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

Key characteristics


SBC.TOLBS.TO
YTD Return18.63%22.09%
1Y Return48.02%42.24%
3Y Return (Ann)2.96%8.59%
5Y Return (Ann)5.87%14.16%
10Y Return (Ann)3.41%11.53%
Sharpe Ratio3.353.08
Sortino Ratio4.594.23
Omega Ratio1.621.64
Calmar Ratio1.401.90
Martin Ratio17.5221.27
Ulcer Index2.96%2.33%
Daily Std Dev15.30%15.35%
Max Drawdown-82.36%-83.80%
Current Drawdown-6.19%-3.30%

Fundamentals


SBC.TOLBS.TO
Market CapCA$219.54MCA$872.14M
EPSCA$0.86CA$0.52
PE Ratio11.6316.31
PEG Ratio0.000.00
Total Revenue (TTM)CA$19.46MCA$52.33M
Gross Profit (TTM)CA$17.33MCA$47.51M
EBITDA (TTM)CA$32.89MCA$57.39M

Correlation

-0.50.00.51.00.6

The correlation between SBC.TO and LBS.TO is 0.59, 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

SBC.TO vs. LBS.TO - Performance Comparison

In the year-to-date period, SBC.TO achieves a 18.63% return, which is significantly lower than LBS.TO's 22.09% return. Over the past 10 years, SBC.TO has underperformed LBS.TO with an annualized return of 3.41%, while LBS.TO has yielded a comparatively higher 11.53% annualized 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%JuneJulyAugustSeptemberOctoberNovember
14.63%
16.34%
SBC.TO
LBS.TO

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Banc Corp. (SBC.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.


SBC.TO
Sharpe ratio
The chart of Sharpe ratio for SBC.TO, currently valued at 2.87, compared to the broader market-4.00-2.000.002.002.87
Sortino ratio
The chart of Sortino ratio for SBC.TO, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.003.88
Omega ratio
The chart of Omega ratio for SBC.TO, currently valued at 1.51, compared to the broader market0.501.001.502.001.51
Calmar ratio
The chart of Calmar ratio for SBC.TO, currently valued at 1.18, compared to the broader market0.002.004.006.001.18
Martin ratio
The chart of Martin ratio for SBC.TO, currently valued at 13.68, compared to the broader market-10.000.0010.0020.0030.0013.68
LBS.TO
Sharpe ratio
The chart of Sharpe ratio for LBS.TO, currently valued at 2.64, compared to the broader market-4.00-2.000.002.002.64
Sortino ratio
The chart of Sortino ratio for LBS.TO, currently valued at 3.72, compared to the broader market-4.00-2.000.002.004.003.72
Omega ratio
The chart of Omega ratio for LBS.TO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for LBS.TO, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Martin ratio
The chart of Martin ratio for LBS.TO, currently valued at 17.10, compared to the broader market-10.000.0010.0020.0030.0017.10

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

The current SBC.TO Sharpe Ratio is 3.35, which is comparable to the LBS.TO Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of SBC.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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.87
2.64
SBC.TO
LBS.TO

Dividends

SBC.TO vs. LBS.TO - Dividend Comparison

SBC.TO's dividend yield for the trailing twelve months is around 11.00%, less than LBS.TO's 14.15% yield.


TTM20232022202120202019201820172016201520142013
SBC.TO
Brompton Split Banc Corp.
11.00%12.89%10.45%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LBS.TO
Life & Banc Split Corp.
14.15%15.23%13.89%11.89%5.56%15.06%17.96%12.05%12.35%14.91%12.04%11.86%

Drawdowns

SBC.TO vs. LBS.TO - Drawdown Comparison

The maximum SBC.TO drawdown since its inception was -82.36%, roughly equal to the maximum LBS.TO drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for SBC.TO and LBS.TO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.12%
-3.99%
SBC.TO
LBS.TO

Volatility

SBC.TO vs. LBS.TO - Volatility Comparison

The current volatility for Brompton Split Banc Corp. (SBC.TO) is 3.32%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 4.67%. This indicates that SBC.TO experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
3.32%
4.67%
SBC.TO
LBS.TO

Financials

SBC.TO vs. LBS.TO - Financials Comparison

This section allows you to compare key financial metrics between Brompton Split Banc 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