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LSPD.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

LSPD.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lightspeed Commerce Inc. (LSPD.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LSPD.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LSPD.TO achieves a -11.78% return, which is significantly lower than ^TNX's 13.07% return.


LSPD.TO

1D
0.41%
1M
9.93%
6M
-8.80%
YTD
-11.78%
1Y
-15.21%
3Y*
-14.26%
5Y*
-32.49%
10Y*
ALL TIME*
-2.87%

^TNX

1D
1.13%
1M
2.71%
6M
9.70%
YTD
13.07%
1Y
5.88%
3Y*
8.44%
5Y*
31.77%
10Y*
12.12%
ALL TIME*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPD.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LSPD.TO
Lightspeed Commerce Inc.
-11.78%-24.45%-21.21%43.77%-62.12%-43.14%149.07%99.28%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.07%-13.12%28.30%-2.71%172.80%64.80%-53.35%-29.27%

Correlation

The correlation between LSPD.TO and ^TNX is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

-0.01

The correlation between LSPD.TO and ^TNX shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LSPD.TO vs. ^TNX — Risk / Return Rank

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

LSPD.TO
LSPD.TO Risk / Return Rank: 3030
Overall Rank
LSPD.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LSPD.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
LSPD.TO Omega Ratio Rank: 2828
Omega Ratio Rank
LSPD.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
LSPD.TO Martin Ratio Rank: 3333
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1515
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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.

LSPD.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc. (LSPD.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.


LSPD.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

0.97

1.07

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.39

0.56

-0.95

Martin ratioReturn relative to average drawdown

-0.64

1.23

-1.87

LSPD.TO vs. ^TNX - Sharpe Ratio Comparison

The current LSPD.TO Sharpe Ratio is -0.37, which is lower than the ^TNX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of LSPD.TO and ^TNX, 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

LSPD.TO vs. ^TNX - Drawdown Comparison

The maximum LSPD.TO drawdown since its inception was -92.97%, roughly equal to the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for LSPD.TO and ^TNX.


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Drawdown Indicators


LSPD.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-92.97%

-89.94%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-39.25%

-10.53%

-28.72%

Max Drawdown (3Y)

Largest decline over 3 years

-59.90%

-28.13%

-31.77%

Max Drawdown (5Y)

Largest decline over 5 years

-92.97%

-28.13%

-64.84%

Max Drawdown (10Y)

Largest decline over 10 years

-83.97%

Current Drawdown

Current decline from peak

-90.81%

-6.90%

-83.91%

Average Drawdown

Average peak-to-trough decline

-61.37%

-44.63%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.75%

5.15%

+18.60%

Volatility

LSPD.TO vs. ^TNX - Volatility Comparison

Lightspeed Commerce Inc. (LSPD.TO) has a higher volatility of 11.19% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.38%. This indicates that LSPD.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSPD.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

4.38%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

28.96%

11.80%

+17.16%

Volatility (1Y)

Calculated over the trailing 1-year period

41.46%

15.46%

+26.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.24%

32.06%

+27.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.20%

48.34%

+18.86%

Frequently Asked Questions


LSPD.TO and ^TNX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LSPD.TO and ^TNX

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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