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LMN.V vs. CVD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMN.V vs. CVD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lumine Group Inc (LMN.V) and iShares Convertible Bond Index ETF (CVD.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, LMN.V achieves a -16.54% return, which is significantly lower than CVD.TO's 3.34% return.


LMN.V

1D
-3.21%
1M
11.96%
YTD
-16.54%
6M
-20.50%
1Y
-50.93%
3Y*
5.50%
5Y*
10Y*

CVD.TO

1D
-0.28%
1M
0.60%
YTD
3.34%
6M
0.88%
1Y
7.85%
3Y*
8.29%
5Y*
4.41%
10Y*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMN.V vs. CVD.TO - Yearly Performance Comparison


2026 (YTD)202520242023
LMN.V
Lumine Group Inc
-16.54%-34.03%37.59%84.00%
CVD.TO
iShares Convertible Bond Index ETF
3.34%7.09%12.68%0.34%

Correlation

The correlation between LMN.V and CVD.TO is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2023

0.02

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Return for Risk

LMN.V vs. CVD.TO — Risk / Return Rank

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

LMN.V
LMN.V Risk / Return Rank: 1010
Overall Rank
LMN.V Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LMN.V Sortino Ratio Rank: 55
Sortino Ratio Rank
LMN.V Omega Ratio Rank: 77
Omega Ratio Rank
LMN.V Calmar Ratio Rank: 1313
Calmar Ratio Rank
LMN.V Martin Ratio Rank: 1818
Martin Ratio Rank

CVD.TO
CVD.TO Risk / Return Rank: 3737
Overall Rank
CVD.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3939
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.

LMN.V vs. CVD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumine Group Inc (LMN.V) and iShares Convertible Bond Index ETF (CVD.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.


LMN.VCVD.TODifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

0.82

1.23

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.77

1.99

-2.76

Martin ratioReturn relative to average drawdown

-1.13

5.73

-6.86

LMN.V vs. CVD.TO - Sharpe Ratio Comparison

The current LMN.V Sharpe Ratio is -0.96, which is lower than the CVD.TO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of LMN.V and CVD.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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Sharpe Ratios by Period


LMN.VCVD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

1.08

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Drawdowns

LMN.V vs. CVD.TO - Drawdown Comparison

The maximum LMN.V drawdown since its inception was -66.64%, which is greater than CVD.TO's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for LMN.V and CVD.TO.


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Drawdown Indicators


LMN.VCVD.TODifference

Max Drawdown

Largest peak-to-trough decline

-66.64%

-23.51%

-43.13%

Max Drawdown (1Y)

Largest decline over 1 year

-66.64%

-3.95%

-62.69%

Max Drawdown (3Y)

Largest decline over 3 years

-66.64%

-11.47%

-55.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-58.26%

-1.89%

-56.37%

Average Drawdown

Average peak-to-trough decline

-17.68%

-2.39%

-15.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.06%

1.37%

+43.69%

Volatility

LMN.V vs. CVD.TO - Volatility Comparison

Lumine Group Inc (LMN.V) has a higher volatility of 14.32% compared to iShares Convertible Bond Index ETF (CVD.TO) at 1.02%. This indicates that LMN.V's price experiences larger fluctuations and is considered to be riskier than CVD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMN.VCVD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

1.02%

+13.30%

Volatility (6M)

Calculated over the trailing 6-month period

38.82%

5.47%

+33.35%

Volatility (1Y)

Calculated over the trailing 1-year period

53.25%

7.32%

+45.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

9.40%

+35.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.05%

9.50%

+35.55%

Dividends

LMN.V vs. CVD.TO - Dividend Comparison

LMN.V has not paid dividends to shareholders, while CVD.TO's dividend yield for the trailing twelve months is around 4.94%.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.94%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
LMN.V
Lumine Group Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LMN.V and CVD.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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