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CADUSD=X vs. SPY
Performance
Return for Risk
Drawdowns
Volatility

Performance

CADUSD=X vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CAD/USD (CADUSD=X) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CADUSD=X achieves a -3.19% return, which is significantly lower than SPY's 10.45% return. Over the past 10 years, CADUSD=X has underperformed SPY with an annualized return of -0.91%, while SPY has yielded a comparatively higher 15.08% annualized return.


CADUSD=X

1D
0.13%
1M
-1.23%
6M
-1.64%
YTD
-3.19%
1Y
-3.46%
3Y*
-2.50%
5Y*
-2.42%
10Y*
-0.91%

SPY

1D
-0.77%
1M
1.26%
6M
8.34%
YTD
10.45%
1Y
21.46%
3Y*
20.07%
5Y*
12.94%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CADUSD=X vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CADUSD=X
CAD/USD
-3.19%4.78%-7.81%2.44%-5.96%0.05%2.43%4.30%-7.76%7.26%
SPY
State Street SPDR S&P 500 ETF
10.45%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between CADUSD=X and SPY is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2003

0.12

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Return for Risk

CADUSD=X vs. SPY — 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: 1818
Overall Rank
CADUSD=X Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CADUSD=X Sortino Ratio Rank: 1919
Sortino Ratio Rank
CADUSD=X Omega Ratio Rank: 1919
Omega Ratio Rank
CADUSD=X Calmar Ratio Rank: 2121
Calmar Ratio Rank
CADUSD=X Martin Ratio Rank: 1313
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6666
Overall Rank
SPY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPY Martin Ratio Rank: 7272
Martin Ratio Rank
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAD/USD (CADUSD=X) and State Street SPDR S&P 500 ETF (SPY). 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.


CADUSD=XSPYDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.88

1.31

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.61

2.43

-3.03

Martin ratioReturn relative to average drawdown

-1.35

10.57

-11.92

CADUSD=X vs. SPY - Sharpe Ratio Comparison

The current CADUSD=X Sharpe Ratio is -0.75, which is lower than the SPY Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of CADUSD=X and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CADUSD=X vs. SPY - Drawdown Comparison

The maximum CADUSD=X drawdown since its inception was -37.58%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CADUSD=X and SPY.


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Drawdown Indicators


CADUSD=XSPYDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-55.19%

+17.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-8.88%

+3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-10.90%

-18.76%

+7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-24.50%

+8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

-33.72%

+15.52%

Current Drawdown

Current decline from peak

-35.05%

-1.12%

-33.93%

Average Drawdown

Average peak-to-trough decline

-19.72%

-9.02%

-10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.03%

+0.36%

Volatility

CADUSD=X vs. SPY - Volatility Comparison

The current volatility for CAD/USD (CADUSD=X) is 1.05%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 4.26%. This indicates that CADUSD=X experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CADUSD=XSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

4.26%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

10.01%

-6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

12.60%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

17.17%

-11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

17.93%

-11.27%

Frequently Asked Questions


CADUSD=X and SPY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (4.26%) compared to CADUSD=X (1.05%). In terms of maximum drawdown, CADUSD=X dropped -37.58% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.71 vs -0.75), 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.

Portfolio Optimizer

Find the right allocation for CADUSD=X and SPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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