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ATD.TO vs. DLR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ATD.TO vs. DLR.TO

Last updated Jul 14, 2026
Documentation

ATD.TO (Alimentation Couche-Tard Inc.) is a stock, while DLR.TO (Global X U.S. Dollar Currency ETF) is Currency fund actively managed by Global X. Over the past 10 years, ATD.TO returned 13.23%/yr vs 2.47%/yr for DLR.TO. At a correlation of -0.06, they often move in opposite directions.

Performance

ATD.TO vs. DLR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alimentation Couche-Tard Inc. (ATD.TO) and Global X U.S. Dollar Currency ETF (DLR.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, ATD.TO achieves a 23.05% return, which is significantly higher than DLR.TO's 4.60% return. Over the past 10 years, ATD.TO has outperformed DLR.TO with an annualized return of 13.23%, while DLR.TO has yielded a comparatively lower 2.47% annualized return.

ATD.TO

1D
0.64%
1M
9.10%
6M
22.64%
YTD
23.05%
1Y
35.14%
3Y*
12.22%
5Y*
15.26%
10Y*
13.23%

DLR.TO

1D
0.07%
1M
1.45%
6M
3.41%
YTD
4.60%
1Y
6.59%
3Y*
5.96%
5Y*
5.33%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATD.TO vs. DLR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ATD.TO
Alimentation Couche-Tard Inc.		23.05%-4.91%3.11%32.26%13.21%22.84%5.88%23.08%4.21%7.08%
DLR.TO
Global X U.S. Dollar Currency ETF		4.60%-1.34%12.85%1.81%8.33%-0.93%-2.21%-3.68%9.77%-6.51%

Correlation

The correlation between ATD.TO and DLR.TO is -0.04, 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

-0.04

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

-0.10

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

-0.14

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2011

-0.06

The correlation between ATD.TO and DLR.TO shifts across timeframes, from -0.14 (5 years) to -0.04 (1 year), reflecting how their relationship changes across market environments.

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Alimentation Couche-Tard Inc.

Global X U.S. Dollar Currency ETF

Often compared with ATD.TO:
ATD.TO vs. DOL.TOATD.TO vs. CNR.TOATD.TO vs. MRU.TOATD.TO vs. L.TOATD.TO vs. TOU.TOATD.TO vs. BIP-UN.TOATD.TO vs. CTC.TO
Often compared with DLR.TO:
DLR.TO vs. HXT.TODLR.TO vs. CASH.TODLR.TO vs. CBIL.TODLR.TO vs. HXS.TODLR.TO vs. CHPS.TODLR.TO vs. HBNK.TODLR.TO vs. QQCL.TO

Return for Risk

ATD.TO vs. DLR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ATD.TO
ATD.TO Risk / Return Rank: 8383
Overall Rank
ATD.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ATD.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
ATD.TO Omega Ratio Rank: 7979
Omega Ratio Rank
ATD.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ATD.TO Martin Ratio Rank: 8383
Martin Ratio Rank
DLR.TO
DLR.TO Risk / Return Rank: 5151
Overall Rank
DLR.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DLR.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
DLR.TO Omega Ratio Rank: 6060
Omega Ratio Rank
DLR.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DLR.TO Martin Ratio Rank: 3636
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.

ATD.TO vs. DLR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alimentation Couche-Tard Inc. (ATD.TO) and Global X U.S. Dollar Currency ETF (DLR.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.

ATD.TODLR.TODifference
Sharpe ratioReturn per unit of total volatility
1.26
1.56

-0.31

Sortino ratioReturn per unit of downside risk
2.22
2.22

0.00

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

3.26

1.68

+1.58

Martin ratioReturn relative to average drawdown

6.12

4.44

+1.69

ATD.TO vs. DLR.TO - Sharpe Ratio Comparison

The current ATD.TO Sharpe Ratio is 1.26, which is comparable to the DLR.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ATD.TO and DLR.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

ATD.TO vs. DLR.TO - Drawdown Comparison

The maximum ATD.TO drawdown since its inception was -61.10%, which is greater than DLR.TO's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for ATD.TO and DLR.TO.

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Drawdown Indicators

ATD.TODLR.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.10%

-17.60%

-43.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-3.94%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-22.16%

-5.77%

-16.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-5.77%

-16.39%

Max Drawdown (10Y)

Largest decline over 10 years

-32.61%

-17.60%

-15.01%

Current Drawdown

Current decline from peak

-1.90%

-0.37%

-1.53%

Average Drawdown

Average peak-to-trough decline

-10.37%

-6.41%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

1.49%

+4.26%

Volatility

ATD.TO vs. DLR.TO - Volatility Comparison

Alimentation Couche-Tard Inc. (ATD.TO) has a higher volatility of 12.31% compared to Global X U.S. Dollar Currency ETF (DLR.TO) at 1.05%. This indicates that ATD.TO's price experiences larger fluctuations and is considered to be riskier than DLR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ATD.TODLR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

1.05%

+11.26%

Volatility (6M)

Calculated over the trailing 6-month period

21.26%

3.11%

+18.15%

Volatility (1Y)

Calculated over the trailing 1-year period

28.10%

4.24%

+23.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

6.22%

+17.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

6.57%

+18.17%

Dividends

ATD.TO vs. DLR.TO - Dividend Comparison

ATD.TO's dividend yield for the trailing twelve months is around 0.92%, less than DLR.TO's 3.88% yield.

PositionTTM20252024202320222021202020192018201720162015
ATD.TO
Alimentation Couche-Tard Inc.		0.92%1.07%0.90%0.76%0.79%0.70%0.69%1.06%1.15%1.09%1.00%0.72%
DLR.TO
Global X U.S. Dollar Currency ETF		3.88%3.33%3.23%4.98%0.00%0.00%0.00%0.57%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ATD.TO and DLR.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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