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TD.TO vs. LB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TD.TO vs. LB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in The Toronto-Dominion Bank (TD.TO) and Laurentian Bank of Canada (LB.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, TD.TO achieves a 33.00% return, which is significantly higher than LB.TO's 2.85% return. Over the past 10 years, TD.TO has outperformed LB.TO with an annualized return of 16.58%, while LB.TO has yielded a comparatively lower 3.41% annualized return.


TD.TO

1D
-0.32%
1M
8.13%
YTD
33.00%
6M
33.21%
1Y
78.02%
3Y*
35.49%
5Y*
19.10%
10Y*
16.58%

LB.TO

1D
0.05%
1M
0.30%
YTD
2.85%
6M
2.85%
1Y
38.70%
3Y*
15.10%
5Y*
3.64%
10Y*
3.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TD.TO vs. LB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TD.TO
The Toronto-Dominion Bank
33.00%77.06%-6.05%2.34%-6.01%40.15%3.72%11.66%-4.57%15.15%
LB.TO
Laurentian Bank of Canada
2.85%48.25%11.32%-9.82%-15.45%33.93%-25.22%23.86%-28.54%2.23%

Correlation

The correlation between TD.TO and LB.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2006

0.47

Over the past year, the correlation between TD.TO and LB.TO has dropped to 0.16 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

TD.TO:

CA$281.95B

LB.TO:

CA$1.81B

EPS

TD.TO:

CA$8.81

LB.TO:

CA$0.63

PE Ratio

TD.TO:

19.22

LB.TO:

64.78

PEG Ratio

TD.TO:

0.69

LB.TO:

0.94

PS Ratio

TD.TO:

2.55

LB.TO:

0.88

PB Ratio

TD.TO:

2.50

LB.TO:

0.72

Total Revenue (TTM)

TD.TO:

CA$112.59B

LB.TO:

CA$2.05B

Gross Profit (TTM)

TD.TO:

CA$59.48B

LB.TO:

CA$667.17M

EBITDA (TTM)

TD.TO:

CA$19.98B

LB.TO:

CA$47.57M

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Return for Risk

TD.TO vs. LB.TO — Risk / Return Rank

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

TD.TO
TD.TO Risk / Return Rank: 9999
Overall Rank
TD.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TD.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
TD.TO Omega Ratio Rank: 9999
Omega Ratio Rank
TD.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD.TO Martin Ratio Rank: 9999
Martin Ratio Rank

LB.TO
LB.TO Risk / Return Rank: 9696
Overall Rank
LB.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
LB.TO Omega Ratio Rank: 9999
Omega Ratio Rank
LB.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
LB.TO Martin Ratio Rank: 9898
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.

TD.TO vs. LB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD.TO) and Laurentian Bank of Canada (LB.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.


TD.TOLB.TODifference
Sharpe ratioReturn per unit of total volatility

+3.32

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.90

1.89

+0.01

Calmar ratioReturn relative to maximum drawdown

11.74

10.04

+1.70

Martin ratioReturn relative to average drawdown

49.33

33.69

+15.64

TD.TO vs. LB.TO - Sharpe Ratio Comparison

The current TD.TO Sharpe Ratio is 5.17, which is higher than the LB.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TD.TO and LB.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

TD.TO vs. LB.TO - Drawdown Comparison

The maximum TD.TO drawdown since its inception was -52.42%, which is greater than LB.TO's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for TD.TO and LB.TO.


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Drawdown Indicators


TD.TOLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.42%

-49.49%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-3.87%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

-41.38%

+26.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-41.38%

+15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

-49.49%

+13.69%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-7.29%

-15.23%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.15%

+0.44%

Volatility

TD.TO vs. LB.TO - Volatility Comparison

The Toronto-Dominion Bank (TD.TO) has a higher volatility of 4.58% compared to Laurentian Bank of Canada (LB.TO) at 0.80%. This indicates that TD.TO's price experiences larger fluctuations and is considered to be riskier than LB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TD.TOLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

0.80%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

1.94%

+9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

21.12%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

26.40%

-9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

26.01%

-6.73%

Dividends

TD.TO vs. LB.TO - Dividend Comparison

TD.TO's dividend yield for the trailing twelve months is around 2.52%, less than LB.TO's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
LB.TO
Laurentian Bank of Canada
4.64%4.67%6.49%5.02%5.57%4.08%5.99%5.94%6.72%4.39%4.14%4.64%
TD.TO
The Toronto-Dominion Bank
2.52%3.25%5.33%4.48%4.06%3.26%4.32%3.97%3.85%3.19%3.26%3.69%

Financials

TD.TO vs. LB.TO - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Laurentian Bank of Canada. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
27.03B
453.55M
(TD.TO) Total Revenue
(LB.TO) Total Revenue
Values in CAD except per share items

TD.TO vs. LB.TO - Profitability Comparison

The chart below illustrates the profitability comparison between The Toronto-Dominion Bank and Laurentian Bank of Canada over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
55.2%
25.2%
Portfolio components
TD.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.91B and revenue of 27.03B. Therefore, the gross margin over that period was 55.2%.

LB.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Laurentian Bank of Canada reported a gross profit of 114.22M and revenue of 453.55M. Therefore, the gross margin over that period was 25.2%.

TD.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.03B and revenue of 27.03B, resulting in an operating margin of 18.6%.

LB.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Laurentian Bank of Canada reported an operating income of -32.71M and revenue of 453.55M, resulting in an operating margin of -7.2%.

TD.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.03B, resulting in a net margin of 15.7%.

LB.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Laurentian Bank of Canada reported a net income of -20.59M and revenue of 453.55M, resulting in a net margin of -4.5%.


Frequently Asked Questions


TD.TO and LB.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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