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AAPL.TO vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAPL.TO vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Apple CDR (CAD Hedged) (AAPL.TO) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AAPL.TO is traded in CAD, while AAPL is traded in USD. To make them comparable, the AAPL values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AAPL.TO achieves a 13.62% return, which is significantly lower than AAPL's 15.04% return.


AAPL.TO

1D
0.34%
1M
7.96%
YTD
13.62%
6M
10.60%
1Y
52.21%
3Y*
17.57%
5Y*
10Y*

AAPL

1D
-1.04%
1M
9.38%
YTD
15.04%
6M
11.43%
1Y
56.77%
3Y*
21.83%
5Y*
23.66%
10Y*
31.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL.TO vs. AAPL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AAPL.TO
Apple CDR (CAD Hedged)
13.62%6.36%29.57%46.85%-27.69%19.43%
AAPL
Apple Inc
15.04%4.05%41.93%45.73%-21.16%20.38%

Correlation

The correlation between AAPL.TO and AAPL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.91

The correlation between AAPL.TO and AAPL has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Fundamentals

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Return for Risk

AAPL.TO vs. AAPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL.TO
AAPL.TO Risk / Return Rank: 8787
Overall Rank
AAPL.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL.TO Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL.TO Martin Ratio Rank: 8585
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 8989
Overall Rank
AAPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
AAPL Omega Ratio Rank: 9090
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8787
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8787
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.

AAPL.TO vs. AAPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple CDR (CAD Hedged) (AAPL.TO) and Apple Inc (AAPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AAPL.TOAAPLDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.39

1.46

-0.06

Calmar ratioReturn relative to maximum drawdown

3.53

3.80

-0.27

Martin ratioReturn relative to average drawdown

8.79

8.99

-0.20

AAPL.TO vs. AAPL - Sharpe Ratio Comparison

The current AAPL.TO Sharpe Ratio is 2.18, which is comparable to the AAPL Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of AAPL.TO and AAPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAPL.TOAAPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.54

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.14

-0.59

Drawdowns

AAPL.TO vs. AAPL - Drawdown Comparison

The maximum AAPL.TO drawdown since its inception was -33.28%, smaller than the maximum AAPL drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for AAPL.TO and AAPL.


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Drawdown Indicators


AAPL.TOAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-40.80%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-15.00%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

-34.02%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.10%

Current Drawdown

Current decline from peak

-1.28%

-1.80%

+0.52%

Average Drawdown

Average peak-to-trough decline

-9.59%

-8.85%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

6.33%

-0.60%

Volatility

AAPL.TO vs. AAPL - Volatility Comparison

Apple CDR (CAD Hedged) (AAPL.TO) has a higher volatility of 5.40% compared to Apple Inc (AAPL) at 5.01%. This indicates that AAPL.TO's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPL.TOAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

5.01%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

16.28%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

22.49%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.98%

26.36%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.98%

27.80%

+0.18%

Dividends

AAPL.TO vs. AAPL - Dividend Comparison

AAPL.TO's dividend yield for the trailing twelve months is around 0.34%, which matches AAPL's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.34%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
AAPL.TO
Apple CDR (CAD Hedged)
0.34%0.38%0.85%0.49%0.70%0.12%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AAPL.TO vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Apple CDR (CAD Hedged) and Apple Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


80.00B90.00B100.00B110.00B120.00B130.00B140.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
111.18B
(AAPL.TO) Total Revenue
(AAPL) Total Revenue
Please note, different currencies. AAPL.TO values in CAD, AAPL values in USD

Frequently Asked Questions


With a correlation of 0.92, AAPL.TO and AAPL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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