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Performance

CADUSD=X Performance Chart

CAD/USD (CADUSD=X) is down 3.6% since the beginning of the year. CADUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of CADUSD=X shares 5 years ago would now be looking at an investment worth $867.


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S&P 500 Index

Returns By Period

CAD/USD (CADUSD=X) has returned -3.64% so far this year and -3.32% over the past 12 months. Over the last ten years, CADUSD=X has returned -1.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


CAD/USD

1D
-0.37%
1M
-3.06%
YTD
-3.64%
6M
-3.26%
1Y
-3.32%
3Y*
-2.56%
5Y*
-2.81%
10Y*
-1.02%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CADUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Sep 17, 2003, CADUSD=X's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.

Historically, 50% of months were positive and 50% were negative. The best month was May 2009 with a return of +9.4%, while the worst month was Oct 2008 at -11.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CADUSD=X closed higher 50% of trading days. The best single day was Oct 29, 2008 with a return of +3.8%, while the worst single day was Oct 22, 2008 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.50%-1.34%-1.81%1.88%-0.81%-3.02%-3.64%
2025-0.99%0.34%0.94%3.49%0.15%0.91%-1.04%0.55%-1.20%-0.46%-0.32%2.42%4.78%
2024-1.28%-1.29%0.31%-0.96%-0.12%-0.12%-1.09%2.67%-0.15%-2.87%-0.71%-2.39%-7.81%
20231.26%-1.40%0.39%-0.57%0.00%2.64%-0.01%-2.10%0.33%-2.44%1.75%2.73%2.44%
2022-0.12%0.03%2.19%-2.52%1.18%-1.77%0.60%-2.16%-4.28%0.49%0.18%0.23%-5.96%
2021-0.63%1.75%-0.09%2.81%1.64%-2.57%-0.43%-1.27%-1.14%3.30%-3.08%-0.05%0.05%

Benchmark Metrics

CAD/USD has an annualized alpha of -1.02%, 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 43.85% of S&P 500 Index downside but only 20.24% 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
-1.02%
Beta
0.10
0.05
Upside Capture
20.24%
Downside Capture
43.85%

Return for Risk

Risk / Return Rank

CADUSD=X ranks 13 for risk / return — in the bottom 13% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CADUSD=X Risk / Return Rank: 1313
Overall Rank
CADUSD=X Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CADUSD=X Sortino Ratio Rank: 1717
Sortino Ratio Rank
CADUSD=X Omega Ratio Rank: 1818
Omega Ratio Rank
CADUSD=X Calmar Ratio Rank: 1111
Calmar Ratio Rank
CADUSD=X Martin Ratio Rank: 11
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CAD/USD (CADUSD=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.


CADUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.54

Omega ratioGain probability vs. loss probability

0.88

1.32

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.65

2.46

-3.11

Martin ratioReturn relative to average drawdown

-1.52

10.92

-12.44

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 CAD/USD. 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 CAD/USD was 37.58%, occurring on Feb 3, 2025. The portfolio has not yet recovered.

The current CAD/USD drawdown is 35.35%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-37.58%Feb 2025
17y 3mo
18y 7moNov 2007 - now
2004 pullback2004
-8.94%May 2004
4mo 4d4mo 15d
8mo 19dJan 2004 - Sep 2004
2005 pullback2005
-7.26%May 2005
5mo 18d4mo 6d
9mo 24dNov 2004 - Sep 2005
2007 pullback2007
-7.22%Feb 2007
7mo 29d3mo 7d
11mo 6dJun 2006 - May 2007
2007 pullback2007
-4.02%Aug 2007
21d28d
1mo 19dJul 2007 - Sep 2007

Drawdown Indicators


CADUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-56.78%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-9.10%

+4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-10.90%

-18.90%

+8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-25.43%

+8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

-33.92%

+15.72%

Current Drawdown

Current decline from peak

-35.35%

-3.21%

-32.14%

Average Drawdown

Average peak-to-trough decline

-19.68%

-10.71%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.04%

+0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CADUSD=X

Add CAD/USD 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 CADUSD=X