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PR.TO vs. PREF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR.TO vs. PREF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lysander-Slater Preferred Share ActivETF (PR.TO) and Quadravest Preferred Split Share ETF (PREF.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, PR.TO achieves a 3.38% return, which is significantly higher than PREF.TO's 3.18% return.


PR.TO

1D
0.00%
1M
1.08%
6M
3.48%
YTD
3.38%
1Y
8.63%
3Y*
14.87%
5Y*
5.44%
10Y*
5.99%

PREF.TO

1D
0.00%
1M
-0.39%
6M
3.96%
YTD
3.18%
1Y
6.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR.TO vs. PREF.TO - Yearly Performance Comparison


2026 (YTD)20252024
PR.TO
Lysander-Slater Preferred Share ActivETF
3.38%11.10%9.76%
PREF.TO
Quadravest Preferred Split Share ETF
3.18%6.77%9.28%

Correlation

The correlation between PR.TO and PREF.TO is 0.04, 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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.03

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Return for Risk

PR.TO vs. PREF.TO — Risk / Return Rank

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

PR.TO
PR.TO Risk / Return Rank: 9292
Overall Rank
PR.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PR.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PR.TO Omega Ratio Rank: 9090
Omega Ratio Rank
PR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
PR.TO Martin Ratio Rank: 9595
Martin Ratio Rank

PREF.TO
PREF.TO Risk / Return Rank: 6464
Overall Rank
PREF.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PREF.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
PREF.TO Omega Ratio Rank: 5959
Omega Ratio Rank
PREF.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
PREF.TO Martin Ratio Rank: 6666
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.

PR.TO vs. PREF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lysander-Slater Preferred Share ActivETF (PR.TO) and Quadravest Preferred Split Share ETF (PREF.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.


PR.TOPREF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.47

1.30

+0.17

Calmar ratioReturn relative to maximum drawdown

6.09

4.02

+2.07

Martin ratioReturn relative to average drawdown

22.15

9.52

+12.62

PR.TO vs. PREF.TO - Sharpe Ratio Comparison

The current PR.TO Sharpe Ratio is 2.29, which is higher than the PREF.TO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PR.TO and PREF.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

PR.TO vs. PREF.TO - Drawdown Comparison

The maximum PR.TO drawdown since its inception was -45.17%, which is greater than PREF.TO's maximum drawdown of -6.24%. Use the drawdown chart below to compare losses from any high point for PR.TO and PREF.TO.


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Drawdown Indicators


PR.TOPREF.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.17%

-6.24%

-38.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-1.50%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-45.17%

Current Drawdown

Current decline from peak

0.00%

-0.58%

+0.58%

Average Drawdown

Average peak-to-trough decline

-7.18%

-0.75%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.63%

-0.23%

Volatility

PR.TO vs. PREF.TO - Volatility Comparison

The current volatility for Lysander-Slater Preferred Share ActivETF (PR.TO) is 0.79%, while Quadravest Preferred Split Share ETF (PREF.TO) has a volatility of 1.23%. This indicates that PR.TO experiences smaller price fluctuations and is considered to be less risky than PREF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR.TOPREF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.23%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.90%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

4.05%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

5.20%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

5.20%

+6.32%

Dividends

PR.TO vs. PREF.TO - Dividend Comparison

PR.TO's dividend yield for the trailing twelve months is around 5.00%, less than PREF.TO's 6.61% yield.


PositionTTM20252024202320222021202020192018201720162015
PR.TO
Lysander-Slater Preferred Share ActivETF
5.00%4.85%4.49%4.80%4.71%3.85%4.79%4.69%4.97%6.73%3.68%1.17%
PREF.TO
Quadravest Preferred Split Share ETF
6.61%6.60%3.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PR.TO and PREF.TO have a correlation of 0.04, 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: Lysander and Quadravest.

Portfolio Optimizer

Find the right allocation for PR.TO and PREF.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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