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CAD=X vs. USD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CAD=X and USD=X is 0.00. 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.

CAD=X vs. USD=X

Last updated Jun 1, 2025

Compare and contrast key facts about USD/CAD (CAD=X) and USD Cash (USD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAD=X or USD=X.

Performance

CAD=X vs. USD=X - Performance Comparison

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

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Key characteristics

Ulcer Index

CAD=X:

2.21%

USD=X:

0.00%

Daily Std Dev

CAD=X:

5.47%

USD=X:

0.00%

Max Drawdown

CAD=X:

-42.91%

USD=X:

0.00%

Current Drawdown

CAD=X:

-14.90%

USD=X:

0.00%

Returns By Period

CAD=X

YTD

-4.47%

1M

-0.83%

6M

-1.88%

1Y

0.82%

3Y*

2.80%

5Y*

-0.05%

10Y*

1.03%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

3Y*

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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USD/CAD

USD Cash

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CAD=X vs. USD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAD=X
The Risk-Adjusted Performance Rank of CAD=X is 4949
Overall Rank
The Sharpe Ratio Rank of CAD=X is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of CAD=X is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CAD=X is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CAD=X is 5050
Calmar Ratio Rank
The Martin Ratio Rank of CAD=X is 4949
Martin Ratio Rank
USD=X
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAD=X vs. USD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CAD (CAD=X) and USD Cash (USD=X). 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

CAD=X vs. USD=X - Drawdown Comparison

The maximum CAD=X drawdown since its inception was -42.91%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CAD=X and USD=X.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CAD=X vs. USD=X - Volatility Comparison

USD/CAD (CAD=X) has a higher volatility of 1.69% compared to USD Cash (USD=X) at 0.00%. This indicates that CAD=X's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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