PS Ratio

LCS.TO:

4.52

BNDSY:

3.58

PB Ratio

LCS.TO:

0.86

BNDSY:

1.16

Total Revenue (TTM)

LCS.TO:

CA$17.35M

BNDSY:

$7.76B

Gross Profit (TTM)

LCS.TO:

CA$15.99M

BNDSY:

$5.93B

EBITDA (TTM)

LCS.TO:

CA$53.95M

BNDSY:

$937.74M

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Return for Risk

LCS.TO vs. BNDSY — Risk / Return Rank

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

LCS.TO
LCS.TO Risk / Return Rank: 9292
Overall Rank
LCS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LCS.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
LCS.TO Omega Ratio Rank: 9494
Omega Ratio Rank
LCS.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
LCS.TO Martin Ratio Rank: 9191
Martin Ratio Rank

BNDSY
BNDSY Risk / Return Rank: 6363
Overall Rank
BNDSY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BNDSY Sortino Ratio Rank: 5757
Sortino Ratio Rank
BNDSY Omega Ratio Rank: 6060
Omega Ratio Rank
BNDSY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BNDSY Martin Ratio Rank: 7171
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.

LCS.TO vs. BNDSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and Banco de Sabadell SA ADR (BNDSY). 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.


LCS.TOBNDSYDifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.54

1.16

+0.38

Calmar ratioReturn relative to maximum drawdown

3.74

1.36

+2.38

Martin ratioReturn relative to average drawdown

13.47

4.10

+9.37

LCS.TO vs. BNDSY - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 3.10, which is higher than the BNDSY Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LCS.TO and BNDSY, 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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Sharpe Ratios by Period


LCS.TOBNDSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

0.63

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.87

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.24

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.09

+0.04

Drawdowns

LCS.TO vs. BNDSY - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.64%, roughly equal to the maximum BNDSY drawdown of -89.79%. Use the drawdown chart below to compare losses from any high point for LCS.TO and BNDSY.


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Drawdown Indicators


LCS.TOBNDSYDifference

Max Drawdown

Largest peak-to-trough decline

-93.64%

-89.79%

-3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-20.86%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-32.02%

-26.33%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-55.99%

-37.62%

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-79.75%

-85.37%

+5.62%

Current Drawdown

Current decline from peak

0.00%

-14.09%

+14.09%

Average Drawdown

Average peak-to-trough decline

-34.34%

-42.35%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

6.90%

-2.21%

Volatility

LCS.TO vs. BNDSY - Volatility Comparison

The current volatility for Brompton Lifeco Split Corp. (LCS.TO) is 4.00%, while Banco de Sabadell SA ADR (BNDSY) has a volatility of 17.45%. This indicates that LCS.TO experiences smaller price fluctuations and is considered to be less risky than BNDSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCS.TOBNDSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

17.45%

-13.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

37.37%

-20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

44.95%

-24.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.31%

55.45%

-18.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.11%

56.77%

-7.66%

Dividends

LCS.TO vs. BNDSY - Dividend Comparison

LCS.TO's dividend yield for the trailing twelve months is around 7.57%, less than BNDSY's 23.41% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDSY
Banco de Sabadell SA ADR
23.41%7.49%6.27%4.98%5.77%0.00%3.79%3.65%4.86%3.15%3.25%13.20%
LCS.TO
Brompton Lifeco Split Corp.
7.57%8.14%9.34%14.09%6.77%11.99%4.00%6.02%24.64%12.59%3.78%15.78%

Financials

LCS.TO vs. BNDSY - Financials Comparison

This section allows you to compare key financial metrics between Brompton Lifeco Split Corp. and Banco de Sabadell SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B202120222023202420252026
3.49M
1.79B
(LCS.TO) Total Revenue
(BNDSY) Total Revenue
Please note, different currencies. LCS.TO values in CAD, BNDSY values in USD

Frequently Asked Questions


LCS.TO and BNDSY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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