CAD=X vs. AMC

Last updated Apr 2, 2026

Compare and contrast key facts about USD/CAD (CAD=X) and AMC Entertainment Holdings, Inc. (AMC).

Performance

CAD=X vs. AMC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in USD/CAD (CAD=X) and AMC Entertainment Holdings, Inc. (AMC). The values are adjusted to include any dividend payments, if applicable.

CAD=X vs. AMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAD=X USD/CAD	1.27%	-4.59%	8.62%	-2.23%	7.13%	-0.90%	-1.69%	-4.92%	8.48%	-6.37%
AMC AMC Entertainment Holdings, Inc.	-33.14%	-62.60%	-29.38%	-85.29%	-83.96%	1,171.42%	-71.04%	-39.72%	0.07%	-56.07%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, CAD=X achieves a 1.27% return, which is significantly higher than AMC's -33.14% return. Over the past 10 years, CAD=X has outperformed AMC with an annualized return of 0.64%, while AMC has yielded a comparatively lower -41.10% annualized return.

CAD=X

• 1D: -0.14%
• 1M: 1.63%
• YTD: 1.27%
• 6M: -0.28%
• 1Y: -2.84%
• 3Y*: 0.96%
• 5Y*: 2.01%
• 10Y*: 0.64%

AMC

• 1D: 4.96%
• 1M: -8.18%
• YTD: -33.14%
• 6M: -65.18%
• 1Y: -64.00%
• 3Y*: -72.35%
• 5Y*: -58.58%
• 10Y*: -41.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CAD=X vs. AMC — Risk / Return Rank

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

CAD=X

CAD=X Risk / Return Rank: 47
CAD=X Sharpe Ratio Rank: 35
CAD=X Sortino Ratio Rank: 35
CAD=X Omega Ratio Rank: 33
CAD=X Calmar Ratio Rank: 66
CAD=X Martin Ratio Rank: 66

AMC

AMC Risk / Return Rank: 5
AMC Sharpe Ratio Rank: 3
AMC Sortino Ratio Rank: 1
AMC Omega Ratio Rank: 4
AMC Calmar Ratio Rank: 10
AMC Martin Ratio Rank: 9

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.

CAD=X vs. AMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CAD (CAD=X) and AMC Entertainment Holdings, Inc. (AMC). 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.

	CAD=X	AMC	Difference
Sharpe ratio Return per unit of total volatility	-0.49	-1.10	+0.62
Sortino ratio Return per unit of downside risk	-0.61	-2.19	+1.59
Omega ratio Gain probability vs. loss probability	0.92	0.76	+0.15
Calmar ratio Return relative to maximum drawdown	0.37	-0.86	+1.23
Martin ratio Return relative to average drawdown	0.89	-1.54	+2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAD=X vs. AMC - Sharpe Ratio Comparison

The current CAD=X Sharpe Ratio is -0.49, which is higher than the AMC Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of CAD=X and AMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAD=X	AMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	-1.10	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	-0.52	+0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	-0.29	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	-0.25	+0.32

Correlation

The correlation between CAD=X and AMC is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

CAD=X vs. AMC - Drawdown Comparison

The maximum CAD=X drawdown since its inception was -23.90%, smaller than the maximum AMC drawdown of -99.82%. Use the drawdown chart below to compare losses from any high point for CAD=X and AMC.

Drawdown Indicators

	CAD=X	AMC	Difference
Max Drawdown Largest peak-to-trough decline	-23.90%	-99.85%	+75.95%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	-76.35%	+70.92%
Max Drawdown (5Y) Largest decline over 5 years	-8.31%	-99.85%	+91.54%
Max Drawdown (10Y) Largest decline over 10 years	-17.11%	-99.85%	+82.74%
Current Drawdown Current decline from peak	-5.55%	-99.84%	+94.29%
Average Drawdown Average peak-to-trough decline	-11.00%	-57.93%	+46.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	42.54%	-40.67%

Volatility

CAD=X vs. AMC - Volatility Comparison

The current volatility for USD/CAD (CAD=X) is 0.93%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 14.21%. This indicates that CAD=X experiences smaller price fluctuations and is considered to be less risky than AMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAD=X	AMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.93%	14.21%	-13.28%
Volatility (6M) Calculated over the trailing 6-month period	3.20%	38.56%	-35.36%
Volatility (1Y) Calculated over the trailing 1-year period	4.73%	58.24%	-53.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.88%	113.84%	-107.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.52%	140.85%	-134.33%