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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 Treasury Yield 10 Years (^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 -22.04% return, which is significantly lower than ^TNX's 9.25% return.


LSPD.TO

1D
-3.51%
1M
-0.69%
YTD
-22.04%
6M
-18.45%
1Y
-14.67%
3Y*
-13.76%
5Y*
-31.68%
10Y*

^TNX

1D
1.22%
1M
3.03%
YTD
9.25%
6M
10.27%
1Y
1.99%
3Y*
8.00%
5Y*
27.08%
10Y*
10.97%
*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.
-22.04%-24.45%-21.21%43.77%-62.12%-43.14%149.07%90.85%
^TNX
Treasury Yield 10 Years
9.25%-13.14%28.45%-2.53%174.83%63.40%-53.02%-29.30%

Correlation

The correlation between LSPD.TO and ^TNX is -0.17, 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

-0.17

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

-0.12

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2019

-0.04

The correlation between LSPD.TO and ^TNX shifts across timeframes, from -0.17 (1 year) to -0.04 (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: 2626
Overall Rank
LSPD.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LSPD.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
LSPD.TO Omega Ratio Rank: 2525
Omega Ratio Rank
LSPD.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
LSPD.TO Martin Ratio Rank: 2828
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1212
Overall Rank
^TNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1111
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1111
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1212
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 Treasury Yield 10 Years (^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.


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

-0.47

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

0.97

1.03

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.38

0.16

-0.54

Martin ratioReturn relative to average drawdown

-0.67

0.32

-0.99

LSPD.TO vs. ^TNX - Sharpe Ratio Comparison

The current LSPD.TO Sharpe Ratio is -0.35, which is lower than the ^TNX Sharpe Ratio of 0.12. 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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Sharpe Ratios by Period


LSPD.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

0.12

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.82

-1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.05

-0.13

Drawdowns

LSPD.TO vs. ^TNX - Drawdown Comparison

The maximum LSPD.TO drawdown since its inception was -92.97%, which is greater than ^TNX's maximum drawdown of -83.97%. 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%

-83.97%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-39.25%

-12.47%

-26.78%

Max Drawdown (3Y)

Largest decline over 3 years

-59.90%

-28.10%

-31.80%

Max Drawdown (5Y)

Largest decline over 5 years

-92.97%

-28.10%

-64.87%

Max Drawdown (10Y)

Largest decline over 10 years

-83.93%

Current Drawdown

Current decline from peak

-91.88%

-9.63%

-82.25%

Average Drawdown

Average peak-to-trough decline

-60.87%

-32.52%

-28.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.86%

6.24%

+15.62%

Volatility

LSPD.TO vs. ^TNX - Volatility Comparison

Lightspeed Commerce Inc. (LSPD.TO) has a higher volatility of 14.91% compared to Treasury Yield 10 Years (^TNX) at 5.28%. 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

14.91%

5.28%

+9.63%

Volatility (6M)

Calculated over the trailing 6-month period

28.25%

11.60%

+16.65%

Volatility (1Y)

Calculated over the trailing 1-year period

42.02%

17.01%

+25.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.38%

33.42%

+25.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.63%

48.26%

+19.37%

Frequently Asked Questions


LSPD.TO and ^TNX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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