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

Performance

LMAX.TO vs. TDOC.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 TD Global Healthcare Leaders Index ETF (TDOC.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 3.55% return, which is significantly higher than TDOC.TO's 1.29% return.


LMAX.TO

1D
-1.00%
1M
5.05%
6M
1.69%
YTD
3.55%
1Y
16.64%
3Y*
5Y*
10Y*

TDOC.TO

1D
-0.60%
1M
4.94%
6M
-1.86%
YTD
1.29%
1Y
13.29%
3Y*
7.08%
5Y*
5.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
3.55%7.07%4.45%
TDOC.TO
TD Global Healthcare Leaders Index ETF
1.29%8.36%4.84%

Correlation

The correlation between LMAX.TO and TDOC.TO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.86

The correlation between LMAX.TO and TDOC.TO has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

LMAX.TO vs. TDOC.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: 3737
Overall Rank
LMAX.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LMAX.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
LMAX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
LMAX.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LMAX.TO Martin Ratio Rank: 2929
Martin Ratio Rank

TDOC.TO
TDOC.TO Risk / Return Rank: 3232
Overall Rank
TDOC.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TDOC.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
TDOC.TO Omega Ratio Rank: 3232
Omega Ratio Rank
TDOC.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
TDOC.TO Martin Ratio Rank: 2828
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. TDOC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) and TD Global Healthcare Leaders Index ETF (TDOC.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.TOTDOC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratioReturn relative to maximum drawdown

1.37

1.13

+0.24

Martin ratioReturn relative to average drawdown

3.23

2.69

+0.54

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

The current LMAX.TO Sharpe Ratio is 1.16, which is comparable to the TDOC.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of LMAX.TO and TDOC.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. TDOC.TO - Drawdown Comparison

The maximum LMAX.TO drawdown since its inception was -15.89%, smaller than the maximum TDOC.TO drawdown of -17.52%. Use the drawdown chart below to compare losses from any high point for LMAX.TO and TDOC.TO.


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Drawdown Indicators


LMAX.TOTDOC.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-17.52%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-11.77%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.52%

Current Drawdown

Current decline from peak

-2.12%

-3.93%

+1.81%

Average Drawdown

Average peak-to-trough decline

-5.14%

-4.82%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

4.95%

+0.21%

Volatility

LMAX.TO vs. TDOC.TO - Volatility Comparison

Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) has a higher volatility of 5.60% compared to TD Global Healthcare Leaders Index ETF (TDOC.TO) at 5.23%. This indicates that LMAX.TO's price experiences larger fluctuations and is considered to be riskier than TDOC.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.TOTDOC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.23%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.81%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

14.26%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

13.08%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

12.94%

+1.03%

Dividends

LMAX.TO vs. TDOC.TO - Dividend Comparison

LMAX.TO's dividend yield for the trailing twelve months is around 12.40%, more than TDOC.TO's 1.18% yield.


PositionTTM20252024202320222021
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
12.40%12.51%11.35%0.00%0.00%0.00%
TDOC.TO
TD Global Healthcare Leaders Index ETF
1.18%1.09%3.68%0.98%1.16%0.60%

Frequently Asked Questions


LMAX.TO and TDOC.TO have a correlation of 0.88, 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 TD.

Portfolio Optimizer

Find the right allocation for LMAX.TO and TDOC.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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