LMN.V vs. VFV.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Lumine Group Inc (LMN.V) and Vanguard S&P 500 Index ETF (VFV.TO).

VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.

Performance

LMN.V vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lumine Group Inc (LMN.V) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
LMN.V Lumine Group Inc	-18.35%	-34.03%	37.59%	78.51%
VFV.TO Vanguard S&P 500 Index ETF	-3.12%	12.18%	35.23%	17.11%

Returns By Period

In the year-to-date period, LMN.V achieves a -18.35% return, which is significantly lower than VFV.TO's -3.12% return.

LMN.V

• 1D: 0.36%
• 1M: 4.38%
• YTD: -18.35%
• 6M: -46.00%
• 1Y: -45.28%
• 3Y*: 14.64%
• 5Y*: —
• 10Y*: —

VFV.TO

• 1D: 2.76%
• 1M: -3.12%
• YTD: -3.12%
• 6M: -1.94%
• 1Y: 13.65%
• 3Y*: 19.11%
• 5Y*: 13.78%
• 10Y*: 14.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LMN.V vs. VFV.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: 11
LMN.V Sharpe Ratio Rank: 6
LMN.V Sortino Ratio Rank: 6
LMN.V Omega Ratio Rank: 9
LMN.V Calmar Ratio Rank: 17
LMN.V Martin Ratio Rank: 16

VFV.TO

VFV.TO Risk / Return Rank: 48
VFV.TO Sharpe Ratio Rank: 45
VFV.TO Sortino Ratio Rank: 44
VFV.TO Omega Ratio Rank: 50
VFV.TO Calmar Ratio Rank: 52
VFV.TO Martin Ratio Rank: 51

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. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumine Group Inc (LMN.V) and Vanguard S&P 500 Index ETF (VFV.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.V	VFV.TO	Difference
Sharpe ratio Return per unit of total volatility	-0.91	0.75	-1.66
Sortino ratio Return per unit of downside risk	-1.46	1.13	-2.60
Omega ratio Gain probability vs. loss probability	0.84	1.18	-0.34
Calmar ratio Return relative to maximum drawdown	-0.70	1.19	-1.89
Martin ratio Return relative to average drawdown	-1.28	4.51	-5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LMN.V Sharpe Ratio is -0.91, which is lower than the VFV.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of LMN.V and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LMN.V	VFV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	0.75	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.07	-0.85

Correlation

The correlation between LMN.V and VFV.TO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LMN.V vs. VFV.TO - Dividend Comparison

LMN.V has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VFV.TO Vanguard S&P 500 Index ETF	0.96%	0.92%	0.99%	1.20%	1.31%	1.06%	1.33%	1.55%	1.68%	1.50%	1.66%	1.63%

Drawdowns

LMN.V vs. VFV.TO - Drawdown Comparison

The maximum LMN.V drawdown since its inception was -66.64%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for LMN.V and VFV.TO.

Drawdown Indicators

	LMN.V	VFV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-66.64%	-27.43%	-39.21%
Max Drawdown (1Y) Largest decline over 1 year	-66.64%	-12.52%	-54.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.43%	—
Current Drawdown Current decline from peak	-59.16%	-6.10%	-53.06%
Average Drawdown Average peak-to-trough decline	-15.01%	-3.39%	-11.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.70%	3.29%	+33.41%

Volatility

LMN.V vs. VFV.TO - Volatility Comparison

Lumine Group Inc (LMN.V) has a higher volatility of 22.52% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.12%. This indicates that LMN.V's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LMN.V	VFV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.52%	5.12%	+17.40%
Volatility (6M) Calculated over the trailing 6-month period	41.84%	9.27%	+32.57%
Volatility (1Y) Calculated over the trailing 1-year period	50.12%	18.28%	+31.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.26%	14.92%	+29.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.26%	16.57%	+27.69%