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LCS.TO vs. LBS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LCS.TOLBS.TO
YTD Return48.19%23.67%
1Y Return87.57%43.67%
3Y Return (Ann)21.03%9.04%
5Y Return (Ann)19.72%14.42%
10Y Return (Ann)11.86%11.67%
Sharpe Ratio3.052.87
Sortino Ratio3.683.84
Omega Ratio1.481.58
Calmar Ratio4.401.69
Martin Ratio17.0018.88
Ulcer Index4.96%2.33%
Daily Std Dev27.63%15.36%
Max Drawdown-93.64%-83.80%
Current Drawdown-7.91%-2.05%

Fundamentals


LCS.TOLBS.TO
Market CapCA$50.38MCA$872.14M
EPSCA$1.28CA$0.52
PE Ratio6.4716.31
PEG Ratio0.000.00
Total Revenue (TTM)CA$14.58MCA$52.33M
Gross Profit (TTM)CA$13.68MCA$47.51M
EBITDA (TTM)CA$15.21MCA$57.39M

Correlation

-0.50.00.51.00.5

The correlation between LCS.TO and LBS.TO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LCS.TO vs. LBS.TO - Performance Comparison

In the year-to-date period, LCS.TO achieves a 48.19% return, which is significantly higher than LBS.TO's 23.67% return. Both investments have delivered pretty close results over the past 10 years, with LCS.TO having a 11.86% annualized return and LBS.TO not far behind at 11.67%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
35.96%
18.49%
LCS.TO
LBS.TO

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Risk-Adjusted Performance

LCS.TO vs. LBS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and Life & Banc Split Corp. (LBS.TO). 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
Sharpe ratio
The chart of Sharpe ratio for LCS.TO, currently valued at 2.78, compared to the broader market-4.00-2.000.002.002.78
Sortino ratio
The chart of Sortino ratio for LCS.TO, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.003.42
Omega ratio
The chart of Omega ratio for LCS.TO, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for LCS.TO, currently valued at 3.44, compared to the broader market0.002.004.006.003.44
Martin ratio
The chart of Martin ratio for LCS.TO, currently valued at 15.26, compared to the broader market-10.000.0010.0020.0030.0015.26
LBS.TO
Sharpe ratio
The chart of Sharpe ratio for LBS.TO, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.45
Sortino ratio
The chart of Sortino ratio for LBS.TO, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.37
Omega ratio
The chart of Omega ratio for LBS.TO, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for LBS.TO, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Martin ratio
The chart of Martin ratio for LBS.TO, currently valued at 15.13, compared to the broader market-10.000.0010.0020.0030.0015.13

LCS.TO vs. LBS.TO - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 3.05, which is comparable to the LBS.TO Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of LCS.TO and LBS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.78
2.45
LCS.TO
LBS.TO

Dividends

LCS.TO vs. LBS.TO - Dividend Comparison

LCS.TO's dividend yield for the trailing twelve months is around 10.56%, less than LBS.TO's 13.97% yield.


TTM20232022202120202019201820172016201520142013
LCS.TO
Brompton Lifeco Split Corp.
10.56%14.08%6.77%11.99%4.00%6.02%24.64%12.59%3.33%14.22%12.95%5.86%
LBS.TO
Life & Banc Split Corp.
13.97%15.23%13.89%11.89%5.56%15.06%17.96%12.05%12.35%14.91%12.04%11.86%

Drawdowns

LCS.TO vs. LBS.TO - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.64%, which is greater than LBS.TO's maximum drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for LCS.TO and LBS.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.07%
-2.22%
LCS.TO
LBS.TO

Volatility

LCS.TO vs. LBS.TO - Volatility Comparison

Brompton Lifeco Split Corp. (LCS.TO) has a higher volatility of 8.57% compared to Life & Banc Split Corp. (LBS.TO) at 5.04%. This indicates that LCS.TO's price experiences larger fluctuations and is considered to be riskier than LBS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.57%
5.04%
LCS.TO
LBS.TO

Financials

LCS.TO vs. LBS.TO - Financials Comparison

This section allows you to compare key financial metrics between Brompton Lifeco Split Corp. and Life & Banc Split Corp.. 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



Values in CAD except per share items