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CANY.TO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CANY.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Canadian Equity UltraYield ETF (CANY.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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CANY.TO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
CANY.TO
Evolve Canadian Equity UltraYield ETF
1.73%5.75%
^GSPC
S&P 500 Index
-3.34%2.66%
Different Trading Currencies

CANY.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CANY.TO achieves a 1.73% return, which is significantly higher than ^GSPC's -3.34% return.


CANY.TO

1D
2.98%
1M
-1.92%
YTD
1.73%
6M
6.64%
1Y
3Y*
5Y*
10Y*

^GSPC

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CANY.TO vs. ^GSPC — Risk / Return Rank

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

CANY.TO

^GSPC
^GSPC Risk / Return Rank: 7474
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6868
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7676
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7373
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

CANY.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Canadian Equity UltraYield ETF (CANY.TO) and S&P 500 Index (^GSPC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CANY.TO vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CANY.TO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.91

-0.08

Correlation

The correlation between CANY.TO and ^GSPC is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

CANY.TO vs. ^GSPC - Drawdown Comparison

The maximum CANY.TO drawdown since its inception was -8.34%, smaller than the maximum ^GSPC drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for CANY.TO and ^GSPC.


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Drawdown Indicators


CANY.TO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-8.34%

-56.78%

+48.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.83%

-6.45%

+2.62%

Average Drawdown

Average peak-to-trough decline

-2.48%

-10.75%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

Volatility

CANY.TO vs. ^GSPC - Volatility Comparison


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Volatility by Period


CANY.TO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

18.14%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

14.99%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.33%

+1.70%