CANY.TO vs. ^GSPC

Last updated Jun 9, 2026

CANY.TO (Evolve Canadian Equity UltraYield ETF) is Derivative Income fund actively managed by Evolve, while ^GSPC (S&P 500 Index) is an index.

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.

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

CANY.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.54%
• 1M: 2.13%
• YTD: 10.12%
• 6M: 8.99%
• 1Y: 25.88%
• 3Y*: 21.58%
• 5Y*: 15.10%
• 10Y*: 14.49%

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

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.

^GSPC

^GSPC Risk / Return Rank: 68
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 65
^GSPC Omega Ratio Rank: 71
^GSPC Calmar Ratio Rank: 65
^GSPC Martin Ratio Rank: 79

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.

Sharpe Ratios by Period

	CANY.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Drawdowns

Drawdown Indicators

	CANY.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	—	-48.87%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.17%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.59%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.97%	—
Current Drawdown Current decline from peak	—	-2.03%	—
Average Drawdown Average peak-to-trough decline	—	-9.67%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.45%	—

Volatility

Volatility by Period

	CANY.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.58%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.91%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.15%	—