LFE.TO vs. QQCL.TO
LFE.TO (Canadian Life Companies Split Corp.) is a stock, while QQCL.TO (Global X Enhanced NASDAQ-100 Covered Call ETF) is Nasdaq-100 fund actively managed by Global X. Over the past year, LFE.TO returned 79.61% vs 36.00% for QQCL.TO. At a 0.30 correlation, their price movements are largely independent.
Performance
LFE.TO vs. QQCL.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LFE.TO achieves a 35.63% return, which is significantly higher than QQCL.TO's 19.66% 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%
QQCL.TO
- 1D
- -2.08%
- 1M
- 0.71%
- 6M
- 15.44%
- YTD
- 19.66%
- 1Y
- 36.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LFE.TO vs. QQCL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LFE.TO Canadian Life Companies Split Corp. | 35.63% | 30.06% | 122.13% | 43.49% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 19.66% | 13.10% | 41.38% | 4.96% |
Correlation
The correlation between LFE.TO and QQCL.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2023 | 0.30 |
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Return for Risk
LFE.TO vs. QQCL.TO — Risk / Return Rank
LFE.TO
QQCL.TO
LFE.TO vs. QQCL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.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.TO | QQCL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.35 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 4.40 | 3.38 | +1.02 |
| Martin ratioReturn relative to average drawdown | 17.00 | 12.06 | +4.93 |
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Drawdowns
LFE.TO vs. QQCL.TO - Drawdown Comparison
The maximum LFE.TO drawdown since its inception was -92.80%, which is greater than QQCL.TO's maximum drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for LFE.TO and QQCL.TO.
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Drawdown Indicators
| LFE.TO | QQCL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.80% | -25.63% | -67.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.20% | -10.70% | -7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -39.13% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.38% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -3.63% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -65.48% | -3.28% | -62.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.99% | +1.71% |
Volatility
LFE.TO vs. QQCL.TO - Volatility Comparison
The current volatility for Canadian Life Companies Split Corp. (LFE.TO) is 4.27%, while Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) has a volatility of 7.90%. This indicates that LFE.TO experiences smaller price fluctuations and is considered to be less risky than QQCL.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.TO | QQCL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 7.90% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 15.53% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 18.48% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.39% | 20.85% | +21.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.08% | 20.85% | +28.23% |
Dividends
LFE.TO vs. QQCL.TO - Dividend Comparison
LFE.TO's dividend yield for the trailing twelve months is around 13.02%, less than QQCL.TO's 13.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 13.48% | 14.54% | 11.87% | 3.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LFE.TO and QQCL.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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