Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- CA$0.00
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CAD=X Performance Chart
USD/CAD (CAD=X) is up 2.4% 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$1,124.
Loading charts...
Compare this symbol against anything
Returns By Period
USD/CAD (CAD=X) has returned 2.35% so far this year and 1.15% over the past 12 months. Over the last ten years, CAD=X has returned 0.67% per year, falling short of the S&P 500 Index benchmark, which averaged 14.00% annually.
USD/CAD
- 1D
- 0.04%
- 1M
- -1.41%
- 6M
- 3.89%
- YTD
- 2.35%
- 1Y
- 1.15%
- 3Y*
- 1.85%
- 5Y*
- 2.37%
- 10Y*
- 0.67%
- ALL TIME*
- 0.11%
Benchmark (S&P 500 Index)
- 1D
- 0.52%
- 1M
- -1.36%
- 6M
- 12.09%
- YTD
- 11.94%
- 1Y
- 21.40%
- 3Y*
- 20.23%
- 5Y*
- 13.91%
- 10Y*
- 14.00%
- ALL TIME*
- 9.18%
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% | 3.09% | -1.39% | 0.04% | 2.35% | ||||
| 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 -0.45%, 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 11.77% of S&P 500 Index downside but only 6.20% 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
- -0.45%
- Beta
- 0.10
- R²
- 0.05
- Upside Capture
- 6.20%
- Downside Capture
- 11.77%
Return for Risk
Risk / Return Rank
CAD=X ranks 66 for risk / return — above 66% of currencies peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return 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 | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.16 | -1.90 |
| Martin ratioReturn relative to average drawdown | 0.56 | 7.83 | -7.26 |
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.
Loading charts...
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 4.76%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.18%Nov 2007 | 3y 5mo | 8y 2mo | 11y 7moMay 2004 - Jan 2016 | Financial crisis2007–2009 |
-17.42%Jun 2021 | 5y 4mo | 3y 8mo | 9y 18dJan 2016 - Feb 2025 | — |
-8.32%Jan 2026 | 12mo | — | 1y 5moFeb 2025 - now | — |
-7.00%Jan 2004 | 3mo 27d | 3mo 16d | 7mo 13dSep 2003 - Apr 2004 | — |
-0.42%May 2004 | 1d | 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 | -4.76% | -2.19% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -14.77% | -9.61% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.53% | -0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CAD=X
Add USD/CAD to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CAD=X