CADUSD=X vs. CHFUSD=X

Last updated Apr 3, 2026

Compare and contrast key facts about CAD/USD (CADUSD=X) and USD/CHF (CHFUSD=X).

Performance

CADUSD=X vs. CHFUSD=X - Performance Comparison

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

CADUSD=X vs. CHFUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CADUSD=X CAD/USD	-1.37%	4.79%	-7.90%	2.28%	-6.69%	0.74%	2.00%	4.99%	-7.77%	6.90%
CHFUSD=X USD/CHF	-0.76%	14.56%	-7.30%	9.83%	-1.34%	-2.97%	9.43%	1.71%	-1.05%	4.56%

Returns By Period

In the year-to-date period, CADUSD=X achieves a -1.37% return, which is significantly lower than CHFUSD=X's -0.76% return. Over the past 10 years, CADUSD=X has underperformed CHFUSD=X with an annualized return of -0.62%, while CHFUSD=X has yielded a comparatively higher 1.85% annualized return.

CADUSD=X

• 1D: -0.35%
• 1M: -1.71%
• YTD: -1.37%
• 6M: 0.36%
• 1Y: 2.52%
• 3Y*: -1.18%
• 5Y*: -2.00%
• 10Y*: -0.62%

CHFUSD=X

• 1D: -0.59%
• 1M: -2.09%
• YTD: -0.76%
• 6M: -0.12%
• 1Y: 10.59%
• 3Y*: 4.56%
• 5Y*: 3.38%
• 10Y*: 1.85%

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

Return for Risk

CADUSD=X vs. CHFUSD=X — Risk / Return Rank

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

CADUSD=X

CADUSD=X Risk / Return Rank: 43
CADUSD=X Sharpe Ratio Rank: 61
CADUSD=X Sortino Ratio Rank: 60
CADUSD=X Omega Ratio Rank: 59
CADUSD=X Calmar Ratio Rank: 19
CADUSD=X Martin Ratio Rank: 16

CHFUSD=X

CHFUSD=X Risk / Return Rank: 75
CHFUSD=X Sharpe Ratio Rank: 81
CHFUSD=X Sortino Ratio Rank: 82
CHFUSD=X Omega Ratio Rank: 82
CHFUSD=X Calmar Ratio Rank: 66
CHFUSD=X Martin Ratio Rank: 66

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.

CADUSD=X vs. CHFUSD=X - Risk-Adjusted Trends Comparison

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

	CADUSD=X	CHFUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.43	0.93	-0.49
Sortino ratio Return per unit of downside risk	0.71	1.53	-0.83
Omega ratio Gain probability vs. loss probability	1.08	1.19	-0.10
Calmar ratio Return relative to maximum drawdown	-0.58	0.31	-0.89
Martin ratio Return relative to average drawdown	-1.11	0.83	-1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CADUSD=X vs. CHFUSD=X - Sharpe Ratio Comparison

The current CADUSD=X Sharpe Ratio is 0.43, which is lower than the CHFUSD=X Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of CADUSD=X and CHFUSD=X, 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

	CADUSD=X	CHFUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	0.93	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.38	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	0.23	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.21	-0.25

Correlation

The correlation between CADUSD=X and CHFUSD=X is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CADUSD=X vs. CHFUSD=X - Drawdown Comparison

The maximum CADUSD=X drawdown since its inception was -35.27%, which is greater than CHFUSD=X's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for CADUSD=X and CHFUSD=X.

Drawdown Indicators

	CADUSD=X	CHFUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-35.27%	-29.99%	-5.28%
Max Drawdown (1Y) Largest decline over 1 year	-3.87%	-4.79%	+0.92%
Max Drawdown (5Y) Largest decline over 5 years	-17.16%	-11.70%	-5.46%
Max Drawdown (10Y) Largest decline over 10 years	-17.16%	-13.35%	-3.81%
Current Drawdown Current decline from peak	-32.21%	-9.67%	-22.54%
Average Drawdown Average peak-to-trough decline	-20.96%	-18.55%	-2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	1.80%	+0.22%

Volatility

CADUSD=X vs. CHFUSD=X - Volatility Comparison

The current volatility for CAD/USD (CADUSD=X) is 0.99%, while USD/CHF (CHFUSD=X) has a volatility of 1.99%. This indicates that CADUSD=X experiences smaller price fluctuations and is considered to be less risky than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CADUSD=X	CHFUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.99%	1.99%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	3.19%	5.29%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	4.68%	9.12%	-4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.87%	7.92%	-2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.33%	7.38%	-1.05%