LCS.TO vs. ZMI.TO

Last updated Jun 4, 2026

LCS.TO (Brompton Lifeco Split Corp.) is a stock, while ZMI.TO (BMO Monthly Income ETF) is Diversified Portfolio fund actively managed by BMO. Over the past 10 years, LCS.TO returned 23.04%/yr vs 6.57%/yr for ZMI.TO. At a 0.41 correlation, their price movements are largely independent.

Performance

LCS.TO vs. ZMI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Lifeco Split Corp. (LCS.TO) and BMO Monthly Income ETF (ZMI.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCS.TO achieves a 21.27% return, which is significantly higher than ZMI.TO's 9.05% return. Over the past 10 years, LCS.TO has outperformed ZMI.TO with an annualized return of 23.04%, while ZMI.TO has yielded a comparatively lower 6.57% annualized 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%

ZMI.TO

• 1D: 0.00%
• 1M: 4.38%
• YTD: 9.05%
• 6M: 5.77%
• 1Y: 15.92%
• 3Y*: 12.30%
• 5Y*: 7.74%
• 10Y*: 6.57%

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

LCS.TO vs. ZMI.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCS.TO Brompton Lifeco Split Corp.	21.27%	43.21%	72.31%	69.14%	-32.61%	108.64%	-38.24%	143.40%	-57.52%	20.58%
ZMI.TO BMO Monthly Income ETF	9.05%	7.88%	13.43%	9.00%	-5.89%	11.25%	2.40%	13.37%	-2.52%	4.84%

Correlation

The correlation between LCS.TO and ZMI.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Feb 4, 2011	0.41

The correlation between LCS.TO and ZMI.TO has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

Return for Risk

LCS.TO vs. ZMI.TO — 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: 92
LCS.TO Sharpe Ratio Rank: 95
LCS.TO Sortino Ratio Rank: 94
LCS.TO Omega Ratio Rank: 94
LCS.TO Calmar Ratio Rank: 86
LCS.TO Martin Ratio Rank: 91

ZMI.TO

ZMI.TO Risk / Return Rank: 67
ZMI.TO Sharpe Ratio Rank: 68
ZMI.TO Sortino Ratio Rank: 62
ZMI.TO Omega Ratio Rank: 77
ZMI.TO Calmar Ratio Rank: 67
ZMI.TO Martin Ratio Rank: 61

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. ZMI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Lifeco Split Corp. (LCS.TO) and BMO Monthly Income ETF (ZMI.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	ZMI.TO	Difference
Sharpe ratio: Return per unit of total volatility	3.10	2.25	+0.85
Sortino ratio: Return per unit of downside risk	3.96	2.96	+1.00
Omega ratio: Gain probability vs. loss probability	1.54	1.47	+0.07
Calmar ratio: Return relative to maximum drawdown	3.74	3.36	+0.38
Martin ratio: Return relative to average drawdown	13.47	10.99	+2.49
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. ZMI.TO - Sharpe Ratio Comparison

The current LCS.TO Sharpe Ratio is 3.10, which is higher than the ZMI.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LCS.TO and ZMI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LCS.TO	ZMI.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.10	2.25	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	1.05	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.74	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.77	-0.64

Drawdowns

LCS.TO vs. ZMI.TO - Drawdown Comparison

The maximum LCS.TO drawdown since its inception was -93.64%, which is greater than ZMI.TO's maximum drawdown of -26.65%. Use the drawdown chart below to compare losses from any high point for LCS.TO and ZMI.TO.

Drawdown Indicators

	LCS.TO	ZMI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-93.64%	-26.65%	-66.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.91%	-4.75%	-12.16%
Max Drawdown (3Y) Largest decline over 3 years	-32.02%	-8.81%	-23.21%
Max Drawdown (5Y) Largest decline over 5 years	-55.99%	-12.65%	-43.34%
Max Drawdown (10Y) Largest decline over 10 years	-79.75%	-26.65%	-53.10%
Current Drawdown Current decline from peak	0.00%	-0.17%	+0.17%
Average Drawdown Average peak-to-trough decline	-34.34%	-2.12%	-32.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	1.45%	+3.24%

Volatility

LCS.TO vs. ZMI.TO - Volatility Comparison

Brompton Lifeco Split Corp. (LCS.TO) has a higher volatility of 4.00% compared to BMO Monthly Income ETF (ZMI.TO) at 2.27%. This indicates that LCS.TO's price experiences larger fluctuations and is considered to be riskier than ZMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCS.TO	ZMI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	2.27%	+1.73%
Volatility (6M) Calculated over the trailing 6-month period	16.77%	5.80%	+10.97%
Volatility (1Y) Calculated over the trailing 1-year period	20.45%	7.10%	+13.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.31%	7.44%	+29.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.11%	8.87%	+40.24%

Dividends

LCS.TO vs. ZMI.TO - Dividend Comparison

LCS.TO's dividend yield for the trailing twelve months is around 7.57%, more than ZMI.TO's 3.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LCS.TO Brompton Lifeco Split Corp.	7.57%	8.14%	9.34%	14.09%	6.77%	11.99%	4.00%	6.02%	24.64%	12.59%	3.78%	15.78%
ZMI.TO BMO Monthly Income ETF	3.93%	4.54%	4.68%	4.94%	4.49%	3.71%	4.21%	4.24%	4.58%	4.06%	3.89%	3.89%

Frequently Asked Questions

Can I hold both LCS.TO and ZMI.TO in my portfolio?

LCS.TO and ZMI.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.