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LMAX.TO vs. LONG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMAX.TO vs. LONG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and CI Global Longevity Economy Fund (LONG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMAX.TO achieves a 2.35% return, which is significantly lower than LONG.TO's 7.64% return.


LMAX.TO

1D
-1.15%
1M
6.97%
YTD
2.35%
6M
2.15%
1Y
14.44%
3Y*
5Y*
10Y*

LONG.TO

1D
0.82%
1M
0.20%
YTD
7.64%
6M
7.66%
1Y
21.51%
3Y*
17.35%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMAX.TO vs. LONG.TO - Yearly Performance Comparison


2026 (YTD)20252024
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
2.35%7.07%4.45%
LONG.TO
CI Global Longevity Economy Fund
7.64%6.19%17.01%

Correlation

The correlation between LMAX.TO and LONG.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2024

0.00

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Return for Risk

LMAX.TO vs. LONG.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LMAX.TO
LMAX.TO Risk / Return Rank: 2929
Overall Rank
LMAX.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LMAX.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
LMAX.TO Omega Ratio Rank: 2929
Omega Ratio Rank
LMAX.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
LMAX.TO Martin Ratio Rank: 2424
Martin Ratio Rank

LONG.TO
LONG.TO Risk / Return Rank: 4242
Overall Rank
LONG.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LONG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
LONG.TO Omega Ratio Rank: 4747
Omega Ratio Rank
LONG.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LONG.TO Martin Ratio Rank: 3838
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.

LMAX.TO vs. LONG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and CI Global Longevity Economy Fund (LONG.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.


LMAX.TOLONG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.19

1.46

-0.27

Martin ratioReturn relative to average drawdown

2.80

5.21

-2.41

LMAX.TO vs. LONG.TO - Sharpe Ratio Comparison

The current LMAX.TO Sharpe Ratio is 1.06, which is comparable to the LONG.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LMAX.TO and LONG.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.


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Drawdowns

LMAX.TO vs. LONG.TO - Drawdown Comparison

The maximum LMAX.TO drawdown since its inception was -15.89%, smaller than the maximum LONG.TO drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for LMAX.TO and LONG.TO.


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Drawdown Indicators


LMAX.TOLONG.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-23.65%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-16.39%

+4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

Current Drawdown

Current decline from peak

-2.70%

-1.91%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.21%

-5.66%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

4.58%

+0.58%

Volatility

LMAX.TO vs. LONG.TO - Volatility Comparison

The current volatility for Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) is 4.33%, while CI Global Longevity Economy Fund (LONG.TO) has a volatility of 6.73%. This indicates that LMAX.TO experiences smaller price fluctuations and is considered to be less risky than LONG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMAX.TOLONG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.73%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

13.94%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

16.87%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

17.38%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

17.72%

-3.96%

Dividends

LMAX.TO vs. LONG.TO - Dividend Comparison

LMAX.TO's dividend yield for the trailing twelve months is around 12.55%, while LONG.TO has not paid dividends to shareholders.


PositionTTM202520242023
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
12.55%12.51%11.35%0.00%
LONG.TO
CI Global Longevity Economy Fund
0.00%0.00%0.00%0.33%

Frequently Asked Questions


LMAX.TO and LONG.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Hamilton and CI.

Portfolio Optimizer

Find the right allocation for LMAX.TO and LONG.TO

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

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