LFCBY vs. CTAS

Last updated Apr 1, 2026

Compare and contrast key facts about Lifco AB (publ) (LFCBY) and Cintas Corporation (CTAS).

Performance

LFCBY vs. CTAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lifco AB (publ) (LFCBY) and Cintas Corporation (CTAS). The values are adjusted to include any dividend payments, if applicable.

LFCBY vs. CTAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LFCBY Lifco AB (publ)	-21.57%	24.94%	21.17%	41.97%
CTAS Cintas Corporation	-9.86%	3.78%	22.24%	19.70%

Returns By Period

In the year-to-date period, LFCBY achieves a -21.57% return, which is significantly lower than CTAS's -9.86% return.

LFCBY

• 1D: 0.00%
• 1M: -17.60%
• YTD: -21.57%
• 6M: -12.87%
• 1Y: -15.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CTAS

• 1D: 0.28%
• 1M: -15.91%
• YTD: -9.86%
• 6M: -17.21%
• 1Y: -17.00%
• 3Y*: 14.50%
• 5Y*: 15.26%
• 10Y*: 23.61%

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

Return for Risk

LFCBY vs. CTAS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LFCBY

LFCBY Risk / Return Rank: 25
LFCBY Sharpe Ratio Rank: 25
LFCBY Sortino Ratio Rank: 24
LFCBY Omega Ratio Rank: 22
LFCBY Calmar Ratio Rank: 27
LFCBY Martin Ratio Rank: 27

CTAS

CTAS Risk / Return Rank: 14
CTAS Sharpe Ratio Rank: 9
CTAS Sortino Ratio Rank: 11
CTAS Omega Ratio Rank: 12
CTAS Calmar Ratio Rank: 23
CTAS Martin Ratio Rank: 16

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.

LFCBY vs. CTAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lifco AB (publ) (LFCBY) and Cintas Corporation (CTAS). 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.

	LFCBY	CTAS	Difference
Sharpe ratio Return per unit of total volatility	-0.36	-0.80	+0.44
Sortino ratio Return per unit of downside risk	-0.26	-1.02	+0.76
Omega ratio Gain probability vs. loss probability	0.95	0.87	+0.08
Calmar ratio Return relative to maximum drawdown	-0.45	-0.60	+0.15
Martin ratio Return relative to average drawdown	-0.85	-1.31	+0.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFCBY vs. CTAS - Sharpe Ratio Comparison

The current LFCBY Sharpe Ratio is -0.36, which is higher than the CTAS Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of LFCBY and CTAS, 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

	LFCBY	CTAS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.36	-0.80	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.52	-0.15

Correlation

The correlation between LFCBY and CTAS is 0.03, 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.

Dividends

LFCBY vs. CTAS - Dividend Comparison

LFCBY's dividend yield for the trailing twelve months is around 0.76%, less than CTAS's 1.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFCBY Lifco AB (publ)	0.76%	0.59%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CTAS Cintas Corporation	1.03%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%

Drawdowns

LFCBY vs. CTAS - Drawdown Comparison

The maximum LFCBY drawdown since its inception was -39.38%, smaller than the maximum CTAS drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for LFCBY and CTAS.

Drawdown Indicators

	LFCBY	CTAS	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-65.32%	+25.94%
Max Drawdown (1Y) Largest decline over 1 year	-34.49%	-26.72%	-7.77%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.38%	—
Current Drawdown Current decline from peak	-39.38%	-25.20%	-14.18%
Average Drawdown Average peak-to-trough decline	-15.53%	-14.99%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.30%	12.22%	+6.08%

Volatility

LFCBY vs. CTAS - Volatility Comparison

Lifco AB (publ) (LFCBY) has a higher volatility of 10.31% compared to Cintas Corporation (CTAS) at 7.96%. This indicates that LFCBY's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFCBY	CTAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.31%	7.96%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	26.37%	14.35%	+12.02%
Volatility (1Y) Calculated over the trailing 1-year period	43.42%	21.38%	+22.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.51%	22.49%	+40.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.51%	26.52%	+35.99%

Financials