LCS.TO vs. CTY.L

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Lifeco Split Corp. (LCS.TO) and The City of London Investment Trust plc (CTY.L).

Performance

LCS.TO vs. CTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Lifeco Split Corp. (LCS.TO) and The City of London Investment Trust plc (CTY.L). The values are adjusted to include any dividend payments, if applicable.

LCS.TO vs. CTY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCS.TO Brompton Lifeco Split Corp.	-5.59%	43.21%	72.31%	69.14%	-32.61%	108.64%	-38.24%	143.40%	-57.52%	20.58%
CTY.L The City of London Investment Trust plc	2.57%	31.51%	18.13%	7.93%	-101.20%	9.76%	-10.63%	19.20%	-6.33%	15.42%

Different Trading Currencies

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

Fundamentals

Market Cap LCS.TO : CA$62.21M CTY.L : £2.70B
EPS LCS.TO : CA$7.80 CTY.L : £1.58
PE Ratio LCS.TO : 1.10 CTY.L : 3.40
PS Ratio LCS.TO : 3.60 CTY.L : 3.28
PB Ratio LCS.TO : 0.68 CTY.L : 1.03
Total Revenue (TTM) LCS.TO : CA$17.35M CTY.L : £816.21M
Gross Profit (TTM) LCS.TO : CA$15.99M CTY.L : £812.37M
EBITDA (TTM) LCS.TO : CA$53.95M CTY.L : £450.99M

Returns By Period

In the year-to-date period, LCS.TO achieves a -5.59% return, which is significantly lower than CTY.L's 2.57% return.

LCS.TO

• 1D: 1.90%
• 1M: -3.28%
• YTD: -5.59%
• 6M: 21.55%
• 1Y: 30.47%
• 3Y*: 47.80%
• 5Y*: 27.16%
• 10Y*: 21.71%

CTY.L

• 1D: 1.56%
• 1M: -6.38%
• YTD: 2.57%
• 6M: 5.52%
• 1Y: 23.18%
• 3Y*: 18.29%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LCS.TO vs. CTY.L — 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: 75
LCS.TO Sharpe Ratio Rank: 79
LCS.TO Sortino Ratio Rank: 70
LCS.TO Omega Ratio Rank: 74
LCS.TO Calmar Ratio Rank: 74
LCS.TO Martin Ratio Rank: 79

CTY.L

CTY.L Risk / Return Rank: 86
CTY.L Sharpe Ratio Rank: 87
CTY.L Sortino Ratio Rank: 84
CTY.L Omega Ratio Rank: 87
CTY.L Calmar Ratio Rank: 82
CTY.L Martin Ratio Rank: 88

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. CTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and The City of London Investment Trust plc (CTY.L). 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.TO	CTY.L	Difference
Sharpe ratio Return per unit of total volatility	1.18	1.37	-0.19
Sortino ratio Return per unit of downside risk	1.57	1.84	-0.27
Omega ratio Gain probability vs. loss probability	1.24	1.27	-0.03
Calmar ratio Return relative to maximum drawdown	1.67	2.06	-0.40
Martin ratio Return relative to average drawdown	5.56	8.08	-2.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LCS.TO vs. CTY.L - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 1.18, which is comparable to the CTY.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of LCS.TO and CTY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LCS.TO	CTY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	1.37	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	—	—

Correlation

The correlation between LCS.TO and CTY.L is 0.30, 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.

Dividends

LCS.TO vs. CTY.L - Dividend Comparison

LCS.TO's dividend yield for the trailing twelve months is around 8.32%, more than CTY.L's 4.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LCS.TO Brompton Lifeco Split Corp.	8.32%	8.14%	9.34%	14.09%	6.77%	11.99%	4.00%	6.02%	24.64%	12.59%	3.78%	15.78%
CTY.L The City of London Investment Trust plc	4.01%	4.06%	4.83%	4.92%	8,878.51%	4.86%	5.13%	4.24%	4.66%	3.86%	3.95%	3.99%

Drawdowns

LCS.TO vs. CTY.L - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.64%, smaller than the maximum CTY.L drawdown of -102.07%. Use the drawdown chart below to compare losses from any high point for LCS.TO and CTY.L.

Drawdown Indicators

	LCS.TO	CTY.L	Difference
Max Drawdown Largest peak-to-trough decline	-93.64%	-101.88%	+8.24%
Max Drawdown (1Y) Largest decline over 1 year	-19.82%	-9.76%	-10.06%
Max Drawdown (5Y) Largest decline over 5 years	-55.99%	-101.88%	+45.89%
Max Drawdown (10Y) Largest decline over 10 years	-79.75%	-101.88%	+22.13%
Current Drawdown Current decline from peak	-10.98%	-101.73%	+90.75%
Average Drawdown Average peak-to-trough decline	-34.64%	-15.72%	-18.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	2.58%	+3.35%

Volatility

LCS.TO vs. CTY.L - Volatility Comparison

Brompton Lifeco Split Corp. (LCS.TO) has a higher volatility of 10.50% compared to The City of London Investment Trust plc (CTY.L) at 7.56%. This indicates that LCS.TO's price experiences larger fluctuations and is considered to be riskier than CTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCS.TO	CTY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.50%	7.56%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	16.10%	10.83%	+5.27%
Volatility (1Y) Calculated over the trailing 1-year period	26.02%	16.73%	+9.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.27%	47.60%	-10.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.35%	36.13%	+13.22%

Financials