PortfoliosLab logoPortfoliosLab logo
SOBO.TO vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOBO.TO vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in South Bow Corp (SOBO.TO) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SOBO.TO achieves a 43.31% return, which is significantly higher than EMLC's 3.46% return.


SOBO.TO

1D
1.25%
1M
4.02%
YTD
43.31%
6M
46.62%
1Y
55.36%
3Y*
5Y*
10Y*

EMLC

1D
0.46%
1M
2.71%
YTD
3.46%
6M
3.96%
1Y
12.24%
3Y*
8.23%
5Y*
4.33%
10Y*
3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOBO.TO vs. EMLC - Yearly Performance Comparison


2026 (YTD)20252024
SOBO.TO
South Bow Corp
43.31%19.87%23.73%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
3.46%13.39%-1.57%

Correlation

The correlation between SOBO.TO and EMLC is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOBO.TO vs. EMLC — Risk / Return Rank

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

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

SOBO.TO vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for South Bow Corp (SOBO.TO) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


SOBO.TOEMLCDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.44

1.25

+0.19

Calmar ratioReturn relative to maximum drawdown

4.48

2.02

+2.45

Martin ratioReturn relative to average drawdown

11.83

6.35

+5.48

SOBO.TO vs. EMLC - Sharpe Ratio Comparison

The current SOBO.TO Sharpe Ratio is 2.72, which is higher than the EMLC Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of SOBO.TO and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SOBO.TO vs. EMLC - Drawdown Comparison

The maximum SOBO.TO drawdown since its inception was -26.40%, which is greater than EMLC's maximum drawdown of -23.97%. Use the drawdown chart below to compare losses from any high point for SOBO.TO and EMLC.


Loading charts...

Drawdown Indicators


SOBO.TOEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-26.40%

-23.97%

-2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-5.57%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.77%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

1.77%

+2.83%

Volatility

SOBO.TO vs. EMLC - Volatility Comparison

South Bow Corp (SOBO.TO) has a higher volatility of 7.30% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.60%. This indicates that SOBO.TO's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOBO.TOEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

2.60%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

6.76%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

8.21%

+11.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.55%

11.04%

+33.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.55%

11.77%

+32.78%

Dividends

SOBO.TO vs. EMLC - Dividend Comparison

SOBO.TO's dividend yield for the trailing twelve months is around 5.18%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SOBO.TO and EMLC have a correlation of -0.10, 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 SOBO.TO and EMLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer