LFE.TO vs. SDAY.NEO
LFE.TO (Canadian Life Companies Split Corp.) is a stock, while SDAY.NEO (Hamilton Enhanced U.S. Equity DayMAX™ ETF) is Derivative Income fund actively managed by Hamilton Capital. Over the past year, LFE.TO returned 79.84% vs 20.01% for SDAY.NEO. At a 0.25 correlation, their price movements are largely independent.
Performance
LFE.TO vs. SDAY.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, LFE.TO achieves a 39.60% return, which is significantly higher than SDAY.NEO's 15.24% return.
LFE.TO
- 1D
- 0.21%
- 1M
- 16.51%
- 6M
- 34.12%
- YTD
- 39.60%
- 1Y
- 79.84%
- 3Y*
- 68.92%
- 5Y*
- 39.22%
- 10Y*
- 23.79%
SDAY.NEO
- 1D
- -1.13%
- 1M
- 2.43%
- 6M
- 7.41%
- YTD
- 15.24%
- 1Y
- 20.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LFE.TO vs. SDAY.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFE.TO Canadian Life Companies Split Corp. | 39.60% | 32.43% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 15.24% | 4.49% |
Correlation
The correlation between LFE.TO and SDAY.NEO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | 0.25 |
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Return for Risk
LFE.TO vs. SDAY.NEO — Risk / Return Rank
LFE.TO
SDAY.NEO
LFE.TO vs. SDAY.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). 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 | SDAY.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.29 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 2.62 | +1.79 |
| Martin ratioReturn relative to average drawdown | 17.05 | 8.36 | +8.68 |
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Drawdowns
LFE.TO vs. SDAY.NEO - Drawdown Comparison
The maximum LFE.TO drawdown since its inception was -92.80%, which is greater than SDAY.NEO's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for LFE.TO and SDAY.NEO.
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Drawdown Indicators
| LFE.TO | SDAY.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.80% | -7.75% | -85.05% |
Max Drawdown (1Y)Largest decline over 1 year | -18.20% | -7.75% | -10.45% |
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 | 0.00% | -3.60% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -65.47% | -1.74% | -63.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.41% | +2.29% |
Volatility
LFE.TO vs. SDAY.NEO - Volatility Comparison
The current volatility for Canadian Life Companies Split Corp. (LFE.TO) is 4.20%, while Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) has a volatility of 5.16%. This indicates that LFE.TO experiences smaller price fluctuations and is considered to be less risky than SDAY.NEO 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 | SDAY.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.16% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 16.06% | 9.71% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 12.19% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.36% | 12.17% | +30.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.06% | 12.17% | +36.89% |
Dividends
LFE.TO vs. SDAY.NEO - Dividend Comparison
LFE.TO's dividend yield for the trailing twelve months is around 12.64%, less than SDAY.NEO's 18.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFE.TO Canadian Life Companies Split Corp. | 12.64% | 16.33% | 9.45% | 0.00% | 4.13% | 1.45% | 6.94% | 2.69% | 4.94% | 14.49% | 4.16% | 2.85% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 18.07% | 8.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LFE.TO and SDAY.NEO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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