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CNAO.TO vs. ETHX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNAO.TO vs. ETHX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Alternative North American Opportunities Fund (CNAO.TO) and CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNAO.TO achieves a 5.63% return, which is significantly higher than ETHX.TO's -38.42% return.


CNAO.TO

1D
-1.36%
1M
1.26%
6M
5.41%
YTD
5.63%
1Y
12.19%
3Y*
17.49%
5Y*
11.88%
10Y*
ALL TIME*
11.92%

ETHX.TO

1D
-0.53%
1M
17.19%
6M
-37.40%
YTD
-38.42%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$0.00CA$0.00CA$4.36K
CA$27.01KCA$25.02KCA$46.62K

CNAO.TO vs. ETHX.TO - Yearly Performance Comparison


Correlation

The correlation between CNAO.TO and ETHX.TO is -0.02, 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 (All Time)
Calculated using the full available price history since Aug 27, 2025

-0.02

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Return for Risk

CNAO.TO vs. ETHX.TO — Risk / Return Rank

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

CNAO.TO
CNAO.TO Risk / Return Rank: 2626
Overall Rank
CNAO.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CNAO.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CNAO.TO Omega Ratio Rank: 2828
Omega Ratio Rank
CNAO.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
CNAO.TO Martin Ratio Rank: 2525
Martin Ratio Rank

ETHX.TO

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

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.

CNAO.TO vs. ETHX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Alternative North American Opportunities Fund (CNAO.TO) and CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.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.

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.


CNAO.TOETHX.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.70

Martin ratioReturn relative to average drawdown

2.01

CNAO.TO vs. ETHX.TO - Sharpe Ratio Comparison


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Drawdowns

CNAO.TO vs. ETHX.TO - Drawdown Comparison

The maximum CNAO.TO drawdown since its inception was -27.39%, smaller than the maximum ETHX.TO drawdown of -67.53%. Use the drawdown chart below to compare losses from any high point for CNAO.TO and ETHX.TO.


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Drawdown Indicators


CNAO.TOETHX.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.39%

-67.53%

+40.14%

Max Drawdown (1Y)

Largest decline over 1 year

-19.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

Current Drawdown

Current decline from peak

-4.45%

-61.34%

+56.89%

Average Drawdown

Average peak-to-trough decline

-7.02%

-41.77%

+34.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

Volatility

CNAO.TO vs. ETHX.TO - Volatility Comparison


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Volatility by Period


CNAO.TOETHX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

68.28%

-47.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

68.28%

-49.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

68.28%

-49.56%

CNAO.TO vs. ETHX.TO - Expense Ratio Comparison

CNAO.TO has a 1.21% expense ratio, which is higher than ETHX.TO's 0.68% expense ratio.


Dividends

CNAO.TO vs. ETHX.TO - Dividend Comparison

Neither CNAO.TO nor ETHX.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNAO.TO and ETHX.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETHX.TO is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETHX.TO is cheaper with a 0.68% expense ratio, compared with 1.21% for CNAO.TO.

CNAO.TO is categorized as Long-Short, while ETHX.TO is Cryptocurrency. Their fees differ too: 1.21% for CNAO.TO and 0.68% for ETHX.TO.

Portfolio Optimizer

Find the right allocation for CNAO.TO and ETHX.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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