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PWI.TO vs. LBS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PWI.TOLBS.TO
YTD Return69.86%31.88%
1Y Return90.32%40.11%
3Y Return (Ann)9.85%10.85%
Sharpe Ratio4.882.95
Sortino Ratio5.983.73
Omega Ratio1.801.56
Calmar Ratio2.922.44
Martin Ratio38.8717.51
Ulcer Index2.43%2.32%
Daily Std Dev19.36%13.80%
Max Drawdown-46.71%-83.80%
Current Drawdown-2.30%0.00%

Fundamentals


PWI.TOLBS.TO
Market CapCA$32.40MCA$902.75M
EPSCA$2.92CA$0.52
PE Ratio3.3617.42

Correlation

-0.50.00.51.00.4

The correlation between PWI.TO and LBS.TO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PWI.TO vs. LBS.TO - Performance Comparison

In the year-to-date period, PWI.TO achieves a 69.86% return, which is significantly higher than LBS.TO's 31.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.28%
21.23%
PWI.TO
LBS.TO

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PWI.TO vs. LBS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and Life & Banc Split Corp. (LBS.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.


PWI.TO
Sharpe ratio
The chart of Sharpe ratio for PWI.TO, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.004.40
Sortino ratio
The chart of Sortino ratio for PWI.TO, currently valued at 5.39, compared to the broader market-4.00-2.000.002.004.006.005.39
Omega ratio
The chart of Omega ratio for PWI.TO, currently valued at 1.72, compared to the broader market0.501.001.502.001.72
Calmar ratio
The chart of Calmar ratio for PWI.TO, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Martin ratio
The chart of Martin ratio for PWI.TO, currently valued at 32.38, compared to the broader market0.0010.0020.0030.0032.38
LBS.TO
Sharpe ratio
The chart of Sharpe ratio for LBS.TO, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.39
Sortino ratio
The chart of Sortino ratio for LBS.TO, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for LBS.TO, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for LBS.TO, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Martin ratio
The chart of Martin ratio for LBS.TO, currently valued at 13.29, compared to the broader market0.0010.0020.0030.0013.29

PWI.TO vs. LBS.TO - Sharpe Ratio Comparison

The current PWI.TO Sharpe Ratio is 4.88, which is higher than the LBS.TO Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of PWI.TO and LBS.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.40
2.39
PWI.TO
LBS.TO

Dividends

PWI.TO vs. LBS.TO - Dividend Comparison

PWI.TO's dividend yield for the trailing twelve months is around 6.81%, less than LBS.TO's 13.10% yield.


TTM20232022202120202019201820172016201520142013
PWI.TO
Sustainable Power & Infrastructure Split Corp.
6.81%11.85%10.60%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LBS.TO
Life & Banc Split Corp.
13.10%15.23%13.89%11.89%5.56%15.06%17.96%12.05%12.35%14.91%12.04%11.86%

Drawdowns

PWI.TO vs. LBS.TO - Drawdown Comparison

The maximum PWI.TO drawdown since its inception was -46.71%, smaller than the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for PWI.TO and LBS.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.09%
-0.42%
PWI.TO
LBS.TO

Volatility

PWI.TO vs. LBS.TO - Volatility Comparison

Sustainable Power & Infrastructure Split Corp. (PWI.TO) has a higher volatility of 7.71% compared to Life & Banc Split Corp. (LBS.TO) at 5.47%. This indicates that PWI.TO's price experiences larger fluctuations and is considered to be riskier than LBS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.71%
5.47%
PWI.TO
LBS.TO

Financials

PWI.TO vs. LBS.TO - Financials Comparison

This section allows you to compare key financial metrics between Sustainable Power & Infrastructure Split Corp. and Life & Banc Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in CAD except per share items