CGY.TO vs. XCHP.TO
CGY.TO (Calian Group Ltd.) is a stock, while XCHP.TO (iShares Semiconductor Index ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past year, CGY.TO returned 127.35% vs 185.03% for XCHP.TO. At a 0.15 correlation, their price movements are largely independent.
Performance
CGY.TO vs. XCHP.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CGY.TO achieves a 63.32% return, which is significantly lower than XCHP.TO's 103.75% return.
CGY.TO
- 1D
- -0.02%
- 1M
- 26.51%
- YTD
- 63.32%
- 6M
- 57.45%
- 1Y
- 127.35%
- 3Y*
- 18.09%
- 5Y*
- 12.83%
- 10Y*
- 19.61%
XCHP.TO
- 1D
- -1.50%
- 1M
- 28.19%
- YTD
- 103.75%
- 6M
- 98.13%
- 1Y
- 185.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CGY.TO vs. XCHP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGY.TO Calian Group Ltd. | 63.32% | 17.68% | -13.77% | 10.37% |
XCHP.TO iShares Semiconductor Index ETF | 103.75% | 33.58% | 21.73% | 15.27% |
Correlation
The correlation between CGY.TO and XCHP.TO is 0.08, 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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.15 |
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Return for Risk
CGY.TO vs. XCHP.TO — Risk / Return Rank
CGY.TO
XCHP.TO
CGY.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calian Group Ltd. (CGY.TO) and iShares Semiconductor Index ETF (XCHP.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.
| CGY.TO | XCHP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.72 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 6.67 | 13.44 | -6.77 |
| Martin ratioReturn relative to average drawdown | 17.77 | 48.02 | -30.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGY.TO | XCHP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.15 | 5.62 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.88 | -1.56 |
Drawdowns
CGY.TO vs. XCHP.TO - Drawdown Comparison
The maximum CGY.TO drawdown since its inception was -79.59%, which is greater than XCHP.TO's maximum drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for CGY.TO and XCHP.TO.
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Drawdown Indicators
| CGY.TO | XCHP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.59% | -38.95% | -40.64% |
Max Drawdown (1Y)Largest decline over 1 year | -19.20% | -14.22% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -38.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.62% | — | — |
Current DrawdownCurrent decline from peak | -2.26% | -1.50% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -8.66% | -12.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 3.95% | +3.24% |
Volatility
CGY.TO vs. XCHP.TO - Volatility Comparison
Calian Group Ltd. (CGY.TO) has a higher volatility of 20.27% compared to iShares Semiconductor Index ETF (XCHP.TO) at 13.19%. This indicates that CGY.TO's price experiences larger fluctuations and is considered to be riskier than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGY.TO | XCHP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.27% | 13.19% | +7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 29.84% | 26.79% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.64% | 34.01% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.18% | 38.52% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 38.52% | -9.40% |
Dividends
CGY.TO vs. XCHP.TO - Dividend Comparison
CGY.TO's dividend yield for the trailing twelve months is around 1.24%, more than XCHP.TO's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGY.TO Calian Group Ltd. | 1.24% | 2.02% | 2.32% | 1.95% | 1.68% | 1.82% | 1.69% | 2.91% | 3.81% | 3.49% | 4.57% | 6.93% |
XCHP.TO iShares Semiconductor Index ETF | 0.21% | 0.43% | 0.29% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGY.TO and XCHP.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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