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Performance
CAD=X Performance Chart
USD/CAD (CAD=X) is up 3.4% since the beginning of the year. CAD=X is currently trading at CA$1 per share. Investors who bought CA$1,000 worth of CAD=X shares 5 years ago would now be looking at an investment worth CA$1,151.
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Returns By Period
USD/CAD (CAD=X) has returned 3.43% so far this year and 3.43% over the past 12 months. Over the last ten years, CAD=X has returned 0.99% per year, falling short of the S&P 500 Index benchmark, which averaged 15.02% annually.
USD/CAD
- 1D
- -0.07%
- 1M
- 2.82%
- YTD
- 3.43%
- 6M
- 2.71%
- 1Y
- 3.43%
- 3Y*
- 2.52%
- 5Y*
- 2.86%
- 10Y*
- 0.99%
Benchmark (S&P 500 Index)
- 1D
- 0.16%
- 1M
- 2.88%
- YTD
- 12.99%
- 6M
- 11.67%
- 1Y
- 29.60%
- 3Y*
- 22.83%
- 5Y*
- 15.20%
- 10Y*
- 15.02%
CAD=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 17, 2003, CAD=X's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.
Historically, 50% of months were positive and 50% were negative. The best month was Oct 2008 with a return of +13.4%, while the worst month was May 2009 at -8.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, CAD=X closed higher 50% of trading days. The best single day was Oct 22, 2008 with a return of +3.7%, while the worst single day was Oct 29, 2008 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.48% | 1.36% | 1.85% | -1.85% | 0.82% | 2.77% | 3.43% | ||||||
| 2025 | 1.00% | -0.34% | -0.93% | -3.37% | -0.15% | -0.90% | 1.05% | -0.55% | 1.21% | 0.47% | 0.32% | -2.36% | -4.57% |
| 2024 | 1.30% | 1.31% | -0.31% | 0.97% | 0.12% | 0.12% | 1.10% | -2.60% | 0.15% | 2.96% | 0.71% | 2.45% | 8.47% |
| 2023 | -1.24% | 1.42% | -0.38% | 0.58% | 0.00% | -2.57% | 0.01% | 2.15% | -0.33% | 2.50% | -1.72% | -2.65% | -2.38% |
| 2022 | 0.12% | -0.03% | -2.14% | 2.58% | -1.17% | 1.80% | -0.59% | 2.21% | 4.47% | -0.49% | -0.18% | -0.23% | 6.34% |
| 2021 | 0.63% | -1.72% | 0.09% | -2.73% | -1.62% | 2.64% | 0.43% | 1.28% | 1.15% | -3.20% | 3.17% | 0.05% | -0.05% |
Benchmark Metrics
USD/CAD has an annualized alpha of -0.41%, beta of 0.10, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 17, 2003.
- This currency participated in 10.73% of S&P 500 Index downside but only 5.88% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 may look defensive, but with R2 of 0.05 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R2 of 0.05 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.41%
- Beta
- 0.10
- R²
- 0.05
- Upside Capture
- 5.88%
- Downside Capture
- 10.73%
Return for Risk
Risk / Return Rank
CAD=X ranks 76 for risk / return — better than 76% of currencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/CAD (CAD=X) and compare them to S&P 500 Index.
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.
| CAD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 3.24 | -2.55 |
| Martin ratioReturn relative to average drawdown | 1.52 | 12.03 | -10.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the USD/CAD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the USD/CAD was 34.18%, occurring on Nov 6, 2007. Recovery took 2123 trading sessions.
The current USD/CAD drawdown is 3.75%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -34.18%Nov 2007 | 3y 5mo | 8y 2mo | 11y 7moMay 2004 - Jan 2016 |
2021 correction2021 | -17.42%Jun 2021 | 5y 4mo | 3y 8mo | 9y 18dJan 2016 - Feb 2025 |
2026 pullback2026 | -8.32%Jan 2026 | 12mo | — | 1y 4moFeb 2025 - now |
2004 pullback2004 | -7.00%Jan 2004 | 3mo 27d | 3mo 16d | 7mo 13dSep 2003 - Apr 2004 |
2004 pullback2004 | -0.42%May 2004 | 0s | 3d | 3dMay 2004 - May 2004 |
Drawdown Indicators
| CAD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.18% | -48.87% | +14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | -9.17% | +4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -8.32% | -19.59% | +11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -23.14% | +14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -27.97% | +11.00% |
Current DrawdownCurrent decline from peak | -3.75% | 0.00% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -9.65% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.47% | -0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with CAD=X
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