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AI.TO vs. RUD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AI.TO vs. RUD.TO

Last updated Jul 21, 2026
Documentation

AI.TO (Atrium Mortgage Investment Corporation) is a stock, while RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) is Large Cap Blend Equities fund actively managed by RBC. Over the past 10 years, AI.TO returned 8.00%/yr vs 16.58%/yr for RUD.TO. At a 0.23 correlation, their price movements are largely independent.

Performance

AI.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Atrium Mortgage Investment Corporation (AI.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AI.TO achieves a 6.35% return, which is significantly lower than RUD.TO's 12.22% return. Over the past 10 years, AI.TO has underperformed RUD.TO with an annualized return of 8.00%, while RUD.TO has yielded a comparatively higher 16.58% annualized return.

AI.TO

1D
-1.24%
1M
-0.28%
6M
5.35%
YTD
6.35%
1Y
11.21%
3Y*
11.40%
5Y*
4.90%
10Y*
8.00%
ALL TIME*
9.13%

RUD.TO

1D
0.36%
1M
0.54%
6M
9.14%
YTD
12.22%
1Y
20.25%
3Y*
17.82%
5Y*
15.62%
10Y*
16.58%
ALL TIME*
17.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AI.TO vs. RUD.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AI.TO
Atrium Mortgage Investment Corporation		6.35%16.29%13.32%8.64%-16.33%18.33%-5.91%22.84%7.42%11.23%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		12.22%7.35%25.76%23.90%-15.14%54.34%13.61%25.93%6.03%14.39%

Correlation

The correlation between AI.TO and RUD.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2014

0.23

The correlation between AI.TO and RUD.TO shifts across timeframes, from 0.23 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Atrium Mortgage Investment Corporation

RBC Quant U.S. Dividend Leaders ETF (CAD)

Often compared with AI.TO:
AI.TO vs. TF.TOAI.TO vs. MKP.TOAI.TO vs. FC.TOAI.TO vs. FCR-UN.TOAI.TO vs. SRU-UN.TOAI.TO vs. QQQIAI.TO vs. BKCC.TO
Often compared with RUD.TO:
RUD.TO vs. VGG.TORUD.TO vs. ZUQ.TORUD.TO vs. ZGQ.TORUD.TO vs. CEW.TORUD.TO vs. FCUV.TORUD.TO vs. XGRO.TORUD.TO vs. XDIV.TO

Return for Risk

AI.TO vs. RUD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AI.TO
AI.TO Risk / Return Rank: 7676
Overall Rank
AI.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AI.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
AI.TO Omega Ratio Rank: 7171
Omega Ratio Rank
AI.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
AI.TO Martin Ratio Rank: 8181
Martin Ratio Rank
RUD.TO
RUD.TO Risk / Return Rank: 7272
Overall Rank
RUD.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 6969
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 7979
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.

AI.TO vs. RUD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atrium Mortgage Investment Corporation (AI.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.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.

AI.TORUD.TODifference
Sharpe ratioReturn per unit of total volatility
1.06
1.64

-0.58

Sortino ratioReturn per unit of downside risk
1.58
2.27

-0.68

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

2.13

3.06

-0.94

Martin ratioReturn relative to average drawdown

5.44

10.87

-5.43

AI.TO vs. RUD.TO - Sharpe Ratio Comparison

The current AI.TO Sharpe Ratio is 1.06, which is lower than the RUD.TO Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AI.TO and RUD.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

AI.TO vs. RUD.TO - Drawdown Comparison

The maximum AI.TO drawdown since its inception was -53.30%, which is greater than RUD.TO's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for AI.TO and RUD.TO.

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Drawdown Indicators

AI.TORUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-35.99%

-17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-6.65%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-13.99%

-28.31%

+14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-28.31%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-53.30%

-35.99%

-17.31%

Current Drawdown

Current decline from peak

-1.89%

-1.03%

-0.86%

Average Drawdown

Average peak-to-trough decline

-5.69%

-10.03%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.87%

+0.19%

Volatility

AI.TO vs. RUD.TO - Volatility Comparison

Atrium Mortgage Investment Corporation (AI.TO) has a higher volatility of 3.45% compared to RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) at 2.54%. This indicates that AI.TO's price experiences larger fluctuations and is considered to be riskier than RUD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AI.TORUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

2.54%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

9.39%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

12.42%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

34.43%

-17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

44.71%

-24.10%

Dividends

AI.TO vs. RUD.TO - Dividend Comparison

AI.TO's dividend yield for the trailing twelve months is around 7.99%, more than RUD.TO's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
AI.TO
Atrium Mortgage Investment Corporation		7.99%8.89%9.05%10.60%9.83%6.37%6.68%6.10%6.87%7.34%7.90%8.16%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.36%1.38%3.43%5.24%5.51%3.38%5.73%6.77%7.06%6.23%6.07%7.42%

Frequently Asked Questions

AI.TO and RUD.TO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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