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USD/CAD (CAD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in USD/CAD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
17.78%
1,798.02%
CAD=X (USD/CAD)
Benchmark (^GSPC)

Returns By Period

USD/CAD had a return of -3.68% year-to-date (YTD) and 1.44% in the last 12 months. Over the past 10 years, USD/CAD had an annualized return of 1.32%, while the S&P 500 had an annualized return of 10.11%, indicating that USD/CAD did not perform as well as the benchmark.


CAD=X

YTD

-3.68%

1M

-2.89%

6M

-0.27%

1Y

1.44%

5Y*

-0.32%

10Y*

1.32%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of CAD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.00%-0.42%-0.54%-3.71%-3.68%
20241.41%1.07%-0.29%1.77%-1.10%0.31%1.02%-2.28%0.23%3.02%0.50%2.71%8.57%
2023-1.81%2.56%-0.96%0.27%0.16%-2.48%-0.37%2.43%0.51%2.19%-2.25%-2.32%-2.24%
20220.56%-0.24%-1.39%2.86%-1.64%1.79%-0.61%2.63%5.31%-1.48%-1.57%1.05%7.24%
20210.35%-0.30%-1.42%-2.14%-1.85%2.75%0.61%1.15%0.51%-2.29%3.14%-1.11%-0.77%
20201.91%1.23%4.95%-0.83%-1.25%-1.42%-1.19%-2.74%2.10%-0.02%-2.38%-2.06%-1.96%
2019-3.77%0.34%1.35%0.32%0.93%-3.12%0.76%0.92%-0.53%-0.60%0.88%-2.18%-4.77%
2018-2.10%4.20%0.48%-0.42%0.92%1.34%-0.95%0.25%-1.02%1.93%1.07%2.57%8.42%
2017-3.00%2.08%0.09%2.55%-1.11%-3.97%-3.75%0.02%-0.10%3.34%0.09%-2.47%-6.36%
20160.95%-3.10%-3.94%-3.48%4.31%-1.29%0.81%0.58%0.18%2.14%0.19%-0.01%-2.95%
20159.56%-1.76%1.44%-4.82%3.07%0.36%4.77%0.37%1.35%-1.78%2.18%3.58%19.10%
20144.76%-0.57%-0.14%-0.80%-1.09%-1.59%2.21%-0.26%2.94%0.61%1.31%1.80%9.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CAD=X is 57, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CAD=X is 5757
Overall Rank
The Sharpe Ratio Rank of CAD=X is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CAD=X is 5656
Sortino Ratio Rank
The Omega Ratio Rank of CAD=X is 5656
Omega Ratio Rank
The Calmar Ratio Rank of CAD=X is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CAD=X is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/CAD (CAD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for CAD=X, currently valued at 0.27, compared to the broader market-1.000.001.002.00
CAD=X: 0.27
^GSPC: 0.46
The chart of Sortino ratio for CAD=X, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
CAD=X: 0.40
^GSPC: 0.77
The chart of Omega ratio for CAD=X, currently valued at 1.06, compared to the broader market1.001.502.002.50
CAD=X: 1.06
^GSPC: 1.11
The chart of Calmar ratio for CAD=X, currently valued at 0.09, compared to the broader market0.001.002.003.004.00
CAD=X: 0.09
^GSPC: 0.47
The chart of Martin ratio for CAD=X, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.0025.00
CAD=X: 0.69
^GSPC: 1.94

The current USD/CAD Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/CAD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.27
0.56
CAD=X (USD/CAD)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.19%
-13.03%
CAD=X (USD/CAD)
Benchmark (^GSPC)

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 42.91%, occurring on Nov 6, 2007. The portfolio has not yet recovered.

The current USD/CAD drawdown is 14.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.91%Jan 21, 20021512Nov 6, 2007
-9.29%Aug 28, 1998369Jan 27, 2000458Oct 31, 2001827
-7.3%Feb 15, 1990446Nov 1, 1991223Sep 9, 1992669
-6.68%Jan 20, 1995469Nov 7, 1996273Nov 26, 1997742
-3.94%Jan 30, 199829Mar 11, 199865Jun 10, 199894

Volatility

Volatility Chart

The current USD/CAD volatility is 2.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.40%
13.62%
CAD=X (USD/CAD)
Benchmark (^GSPC)