PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CAD/USD (CADUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CADUSD=X vs. USD=X CADUSD=X vs. SPY CADUSD=X vs. XUS.TO CADUSD=X vs. VFV.TO
Popular comparisons:
CADUSD=X vs. USD=X CADUSD=X vs. SPY CADUSD=X vs. XUS.TO CADUSD=X vs. VFV.TO

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.03%
6.72%
CADUSD=X (CAD/USD)
Benchmark (^GSPC)

Returns By Period

CAD/USD had a return of 1.11% year-to-date (YTD) and -5.23% in the last 12 months. Over the past 10 years, CAD/USD had an annualized return of -1.23%, while the S&P 500 had an annualized return of 11.04%, indicating that CAD/USD did not perform as well as the benchmark.


CADUSD=X

YTD

1.11%

1M

1.06%

6M

-5.04%

1Y

-5.23%

5Y*

-1.34%

10Y*

-1.23%

^GSPC (Benchmark)

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.99%1.11%
2024-1.39%-1.06%0.26%-1.71%1.10%-0.34%-0.97%2.33%-0.23%-2.93%-0.49%-2.65%-7.90%
20231.84%-2.50%0.97%-0.27%-0.16%2.54%0.37%-2.36%-0.50%-2.14%2.32%2.36%2.29%
2022-0.56%0.24%1.41%-2.79%1.68%-1.76%0.62%-2.57%-5.04%1.49%1.61%-1.05%-6.75%
2021-0.34%0.29%1.44%2.19%1.88%-2.68%-0.61%-1.13%-0.50%2.35%-3.05%1.12%0.78%
2020-1.88%-1.22%-4.72%0.83%1.27%1.43%1.19%2.83%-2.04%-0.01%2.44%2.11%1.97%
20193.94%-0.37%-1.33%-0.29%-0.95%3.22%-0.75%-0.91%0.53%0.61%-0.87%2.24%5.02%
20182.14%-4.03%-0.47%0.39%-0.89%-1.32%0.96%-0.23%1.03%-1.90%-1.07%-2.50%-7.76%
20173.09%-2.03%-0.12%-2.46%1.12%4.14%3.89%-0.02%0.10%-3.23%-0.08%2.51%6.78%
2016-0.94%3.20%4.10%3.60%-4.12%1.31%-0.87%-0.52%-0.18%-2.10%-0.19%0.03%3.04%
2015-8.73%1.78%-1.41%5.06%-2.98%-0.36%-4.55%-0.39%-1.31%1.81%-2.13%-3.46%-16.05%
2014-4.57%0.57%0.14%0.81%1.10%1.62%-2.17%0.25%-2.85%-0.60%-1.30%-1.77%-8.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CADUSD=X is 13, meaning it’s performing worse than 87% of other currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CADUSD=X is 1313
Overall Rank
The Sharpe Ratio Rank of CADUSD=X is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of CADUSD=X is 99
Sortino Ratio Rank
The Omega Ratio Rank of CADUSD=X is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CADUSD=X is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CADUSD=X is 1313
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 CAD/USD (CADUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CADUSD=X, currently valued at -0.74, compared to the broader market0.002.004.006.008.00-0.741.62
The chart of Sortino ratio for CADUSD=X, currently valued at -1.08, compared to the broader market0.0010.0020.0030.00-1.082.20
The chart of Omega ratio for CADUSD=X, currently valued at 0.87, compared to the broader market2.004.006.008.000.871.30
The chart of Calmar ratio for CADUSD=X, currently valued at -0.10, compared to the broader market0.0020.0040.0060.00-0.102.46
The chart of Martin ratio for CADUSD=X, currently valued at -1.03, compared to the broader market0.00100.00200.00300.00400.00500.00-1.0310.01
CADUSD=X
^GSPC

The current CAD/USD Sharpe ratio is -0.74. 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 CAD/USD 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 Ratio-2.00-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.74
1.62
CADUSD=X (CAD/USD)
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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.22%
-2.13%
CADUSD=X (CAD/USD)
Benchmark (^GSPC)

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 37.49%, occurring on Feb 2, 2025. The portfolio has not yet recovered.

The current CAD/USD drawdown is 35.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.49%Nov 7, 20074545Feb 2, 2025
-30.65%Nov 4, 19912657Jan 18, 20021114Apr 28, 20063771
-7.31%May 31, 2006178Feb 2, 200772May 15, 2007250
-4.32%Jan 12, 199024Feb 14, 1990109Jul 17, 1990133
-4.02%Aug 27, 199041Oct 22, 1990257Oct 17, 1991298

Volatility

Volatility Chart

The current CAD/USD volatility is 3.01%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.01%
3.43%
CADUSD=X (CAD/USD)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab