VNP.TO vs. BANK.TO
VNP.TO (5N Plus Inc.) is a stock, while BANK.TO (Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund) is Derivative Income fund tracking the Solactive Canadian Core Financials Equal Weight Index. Over the past 3 years, VNP.TO returned 136.13%/yr vs 31.96%/yr for BANK.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
VNP.TO vs. BANK.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VNP.TO achieves a 142.21% return, which is significantly higher than BANK.TO's 17.36% return.
VNP.TO
- 1D
- -4.37%
- 1M
- 21.11%
- YTD
- 142.21%
- 6M
- 122.27%
- 1Y
- 431.85%
- 3Y*
- 136.13%
- 5Y*
- 69.47%
- 10Y*
- 34.90%
BANK.TO
- 1D
- -0.47%
- 1M
- 6.16%
- YTD
- 17.36%
- 6M
- 23.52%
- 1Y
- 55.24%
- 3Y*
- 31.96%
- 5Y*
- —
- 10Y*
- —
VNP.TO vs. BANK.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VNP.TO 5N Plus Inc. | 142.21% | 140.11% | 95.24% | 29.90% | 24.36% |
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 17.36% | 41.00% | 27.90% | 16.23% | -20.47% |
Correlation
The correlation between VNP.TO and BANK.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2022 | 0.34 |
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Return for Risk
VNP.TO vs. BANK.TO — Risk / Return Rank
VNP.TO
BANK.TO
VNP.TO vs. BANK.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 5N Plus Inc. (VNP.TO) and Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund (BANK.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.
| VNP.TO | BANK.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.85 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 22.72 | 6.75 | +15.97 |
| Martin ratioReturn relative to average drawdown | 68.28 | 29.78 | +38.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNP.TO | BANK.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.95 | 4.59 | +3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 1.08 | -0.87 |
Drawdowns
VNP.TO vs. BANK.TO - Drawdown Comparison
The maximum VNP.TO drawdown since its inception was -92.70%, which is greater than BANK.TO's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for VNP.TO and BANK.TO.
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Drawdown Indicators
| VNP.TO | BANK.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -29.03% | -63.67% |
Max Drawdown (1Y)Largest decline over 1 year | -19.17% | -8.23% | -10.94% |
Max Drawdown (3Y)Largest decline over 3 years | -43.71% | -15.49% | -28.22% |
Max Drawdown (5Y)Largest decline over 5 years | -66.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.45% | — | — |
Current DrawdownCurrent decline from peak | -9.93% | -1.16% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -66.93% | -8.81% | -58.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 1.86% | +4.50% |
Volatility
VNP.TO vs. BANK.TO - Volatility Comparison
5N Plus Inc. (VNP.TO) has a higher volatility of 16.49% compared to Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund (BANK.TO) at 4.28%. This indicates that VNP.TO's price experiences larger fluctuations and is considered to be riskier than BANK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNP.TO | BANK.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 4.28% | +12.21% |
Volatility (6M)Calculated over the trailing 6-month period | 41.04% | 10.45% | +30.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.74% | 12.09% | +42.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.89% | 15.65% | +37.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.47% | 15.65% | +34.82% |
Dividends
VNP.TO vs. BANK.TO - Dividend Comparison
VNP.TO has not paid dividends to shareholders, while BANK.TO's dividend yield for the trailing twelve months is around 13.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 13.02% | 13.73% | 15.28% | 13.60% | 10.52% |
VNP.TO 5N Plus Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VNP.TO and BANK.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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