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LFE.TO vs. FTN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LFE.TO and FTN.TO is 0.52, 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.


-0.50.00.51.00.5

Performance

LFE.TO vs. FTN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Life Companies Split Corp. (LFE.TO) and Financial 15 Split Corp. (FTN.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
28.00%
15.18%
LFE.TO
FTN.TO

Key characteristics

Sharpe Ratio

LFE.TO:

1.79

FTN.TO:

2.55

Sortino Ratio

LFE.TO:

2.32

FTN.TO:

3.25

Omega Ratio

LFE.TO:

1.31

FTN.TO:

1.49

Calmar Ratio

LFE.TO:

1.06

FTN.TO:

1.27

Martin Ratio

LFE.TO:

7.33

FTN.TO:

14.20

Ulcer Index

LFE.TO:

8.12%

FTN.TO:

3.07%

Daily Std Dev

LFE.TO:

33.27%

FTN.TO:

17.11%

Max Drawdown

LFE.TO:

-88.87%

FTN.TO:

-84.75%

Current Drawdown

LFE.TO:

-16.63%

FTN.TO:

-6.32%

Fundamentals

Returns By Period

In the year-to-date period, LFE.TO achieves a -14.57% return, which is significantly lower than FTN.TO's 2.28% return. Over the past 10 years, LFE.TO has outperformed FTN.TO with an annualized return of 11.94%, while FTN.TO has yielded a comparatively lower 5.82% annualized return.


LFE.TO

YTD

-14.57%

1M

-3.39%

6M

34.80%

1Y

54.05%

5Y*

14.18%

10Y*

11.94%

FTN.TO

YTD

2.28%

1M

-3.67%

6M

21.29%

1Y

42.67%

5Y*

0.70%

10Y*

5.82%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LFE.TO vs. FTN.TO — Risk-Adjusted Performance Rank

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

LFE.TO
The Risk-Adjusted Performance Rank of LFE.TO is 8585
Overall Rank
The Sharpe Ratio Rank of LFE.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of LFE.TO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of LFE.TO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LFE.TO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LFE.TO is 8787
Martin Ratio Rank

FTN.TO
The Risk-Adjusted Performance Rank of FTN.TO is 9292
Overall Rank
The Sharpe Ratio Rank of FTN.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FTN.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FTN.TO is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FTN.TO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FTN.TO is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LFE.TO vs. FTN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Financial 15 Split Corp. (FTN.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.


Sharpe ratio
The chart of Sharpe ratio for LFE.TO, currently valued at 1.49, compared to the broader market-2.000.002.001.491.96
The chart of Sortino ratio for LFE.TO, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.006.002.032.54
The chart of Omega ratio for LFE.TO, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.36
The chart of Calmar ratio for LFE.TO, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.97
The chart of Martin ratio for LFE.TO, currently valued at 6.08, compared to the broader market-10.000.0010.0020.0030.006.089.04
LFE.TO
FTN.TO

The current LFE.TO Sharpe Ratio is 1.79, which is comparable to the FTN.TO Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of LFE.TO and FTN.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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.49
1.96
LFE.TO
FTN.TO

Dividends

LFE.TO vs. FTN.TO - Dividend Comparison

LFE.TO's dividend yield for the trailing twelve months is around 16.79%, more than FTN.TO's 16.22% yield.


TTM20242023202220212020201920182017201620152014
LFE.TO
Canadian Life Companies Split Corp.
16.79%12.64%0.00%10.50%1.32%10.82%2.69%4.50%14.60%4.90%2.59%4.88%
FTN.TO
Financial 15 Split Corp.
16.22%16.38%19.38%16.38%13.16%8.94%19.74%23.69%14.69%15.67%15.51%15.62%

Drawdowns

LFE.TO vs. FTN.TO - Drawdown Comparison

The maximum LFE.TO drawdown since its inception was -88.87%, roughly equal to the maximum FTN.TO drawdown of -84.75%. Use the drawdown chart below to compare losses from any high point for LFE.TO and FTN.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-43.06%
-15.00%
LFE.TO
FTN.TO

Volatility

LFE.TO vs. FTN.TO - Volatility Comparison

Canadian Life Companies Split Corp. (LFE.TO) has a higher volatility of 8.15% compared to Financial 15 Split Corp. (FTN.TO) at 6.12%. This indicates that LFE.TO's price experiences larger fluctuations and is considered to be riskier than FTN.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%14.00%SeptemberOctoberNovemberDecember2025February
8.15%
6.12%
LFE.TO
FTN.TO

Financials

LFE.TO vs. FTN.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Life Companies Split Corp. and Financial 15 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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