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CEQP.TO vs. SOLX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEQP.TO vs. SOLX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Equity+ Asset Allocation ETF (CEQP.TO) and CI Galaxy Solana ETF (SOLX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CEQP.TO

1D
0.19%
1M
5.46%
YTD
6M
1Y
3Y*
5Y*
10Y*

SOLX.TO

1D
-10.51%
1M
-19.61%
YTD
-46.19%
6M
-52.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEQP.TO vs. SOLX.TO - Yearly Performance Comparison


2026 (YTD)
CEQP.TO
CI Equity+ Asset Allocation ETF
7.21%
SOLX.TO
CI Galaxy Solana ETF
-47.30%

Correlation

The correlation between CEQP.TO and SOLX.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 29, 2026

0.25

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Return for Risk

CEQP.TO vs. SOLX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Equity+ Asset Allocation ETF (CEQP.TO) and CI Galaxy Solana ETF (SOLX.TO). 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.

CEQP.TO vs. SOLX.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEQP.TOSOLX.TODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

-1.05

+2.43

Drawdowns

CEQP.TO vs. SOLX.TO - Drawdown Comparison

The maximum CEQP.TO drawdown since its inception was -8.33%, smaller than the maximum SOLX.TO drawdown of -73.55%. Use the drawdown chart below to compare losses from any high point for CEQP.TO and SOLX.TO.


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Drawdown Indicators


CEQP.TOSOLX.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

-73.55%

+65.22%

Current Drawdown

Current decline from peak

0.00%

-73.55%

+73.55%

Average Drawdown

Average peak-to-trough decline

-1.89%

-47.88%

+45.99%

Volatility

CEQP.TO vs. SOLX.TO - Volatility Comparison


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Volatility by Period


CEQP.TOSOLX.TODifference

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

73.97%

-57.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

73.97%

-57.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

73.97%

-57.57%

CEQP.TO vs. SOLX.TO - Expense Ratio Comparison

CEQP.TO has a 0.30% expense ratio, which is lower than SOLX.TO's 1.00% expense ratio.


Dividends

CEQP.TO vs. SOLX.TO - Dividend Comparison

CEQP.TO's dividend yield for the trailing twelve months is around 0.01%, while SOLX.TO has not paid dividends to shareholders.


PositionTTM2025
CEQP.TO
CI Equity+ Asset Allocation ETF
0.01%0.00%
SOLX.TO
CI Galaxy Solana ETF
0.90%0.49%

Frequently Asked Questions


CEQP.TO and SOLX.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEQP.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEQP.TO is cheaper with a 0.30% expense ratio, compared with 1.00% for SOLX.TO.

CEQP.TO is categorized as Diversified Portfolio, while SOLX.TO is Cryptocurrency. Their fees differ too: 0.30% for CEQP.TO and 1.00% for SOLX.TO.

Portfolio Optimizer

Find the right allocation for CEQP.TO and SOLX.TO

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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