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AAXJ vs. SOBO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAXJ vs. SOBO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and South Bow Corp (SOBO.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AAXJ achieves a 26.46% return, which is significantly lower than SOBO.TO's 40.47% return.


AAXJ

1D
0.46%
1M
0.61%
YTD
26.46%
6M
29.76%
1Y
48.69%
3Y*
22.11%
5Y*
6.41%
10Y*
10.34%

SOBO.TO

1D
1.07%
1M
2.17%
YTD
40.47%
6M
44.56%
1Y
51.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAXJ vs. SOBO.TO - Yearly Performance Comparison


2026 (YTD)20252024
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
26.46%31.53%-5.46%
SOBO.TO
South Bow Corp
40.47%25.61%15.72%

Correlation

The correlation between AAXJ and SOBO.TO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.03

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Return for Risk

AAXJ vs. SOBO.TO — Risk / Return Rank

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

AAXJ
AAXJ Risk / Return Rank: 7575
Overall Rank
AAXJ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 7878
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 7676
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 7676
Martin Ratio Rank

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
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.

AAXJ vs. SOBO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and South Bow Corp (SOBO.TO). 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.

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.


AAXJSOBO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.41

4.00

-0.59

Martin ratioReturn relative to average drawdown

12.55

11.44

+1.11

AAXJ vs. SOBO.TO - Sharpe Ratio Comparison

The current AAXJ Sharpe Ratio is 2.11, which is comparable to the SOBO.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of AAXJ and SOBO.TO, 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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Drawdowns

AAXJ vs. SOBO.TO - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, which is greater than SOBO.TO's maximum drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for AAXJ and SOBO.TO.


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Drawdown Indicators


AAXJSOBO.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.37%

-27.09%

-22.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-12.68%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

Max Drawdown (5Y)

Largest decline over 5 years

-40.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.52%

Current Drawdown

Current decline from peak

-4.62%

-0.27%

-4.35%

Average Drawdown

Average peak-to-trough decline

-14.01%

-4.27%

-9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

4.44%

-0.73%

Volatility

AAXJ vs. SOBO.TO - Volatility Comparison

iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a higher volatility of 11.46% compared to South Bow Corp (SOBO.TO) at 7.11%. This indicates that AAXJ's price experiences larger fluctuations and is considered to be riskier than SOBO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAXJSOBO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

7.11%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

14.83%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

20.22%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

44.59%

-24.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

44.59%

-24.17%

Dividends

AAXJ vs. SOBO.TO - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.43%, less than SOBO.TO's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.43%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAXJ and SOBO.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AAXJ and SOBO.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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