LCS.TO vs. EOS-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Brompton Lifeco Split Corp. (LCS.TO) and EOS (EOS-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCS.TO Brompton Lifeco Split Corp.	-3.62%	43.21%	72.31%	69.14%	-32.61%	108.64%	-38.24%	143.40%	-57.52%	20.49%
EOS-USD EOS	-49.44%	-80.45%	-0.45%	-4.41%	-69.47%	15.71%	-0.77%	-4.76%	-70.51%	958.94%

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 -3.62% return, which is significantly higher than EOS-USD's -49.44% return.

LCS.TO

• 1D: 1.17%
• 1M: -0.70%
• YTD: -3.62%
• 6M: 23.52%
• 1Y: 31.20%
• 3Y*: 48.82%
• 5Y*: 27.69%
• 10Y*: 21.96%

EOS-USD

• 1D: 4.65%
• 1M: 4.27%
• YTD: -49.44%
• 6M: -80.74%
• 1Y: -88.82%
• 3Y*: -59.55%
• 5Y*: -57.43%
• 10Y*: —

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

Return for Risk

LCS.TO vs. EOS-USD — 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: 74
LCS.TO Sharpe Ratio Rank: 78
LCS.TO Sortino Ratio Rank: 69
LCS.TO Omega Ratio Rank: 73
LCS.TO Calmar Ratio Rank: 72
LCS.TO Martin Ratio Rank: 78

EOS-USD

EOS-USD Risk / Return Rank: 22
EOS-USD Sharpe Ratio Rank: 3
EOS-USD Sortino Ratio Rank: 0
EOS-USD Omega Ratio Rank: 0
EOS-USD Calmar Ratio Rank: 50
EOS-USD Martin Ratio Rank: 58

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. 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.

	LCS.TO	EOS-USD	Difference
Sharpe ratio Return per unit of total volatility	1.20	-1.11	+2.31
Sortino ratio Return per unit of downside risk	1.60	-2.93	+4.53
Omega ratio Gain probability vs. loss probability	1.24	0.69	+0.56
Calmar ratio Return relative to maximum drawdown	1.67	-1.08	+2.76
Martin ratio Return relative to average drawdown	5.57	-1.54	+7.11
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. EOS-USD - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 1.20, which is higher than the EOS-USD Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of LCS.TO and EOS-USD, 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	EOS-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	-1.11	+2.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	-0.60	+1.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	-0.18	+0.28

Correlation

The correlation between LCS.TO and EOS-USD is 0.12, 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.

Drawdowns

LCS.TO vs. EOS-USD - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.64%, smaller than the maximum EOS-USD drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for LCS.TO and EOS-USD.

Drawdown Indicators

	LCS.TO	EOS-USD	Difference
Max Drawdown Largest peak-to-trough decline	-93.64%	-99.67%	+6.03%
Max Drawdown (1Y) Largest decline over 1 year	-19.82%	-92.33%	+72.51%
Max Drawdown (5Y) Largest decline over 5 years	-55.99%	-99.50%	+43.51%
Max Drawdown (10Y) Largest decline over 10 years	-79.75%	—	—
Current Drawdown Current decline from peak	-9.13%	-99.63%	+90.50%
Average Drawdown Average peak-to-trough decline	-34.64%	-84.66%	+50.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.96%	61.91%	-55.95%

Volatility

LCS.TO vs. EOS-USD - Volatility Comparison

The current volatility for Brompton Lifeco Split Corp. (LCS.TO) is 10.65%, while EOS (EOS-USD) has a volatility of 15.40%. 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.

Volatility by Period

	LCS.TO	EOS-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.65%	15.40%	-4.75%
Volatility (6M) Calculated over the trailing 6-month period	16.22%	59.38%	-43.16%
Volatility (1Y) Calculated over the trailing 1-year period	26.05%	67.18%	-41.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.29%	80.12%	-42.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.35%	109.71%	-60.36%