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CAR-UN.TO vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAR-UN.TO vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Apartment Properties Real Estate Investment Trust (CAR-UN.TO) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CAR-UN.TO is traded in CAD, while SOXS is traded in USD. To make them comparable, the SOXS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CAR-UN.TO achieves a -2.25% return, which is significantly higher than SOXS's -93.52% return. Over the past 10 years, CAR-UN.TO has outperformed SOXS with an annualized return of 4.34%, while SOXS has yielded a comparatively lower -79.35% annualized return.


CAR-UN.TO

1D
-1.03%
1M
6.53%
YTD
-2.25%
6M
-2.28%
1Y
-19.38%
3Y*
-7.85%
5Y*
-6.74%
10Y*
4.34%

SOXS

1D
-16.37%
1M
-56.46%
YTD
-93.52%
6M
-93.88%
1Y
-97.93%
3Y*
-86.70%
5Y*
-80.02%
10Y*
-79.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAR-UN.TO vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
-2.25%-12.32%-9.85%17.89%-26.56%22.96%-2.97%22.93%22.52%23.53%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-93.52%-86.19%-56.12%-84.93%23.09%-80.95%-93.07%-84.48%-12.61%-71.46%

Correlation

The correlation between CAR-UN.TO and SOXS is -0.00, 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

-0.00

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

-0.19

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

-0.26

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

-0.21

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

-0.20

The correlation between CAR-UN.TO and SOXS shifts across timeframes, from -0.26 (5 years) to -0.00 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CAR-UN.TO vs. SOXS — Risk / Return Rank

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

CAR-UN.TO
CAR-UN.TO Risk / Return Rank: 1010
Overall Rank
CAR-UN.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CAR-UN.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
CAR-UN.TO Omega Ratio Rank: 88
Omega Ratio Rank
CAR-UN.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
CAR-UN.TO Martin Ratio Rank: 1515
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
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.

CAR-UN.TO vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Apartment Properties Real Estate Investment Trust (CAR-UN.TO) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.


CAR-UN.TOSOXSDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

0.84

0.61

+0.23

Calmar ratioReturn relative to maximum drawdown

-0.72

-1.00

+0.28

Martin ratioReturn relative to average drawdown

-1.20

-1.48

+0.28

CAR-UN.TO vs. SOXS - Sharpe Ratio Comparison

The current CAR-UN.TO Sharpe Ratio is -1.09, which is comparable to the SOXS Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CAR-UN.TO and SOXS, 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

CAR-UN.TO vs. SOXS - Drawdown Comparison

The maximum CAR-UN.TO drawdown since its inception was -41.12%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CAR-UN.TO and SOXS.


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Drawdown Indicators


CAR-UN.TOSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-41.12%

-100.00%

+58.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.88%

-97.81%

+70.93%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-99.84%

+61.09%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-99.97%

+60.68%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-100.00%

+60.71%

Current Drawdown

Current decline from peak

-35.33%

-100.00%

+64.67%

Average Drawdown

Average peak-to-trough decline

-12.05%

-92.77%

+80.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.24%

67.69%

-51.45%

Volatility

CAR-UN.TO vs. SOXS - Volatility Comparison

The current volatility for Canadian Apartment Properties Real Estate Investment Trust (CAR-UN.TO) is 6.14%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 59.85%. This indicates that CAR-UN.TO experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAR-UN.TOSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

59.85%

-53.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

96.33%

-82.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

112.61%

-94.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

110.35%

-89.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

101.78%

-80.73%

Dividends

CAR-UN.TO vs. SOXS - Dividend Comparison

CAR-UN.TO's dividend yield for the trailing twelve months is around 4.43%, less than SOXS's 84.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
4.43%4.29%3.45%2.97%3.40%2.35%2.76%2.59%2.96%3.42%3.94%4.50%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
84.95%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%0.00%

Frequently Asked Questions


CAR-UN.TO and SOXS have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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