PortfoliosLab logoPortfoliosLab logo
LFE.TO vs. HTAE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFE.TO vs. HTAE.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 Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LFE.TO achieves a 35.63% return, which is significantly higher than HTAE.TO's 25.80% return.


LFE.TO

1D
-0.22%
1M
18.51%
6M
30.48%
YTD
35.63%
1Y
79.61%
3Y*
70.90%
5Y*
38.24%
10Y*
23.39%

HTAE.TO

1D
-2.70%
1M
0.40%
6M
23.83%
YTD
25.80%
1Y
37.19%
3Y*
26.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
LFE.TO
Canadian Life Companies Split Corp.
35.63%30.06%122.13%59.50%2.11%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
25.80%13.45%28.26%68.48%-3.64%

Correlation

The correlation between LFE.TO and HTAE.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.36

The correlation between LFE.TO and HTAE.TO shifts across timeframes, from 0.23 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LFE.TO vs. HTAE.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: 9797
Overall Rank
LFE.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LFE.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
LFE.TO Omega Ratio Rank: 9999
Omega Ratio Rank
LFE.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
LFE.TO Martin Ratio Rank: 9696
Martin Ratio Rank

HTAE.TO
HTAE.TO Risk / Return Rank: 4848
Overall Rank
HTAE.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 4646
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 4848
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. HTAE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LFE.TOHTAE.TODifference
Sharpe ratioReturn per unit of total volatility

+3.13

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.83

1.24

+0.59

Calmar ratioReturn relative to maximum drawdown

4.40

2.03

+2.36

Martin ratioReturn relative to average drawdown

17.00

6.31

+10.68

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

The current LFE.TO Sharpe Ratio is 4.52, which is higher than the HTAE.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LFE.TO and HTAE.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.


Loading charts...

Drawdowns

LFE.TO vs. HTAE.TO - Drawdown Comparison

The maximum LFE.TO drawdown since its inception was -92.80%, which is greater than HTAE.TO's maximum drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for LFE.TO and HTAE.TO.


Loading charts...

Drawdown Indicators


LFE.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-92.80%

-30.83%

-61.97%

Max Drawdown (1Y)

Largest decline over 1 year

-18.20%

-18.39%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-39.13%

-30.83%

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-57.46%

Max Drawdown (10Y)

Largest decline over 10 years

-80.38%

Current Drawdown

Current decline from peak

-0.22%

-6.14%

+5.92%

Average Drawdown

Average peak-to-trough decline

-65.48%

-4.60%

-60.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

5.91%

-1.21%

Volatility

LFE.TO vs. HTAE.TO - Volatility Comparison

The current volatility for Canadian Life Companies Split Corp. (LFE.TO) is 4.27%, while Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a volatility of 13.68%. This indicates that LFE.TO experiences smaller price fluctuations and is considered to be less risky than HTAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LFE.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

13.68%

-9.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

23.33%

-7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

26.83%

-9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.39%

27.86%

+14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.08%

27.86%

+21.22%

Dividends

LFE.TO vs. HTAE.TO - Dividend Comparison

LFE.TO's dividend yield for the trailing twelve months is around 13.02%, more than HTAE.TO's 9.98% yield.


PositionTTM20252024202320222021202020192018201720162015
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.98%11.28%10.01%9.40%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LFE.TO
Canadian Life Companies Split Corp.
13.02%16.33%9.45%0.00%4.13%1.45%6.94%2.69%4.94%14.49%4.16%2.85%

Frequently Asked Questions


LFE.TO and HTAE.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LFE.TO and HTAE.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer