BK.TO vs. CHPS.TO
BK.TO (Canadian Banc Corp.) is a stock, while CHPS.TO (Global X Artificial Intelligence Semiconductor Index ETF) is Semiconductors fund tracking the PHLX US AI Semiconductor Index. Over the past 3 years, BK.TO returned 33.61%/yr vs 51.28%/yr for CHPS.TO. At a 0.36 correlation, their price movements are largely independent.
Performance
BK.TO vs. CHPS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BK.TO achieves a 17.44% return, which is significantly lower than CHPS.TO's 62.90% return.
BK.TO
- 1D
- 0.96%
- 1M
- 11.55%
- YTD
- 17.44%
- 6M
- 35.19%
- 1Y
- 95.70%
- 3Y*
- 33.61%
- 5Y*
- 27.09%
- 10Y*
- 19.90%
CHPS.TO
- 1D
- -1.89%
- 1M
- 23.65%
- YTD
- 62.90%
- 6M
- 56.57%
- 1Y
- 128.24%
- 3Y*
- 51.28%
- 5Y*
- —
- 10Y*
- —
BK.TO vs. CHPS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BK.TO Canadian Banc Corp. | 17.44% | 81.62% | 27.41% | -8.06% | 10.89% | 19.76% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 62.90% | 45.93% | 20.38% | 68.20% | -37.86% | 22.69% |
Correlation
The correlation between BK.TO and CHPS.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021 | 0.36 |
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Return for Risk
BK.TO vs. CHPS.TO — Risk / Return Rank
BK.TO
CHPS.TO
BK.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Banc Corp. (BK.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.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.
| BK.TO | CHPS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 2.14 | 1.60 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 9.67 | 9.66 | +0.01 |
| Martin ratioReturn relative to average drawdown | 38.14 | 29.14 | +9.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BK.TO | CHPS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.27 | 4.09 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.61 | 0.89 | -1.50 |
Drawdowns
BK.TO vs. CHPS.TO - Drawdown Comparison
The maximum BK.TO drawdown since its inception was -99.99%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for BK.TO and CHPS.TO.
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Drawdown Indicators
| BK.TO | CHPS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -48.16% | -51.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -13.35% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -25.64% | -37.49% | +11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.29% | — | — |
Current DrawdownCurrent decline from peak | -99.67% | -1.89% | -97.78% |
Average DrawdownAverage peak-to-trough decline | -99.91% | -13.89% | -86.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 4.42% | -1.90% |
Volatility
BK.TO vs. CHPS.TO - Volatility Comparison
The current volatility for Canadian Banc Corp. (BK.TO) is 5.63%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 11.72%. This indicates that BK.TO experiences smaller price fluctuations and is considered to be less risky than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BK.TO | CHPS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 11.72% | -6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 24.91% | -9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 31.52% | -13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 33.79% | -15.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.49% | 33.79% | -8.30% |
Dividends
BK.TO vs. CHPS.TO - Dividend Comparison
BK.TO's dividend yield for the trailing twelve months is around 11.73%, more than CHPS.TO's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BK.TO Canadian Banc Corp. | 11.73% | 11.36% | 14.44% | 17.99% | 15.91% | 9.13% | 7.72% | 10.49% | 13.19% | 9.13% | 7.82% | 12.97% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 0.01% | 0.01% | 0.20% | 0.53% | 0.97% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BK.TO and CHPS.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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