LFE.TO vs. LCS.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Canadian Life Companies Split Corp. (LFE.TO) and Brompton Lifeco Split Corp. (LCS.TO).

Performance

LFE.TO vs. LCS.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 Brompton Lifeco Split Corp. (LCS.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFE.TO Canadian Life Companies Split Corp.	-2.24%	30.06%	108.15%	59.77%	-30.86%	69.79%	-35.91%	97.52%	-64.57%	33.07%
LCS.TO Brompton Lifeco Split Corp.	-3.62%	43.21%	72.31%	69.14%	-32.61%	108.64%	-38.24%	143.40%	-57.52%	20.58%

Fundamentals

Market Cap LFE.TO : CA$85.02M LCS.TO : CA$62.93M
EPS LFE.TO : CA$5.91 LCS.TO : CA$7.80
PE Ratio LFE.TO : 1.17 LCS.TO : 1.11
PS Ratio LFE.TO : 2.44 LCS.TO : 3.64
PB Ratio LFE.TO : 0.73 LCS.TO : 0.69
Total Revenue (TTM) LFE.TO : CA$32.15M LCS.TO : CA$17.35M
Gross Profit (TTM) LFE.TO : CA$28.94M LCS.TO : CA$15.99M
EBITDA (TTM) LFE.TO : CA$81.89M LCS.TO : CA$53.95M

Returns By Period

In the year-to-date period, LFE.TO achieves a -2.24% return, which is significantly higher than LCS.TO's -3.62% return. Over the past 10 years, LFE.TO has underperformed LCS.TO with an annualized return of 17.82%, while LCS.TO has yielded a comparatively higher 21.96% annualized return.

LFE.TO

• 1D: -0.14%
• 1M: -2.21%
• YTD: -2.24%
• 6M: 19.55%
• 1Y: 37.67%
• 3Y*: 56.41%
• 5Y*: 25.50%
• 10Y*: 17.82%

LCS.TO

• 1D: 1.17%
• 1M: -0.70%
• YTD: -3.62%
• 6M: 23.52%
• 1Y: 31.20%
• 3Y*: 48.82%
• 5Y*: 27.69%
• 10Y*: 21.96%

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

Return for Risk

LFE.TO vs. LCS.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: 79
LFE.TO Sharpe Ratio Rank: 82
LFE.TO Sortino Ratio Rank: 75
LFE.TO Omega Ratio Rank: 83
LFE.TO Calmar Ratio Rank: 73
LFE.TO Martin Ratio Rank: 81

LCS.TO

LCS.TO Risk / Return Rank: 74
LCS.TO Sharpe Ratio Rank: 78
LCS.TO Sortino Ratio Rank: 69
LCS.TO Omega Ratio Rank: 73
LCS.TO Calmar Ratio Rank: 72
LCS.TO Martin Ratio Rank: 78

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. LCS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Brompton Lifeco Split Corp. (LCS.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.TO	LCS.TO	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.20	+0.20
Sortino ratio Return per unit of downside risk	1.87	1.60	+0.28
Omega ratio Gain probability vs. loss probability	1.32	1.24	+0.07
Calmar ratio Return relative to maximum drawdown	1.74	1.67	+0.07
Martin ratio Return relative to average drawdown	6.54	5.57	+0.97
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. LCS.TO - Sharpe Ratio Comparison

The current LFE.TO Sharpe Ratio is 1.40, which is comparable to the LCS.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of LFE.TO and LCS.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.

Sharpe Ratios by Period

	LFE.TO	LCS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.20	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.75	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.45	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.11	-0.06

Correlation

The correlation between LFE.TO and LCS.TO is 0.53, 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. LCS.TO - Dividend Comparison

LFE.TO's dividend yield for the trailing twelve months is around 17.39%, more than LCS.TO's 9.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFE.TO Canadian Life Companies Split Corp.	17.39%	16.33%	12.11%	0.00%	9.55%	1.32%	10.41%	2.44%	4.50%	14.13%	4.54%	2.47%
LCS.TO Brompton Lifeco Split Corp.	9.09%	8.14%	9.34%	14.09%	6.77%	11.99%	4.00%	6.02%	24.64%	12.59%	3.78%	15.78%

Drawdowns

LFE.TO vs. LCS.TO - Drawdown Comparison

The maximum LFE.TO drawdown since its inception was -89.14%, roughly equal to the maximum LCS.TO drawdown of -93.64%. Use the drawdown chart below to compare losses from any high point for LFE.TO and LCS.TO.

Drawdown Indicators

	LFE.TO	LCS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-89.14%	-93.64%	+4.50%
Max Drawdown (1Y) Largest decline over 1 year	-20.46%	-19.82%	-0.64%
Max Drawdown (5Y) Largest decline over 5 years	-56.68%	-55.99%	-0.69%
Max Drawdown (10Y) Largest decline over 10 years	-81.11%	-79.75%	-1.36%
Current Drawdown Current decline from peak	-11.07%	-9.13%	-1.94%
Average Drawdown Average peak-to-trough decline	-53.71%	-34.64%	-19.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	5.96%	-0.52%

Volatility

LFE.TO vs. LCS.TO - Volatility Comparison

Canadian Life Companies Split Corp. (LFE.TO) has a higher volatility of 11.44% compared to Brompton Lifeco Split Corp. (LCS.TO) at 10.65%. This indicates that LFE.TO's price experiences larger fluctuations and is considered to be riskier than LCS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFE.TO	LCS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.44%	10.65%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	15.17%	16.22%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	27.02%	26.05%	+0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.22%	37.29%	+4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.50%	49.35%	+0.15%

Financials