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LCS.TO vs. EOS-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

LCS.TO vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Lifeco Split Corp. (LCS.TO) and EOS (EOS-USD). 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 EOS-USD is traded in USD. To make them comparable, the EOS-USD 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 119.94% return, which is significantly higher than EOS-USD's -58.88% 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%

EOS-USD

1D
0.35%
1M
-6.78%
6M
-27.53%
YTD
-58.88%
1Y
-86.73%
3Y*
-54.62%
5Y*
-55.35%
10Y*
ALL TIME*
-17.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EOS-USD

EOS
CA$3.70KCA$6.59KCA$10.49K
CA$235.90KCA$288.88KCA$236.37K

LCS.TO vs. EOS-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCS.TO
Brompton Lifeco Split Corp.
119.94%48.15%109.15%84.77%-30.97%123.32%-37.23%152.55%-55.10%26.99%
EOS-USD
EOS
-58.88%-80.45%-0.59%-4.23%-69.80%16.71%-1.46%-3.97%-68.25%1,977.11%

Correlation

The correlation between LCS.TO and EOS-USD is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.12

The correlation between LCS.TO and EOS-USD shifts across timeframes, from 0.03 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LCS.TO vs. EOS-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LCS.TO
LCS.TO Risk / Return Rank: 9999
Overall Rank
LCS.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
LCS.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
LCS.TO Omega Ratio Rank: 9999
Omega Ratio Rank
LCS.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
LCS.TO Martin Ratio Rank: 100100
Martin Ratio Rank

EOS-USD
EOS-USD Risk / Return Rank: 1010
Overall Rank
EOS-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 11
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 11
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 44
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LCS.TO vs. EOS-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and EOS (EOS-USD). 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.TOEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+7.12

Sortino ratioReturn per unit of downside risk

+10.79

Omega ratioGain probability vs. loss probability

2.23

0.70

+1.53

Calmar ratioReturn relative to maximum drawdown

14.08

-0.98

+15.06

Martin ratioReturn relative to average drawdown

54.87

-1.24

+56.11

LCS.TO vs. EOS-USD - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 5.98, which is higher than the EOS-USD Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of LCS.TO and EOS-USD, 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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Drawdowns

LCS.TO vs. EOS-USD - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.17%, smaller than the maximum EOS-USD drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for LCS.TO and EOS-USD.


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Drawdown Indicators


LCS.TOEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.17%

-99.70%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-89.27%

+74.34%

Max Drawdown (3Y)

Largest decline over 3 years

-29.49%

-95.62%

+66.13%

Max Drawdown (5Y)

Largest decline over 5 years

-55.07%

-98.94%

+43.87%

Max Drawdown (10Y)

Largest decline over 10 years

-79.60%

Current Drawdown

Current decline from peak

0.00%

-99.68%

+99.68%

Average Drawdown

Average peak-to-trough decline

-29.93%

-84.99%

+55.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

65.39%

-61.56%

Volatility

LCS.TO vs. EOS-USD - Volatility Comparison

The current volatility for Brompton Lifeco Split Corp. (LCS.TO) is 5.75%, while EOS (EOS-USD) has a volatility of 17.52%. This indicates that LCS.TO experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCS.TOEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

17.52%

-11.77%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

52.75%

-25.51%

Volatility (1Y)

Calculated over the trailing 1-year period

35.13%

64.15%

-29.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.09%

71.65%

-31.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.80%

108.95%

-59.15%

Frequently Asked Questions


LCS.TO and EOS-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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