PortfoliosLab logoPortfoliosLab logo
SPLT.TO vs. LBS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLT.TO vs. LBS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Corp. Preferred Share ETF (SPLT.TO) and Life & Banc Split Corp. (LBS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPLT.TO achieves a 3.86% return, which is significantly lower than LBS.TO's 73.43% return.


SPLT.TO

1D
0.18%
1M
1.50%
YTD
3.86%
6M
4.20%
1Y
6.77%
3Y*
10.02%
5Y*
10Y*

LBS.TO

1D
0.67%
1M
19.27%
YTD
73.43%
6M
73.59%
1Y
139.10%
3Y*
54.29%
5Y*
34.02%
10Y*
27.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLT.TO vs. LBS.TO - Yearly Performance Comparison


2026 (YTD)202520242023
SPLT.TO
Brompton Split Corp. Preferred Share ETF
3.86%5.75%14.10%5.83%
LBS.TO
Life & Banc Split Corp.
73.43%52.86%35.81%2.28%

Correlation

The correlation between SPLT.TO and LBS.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 (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.21

The correlation between SPLT.TO and LBS.TO shifts across timeframes, from 0.04 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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

SPLT.TO vs. LBS.TO — Risk / Return Rank

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

SPLT.TO
SPLT.TO Risk / Return Rank: 7070
Overall Rank
SPLT.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 7474
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 6060
Martin Ratio Rank

LBS.TO
LBS.TO Risk / Return Rank: 9696
Overall Rank
LBS.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LBS.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
LBS.TO Omega Ratio Rank: 9898
Omega Ratio Rank
LBS.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
LBS.TO Martin Ratio Rank: 9797
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.

SPLT.TO vs. LBS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Preferred Share ETF (SPLT.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.

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.


SPLT.TOLBS.TODifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.41

1.85

-0.45

Calmar ratioReturn relative to maximum drawdown

3.74

5.49

-1.75

Martin ratioReturn relative to average drawdown

10.07

23.32

-13.25

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

The current SPLT.TO Sharpe Ratio is 2.03, which is lower than the LBS.TO Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of SPLT.TO and LBS.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.


Loading charts...

Drawdowns

SPLT.TO vs. LBS.TO - Drawdown Comparison

The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum LBS.TO drawdown of -83.45%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and LBS.TO.


Loading charts...

Drawdown Indicators


SPLT.TOLBS.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.36%

-83.45%

+78.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-25.48%

+23.66%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-34.49%

+29.13%

Max Drawdown (5Y)

Largest decline over 5 years

-37.45%

Max Drawdown (10Y)

Largest decline over 10 years

-63.26%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.49%

-12.62%

+12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

5.99%

-5.32%

Volatility

SPLT.TO vs. LBS.TO - Volatility Comparison

The current volatility for Brompton Split Corp. Preferred Share ETF (SPLT.TO) is 0.61%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 6.30%. This indicates that SPLT.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.


Loading charts...

Volatility by Period


SPLT.TOLBS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

6.30%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

36.54%

-34.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

39.43%

-36.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

28.93%

-24.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

38.61%

-33.96%

Dividends

SPLT.TO vs. LBS.TO - Dividend Comparison

SPLT.TO's dividend yield for the trailing twelve months is around 5.94%, less than LBS.TO's 7.11% yield.


PositionTTM20252024202320222021202020192018201720162015
LBS.TO
Life & Banc Split Corp.
7.11%11.53%15.29%17.52%15.98%13.68%6.39%17.32%20.65%13.86%14.20%17.14%
SPLT.TO
Brompton Split Corp. Preferred Share ETF
5.94%6.01%5.99%3.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPLT.TO and LBS.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.

Portfolio Optimizer

Find the right allocation for SPLT.TO and LBS.TO

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