CAD=X vs. AMC
CAD=X (USD/CAD) is a currency, while AMC (AMC Entertainment Holdings, Inc.) is a stock. Over the past 10 years, CAD=X returned 0.83%/yr vs -36.71%/yr for AMC. At a 0.10 correlation, their price movements are largely independent.
Performance
CAD=X vs. AMC - Performance Comparison
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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 3.64% return, which is significantly lower than AMC's 25.94% return. Over the past 10 years, CAD=X has outperformed AMC with an annualized return of 0.83%, while AMC has yielded a comparatively lower -36.71% annualized return.
CAD=X
- 1D
- -0.29%
- 1M
- 2.82%
- YTD
- 3.64%
- 6M
- 3.71%
- 1Y
- 3.40%
- 3Y*
- 2.58%
- 5Y*
- 2.87%
- 10Y*
- 0.83%
AMC
- 1D
- -5.33%
- 1M
- 22.58%
- YTD
- 25.94%
- 6M
- 17.02%
- 1Y
- -34.23%
- 3Y*
- -62.99%
- 5Y*
- -66.79%
- 10Y*
- -36.71%
CAD=X vs. AMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAD=X USD/CAD | 3.64% | -4.57% | 8.47% | -2.38% | 6.34% | -0.05% | -2.37% | -4.12% | 8.41% | -6.77% |
AMC AMC Entertainment Holdings, Inc. | 25.94% | -62.59% | -29.46% | -85.32% | -84.08% | 1,182.39% | -71.24% | -39.22% | 0.00% | -56.26% |
Correlation
The correlation between CAD=X and AMC is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.10 |
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Return for Risk
CAD=X vs. AMC — Risk / Return Rank
CAD=X
AMC
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.
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.
| CAD=X | AMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | -0.47 | +1.25 |
| Martin ratioReturn relative to average drawdown | 1.72 | -0.77 | +2.49 |
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Drawdowns
CAD=X vs. AMC - Drawdown Comparison
The maximum CAD=X drawdown since its inception was -34.18%, smaller than the maximum AMC drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for CAD=X and AMC.
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Drawdown Indicators
| CAD=X | AMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.18% | -99.83% | +65.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | -72.99% | +68.60% |
Max Drawdown (3Y)Largest decline over 3 years | -8.32% | -98.30% | +89.98% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -99.82% | +91.50% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -99.83% | +82.86% |
Current DrawdownCurrent decline from peak | -3.56% | -99.64% | +96.08% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -58.56% | +43.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 44.66% | -42.65% |
Volatility
CAD=X vs. AMC - Volatility Comparison
The current volatility for USD/CAD (CAD=X) is 1.14%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 45.73%. 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.
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Volatility by Period
| CAD=X | AMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 45.73% | -44.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 64.81% | -61.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 73.65% | -69.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 102.83% | -96.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.68% | 141.23% | -134.55% |
Frequently Asked Questions
CAD=X and AMC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMC has higher volatility (45.73%) compared to CAD=X (1.14%). In terms of maximum drawdown, CAD=X dropped -34.18% vs AMC's -99.83%.
CAD=X currently has the higher Sharpe Ratio (0.79 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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