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

Performance

SPLT.TO vs. PR.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 Lysander-Slater Preferred Share ActivETF (PR.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, SPLT.TO achieves a 3.54% return, which is significantly higher than PR.TO's 3.18% return.


SPLT.TO

1D
0.09%
1M
-0.05%
6M
4.58%
YTD
3.54%
1Y
5.71%
3Y*
9.46%
5Y*
10Y*

PR.TO

1D
-0.29%
1M
0.70%
6M
3.08%
YTD
3.18%
1Y
8.21%
3Y*
14.75%
5Y*
5.34%
10Y*
6.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SPLT.TO
Brompton Split Corp. Preferred Share ETF
3.54%5.75%14.10%5.83%
PR.TO
Lysander-Slater Preferred Share ActivETF
3.18%11.10%24.22%5.57%

Correlation

The correlation between SPLT.TO and PR.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

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

0.10

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Return for Risk

SPLT.TO vs. PR.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: 6868
Overall Rank
SPLT.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 6161
Martin Ratio Rank

PR.TO
PR.TO Risk / Return Rank: 9191
Overall Rank
PR.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PR.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
PR.TO Omega Ratio Rank: 8989
Omega Ratio Rank
PR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
PR.TO Martin Ratio Rank: 9595
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. PR.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 Lysander-Slater Preferred Share ActivETF (PR.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.TOPR.TODifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

3.15

5.72

-2.57

Martin ratioReturn relative to average drawdown

8.32

20.78

-12.47

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

The current SPLT.TO Sharpe Ratio is 1.67, which is comparable to the PR.TO Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SPLT.TO and PR.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

SPLT.TO vs. PR.TO - Drawdown Comparison

The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum PR.TO drawdown of -45.17%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and PR.TO.


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Drawdown Indicators


SPLT.TOPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.36%

-45.17%

+39.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-1.44%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-4.62%

-0.74%

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

-0.40%

-0.29%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.49%

-7.18%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.40%

+0.29%

Volatility

SPLT.TO vs. PR.TO - Volatility Comparison

Brompton Split Corp. Preferred Share ETF (SPLT.TO) has a higher volatility of 0.99% compared to Lysander-Slater Preferred Share ActivETF (PR.TO) at 0.84%. This indicates that SPLT.TO's price experiences larger fluctuations and is considered to be riskier than PR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLT.TOPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.84%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

2.69%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

3.85%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

8.57%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

11.52%

-6.89%

Dividends

SPLT.TO vs. PR.TO - Dividend Comparison

SPLT.TO's dividend yield for the trailing twelve months is around 5.98%, more than PR.TO's 5.01% yield.


PositionTTM20252024202320222021202020192018201720162015
PR.TO
Lysander-Slater Preferred Share ActivETF
5.01%4.85%4.49%4.80%4.71%3.85%4.79%4.69%4.97%6.73%3.68%1.17%
SPLT.TO
Brompton Split Corp. Preferred Share ETF
5.98%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 PR.TO have a correlation of 0.11, 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: Brompton Funds and Lysander.

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