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LFE.TO vs. HMAX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LFE.TO vs. HMAX.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Canadian Life Companies Split Corp. (LFE.TO) and Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO).

HMAX.TO is an actively managed fund by Hamilton Capital. It was launched on Jan 20, 2023.

Performance

LFE.TO vs. HMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Life Companies Split Corp. (LFE.TO) and Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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LFE.TO vs. HMAX.TO - Yearly Performance Comparison

2026 (YTD)202520242023
LFE.TO
Canadian Life Companies Split Corp.		-3.52%30.06%108.15%34.92%
HMAX.TO
Hamilton Canadian Financials YIELD MAXIMIZER ETF		-3.41%27.20%20.65%0.77%

Returns By Period

The year-to-date returns for both investments are quite close, with LFE.TO having a -3.52% return and HMAX.TO slightly higher at -3.41%.

LFE.TO

1D
0.44%
1M
-5.08%
YTD
-3.52%
6M
18.36%
1Y
33.86%
3Y*
55.72%
5Y*
25.17%
10Y*
17.66%

HMAX.TO

1D
0.00%
1M
-4.99%
YTD
-3.41%
6M
5.24%
1Y
25.73%
3Y*
16.11%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Canadian Life Companies Split Corp.

Hamilton Canadian Financials YIELD MAXIMIZER ETF

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LFE.TO vs. DF.TOLFE.TO vs. FTN.TOLFE.TO vs. DFN.TOLFE.TO vs. LBS.TOLFE.TO vs. UTES.TOLFE.TO vs. LCS.TO
Often compared with HMAX.TO:
HMAX.TO vs. HDIV.TOHMAX.TO vs. BANK.TOHMAX.TO vs. HHIS.TOHMAX.TO vs. HYLDHMAX.TO vs. ZEB.TOHMAX.TO vs. HYLD.TOHMAX.TO vs. VDY.TO

Return for Risk

LFE.TO vs. HMAX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LFE.TO
LFE.TO Risk / Return Rank: 7878
Overall Rank
LFE.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LFE.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
LFE.TO Omega Ratio Rank: 8181
Omega Ratio Rank
LFE.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
LFE.TO Martin Ratio Rank: 8282
Martin Ratio Rank
HMAX.TO
HMAX.TO Risk / Return Rank: 9393
Overall Rank
HMAX.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HMAX.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HMAX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HMAX.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
HMAX.TO Martin Ratio Rank: 9292
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.

LFE.TO vs. HMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.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.

LFE.TOHMAX.TODifference

Sharpe ratio

Return per unit of total volatility

1.26

2.10

-0.84

Sortino ratio

Return per unit of downside risk

1.72

2.76

-1.04

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratio

Return relative to maximum drawdown

1.71

2.97

-1.26

Martin ratio

Return relative to average drawdown

6.52

12.60

-6.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFE.TO vs. HMAX.TO - Sharpe Ratio Comparison

The current LFE.TO Sharpe Ratio is 1.26, which is lower than the HMAX.TO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LFE.TO and HMAX.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.

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Sharpe Ratios by Period

LFE.TOHMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.10

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.19

-1.14

Correlation

The correlation between LFE.TO and HMAX.TO is 0.65, 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.

Dividends

LFE.TO vs. HMAX.TO - Dividend Comparison

LFE.TO's dividend yield for the trailing twelve months is around 15.92%, more than HMAX.TO's 12.91% yield.

TTM20252024202320222021202020192018201720162015
LFE.TO
Canadian Life Companies Split Corp.		15.92%16.33%12.11%0.00%9.55%1.32%10.41%2.44%4.50%14.13%4.54%2.47%
HMAX.TO
Hamilton Canadian Financials YIELD MAXIMIZER ETF		12.91%12.29%14.08%15.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LFE.TO vs. HMAX.TO - Drawdown Comparison

The maximum LFE.TO drawdown since its inception was -89.14%, which is greater than HMAX.TO's maximum drawdown of -15.34%. Use the drawdown chart below to compare losses from any high point for LFE.TO and HMAX.TO.

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Drawdown Indicators

LFE.TOHMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-89.14%

-15.34%

-73.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.46%

-9.02%

-11.44%

Max Drawdown (5Y)

Largest decline over 5 years

-56.68%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

—

—

Current Drawdown

Current decline from peak

-12.23%

-6.53%

-5.70%

Average Drawdown

Average peak-to-trough decline

-53.72%

-3.07%

-50.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.13%

+3.34%

Volatility

LFE.TO vs. HMAX.TO - Volatility Comparison

Canadian Life Companies Split Corp. (LFE.TO) has a higher volatility of 11.55% compared to Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO) at 4.69%. This indicates that LFE.TO's price experiences larger fluctuations and is considered to be riskier than HMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LFE.TOHMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

4.69%

+6.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

7.76%

+7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

12.33%

+14.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

11.37%

+30.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.51%

11.37%

+38.14%