PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

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 21.27% return, which is significantly higher than EOS-USD's -50.60% 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%

EOS-USD

1D
0.00%
1M
-9.86%
YTD
-50.60%
6M
-60.52%
1Y
-87.73%
3Y*
-54.46%
5Y*
-56.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCS.TO vs. EOS-USD - 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%20.49%
EOS-USD
EOS
-50.60%-80.45%-0.45%-4.41%-69.47%15.71%-0.77%-4.76%-70.51%958.94%

Correlation

The correlation between LCS.TO and EOS-USD is 0.05, 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

0.05

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2017

0.12

The correlation between LCS.TO and EOS-USD shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 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

EOS-USD
EOS-USD Risk / Return Rank: 1616
Overall Rank
EOS-USD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 11
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 4545
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. 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.TOEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.34

Sortino ratioReturn per unit of downside risk

+7.23

Omega ratioGain probability vs. loss probability

1.54

0.64

+0.89

Calmar ratioReturn relative to maximum drawdown

3.74

-0.99

+4.73

Martin ratioReturn relative to average drawdown

13.47

-1.32

+14.79

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

The current LCS.TO Sharpe Ratio is 3.10, which is higher than the EOS-USD Sharpe Ratio of -1.24. 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.


Loading charts...

Sharpe Ratios by Period


LCS.TOEOS-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

-1.24

+4.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

-0.67

+1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.18

+0.30

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.


Loading charts...

Drawdown Indicators


LCS.TOEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.64%

-99.64%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-88.42%

+71.51%

Max Drawdown (3Y)

Largest decline over 3 years

-32.02%

-94.83%

+62.81%

Max Drawdown (5Y)

Largest decline over 5 years

-55.99%

-98.73%

+42.74%

Max Drawdown (10Y)

Largest decline over 10 years

-79.75%

Current Drawdown

Current decline from peak

0.00%

-99.61%

+99.61%

Average Drawdown

Average peak-to-trough decline

-34.34%

-84.52%

+50.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

68.20%

-63.51%

Volatility

LCS.TO vs. EOS-USD - Volatility Comparison

The current volatility for Brompton Lifeco Split Corp. (LCS.TO) is 4.00%, while EOS (EOS-USD) has a volatility of 17.91%. 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.


Loading charts...

Volatility by Period


LCS.TOEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

17.91%

-13.91%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

51.93%

-35.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

59.86%

-39.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.31%

70.42%

-33.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.11%

109.01%

-59.90%

Frequently Asked Questions


LCS.TO and EOS-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LCS.TO and EOS-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer