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CSH-UN.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSH-UN.TO vs. CMR.TO

Last updated Jul 14, 2026
Documentation

CSH-UN.TO (Chartwell Retirement Residences) is a stock, while CMR.TO (iShares Premium Money Market ETF) is Money Market fund actively managed by iShares. Over the past 10 years, CSH-UN.TO returned 8.95%/yr vs 1.93%/yr for CMR.TO. At a correlation of -0.03, they often move in opposite directions.

Performance

CSH-UN.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Chartwell Retirement Residences (CSH-UN.TO) and iShares Premium Money Market ETF (CMR.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, CSH-UN.TO achieves a 15.89% return, which is significantly higher than CMR.TO's 1.23% return. Over the past 10 years, CSH-UN.TO has outperformed CMR.TO with an annualized return of 8.95%, while CMR.TO has yielded a comparatively lower 1.93% annualized return.

CSH-UN.TO

1D
-0.26%
1M
11.02%
6M
13.85%
YTD
15.89%
1Y
28.88%
3Y*
38.87%
5Y*
16.77%
10Y*
8.95%

CMR.TO

1D
0.02%
1M
0.19%
6M
1.15%
YTD
1.23%
1Y
2.46%
3Y*
3.69%
5Y*
3.02%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH-UN.TO vs. CMR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSH-UN.TO
Chartwell Retirement Residences		15.89%37.84%34.64%47.82%-24.26%11.10%-14.52%5.88%-12.56%15.19%
CMR.TO
iShares Premium Money Market ETF		1.23%2.78%4.70%4.70%1.72%0.01%0.47%1.63%1.29%0.63%

Correlation

The correlation between CSH-UN.TO and CMR.TO is 0.01, 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

0.01

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

-0.01

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

-0.01

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2008

-0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Chartwell Retirement Residences

iShares Premium Money Market ETF

Often compared with CSH-UN.TO:
CSH-UN.TO vs. SIA.TOCSH-UN.TO vs. EXE.TOCSH-UN.TO vs. CRT-UN.TOCSH-UN.TO vs. HOM-U.TOCSH-UN.TO vs. FFN.TOCSH-UN.TO vs. VFV.TOCSH-UN.TO vs. KEY.TO
Often compared with CMR.TO:
CMR.TO vs. ZMMK.TOCMR.TO vs. CASH.TOCMR.TO vs. CBIL.TOCMR.TO vs. XFR.TOCMR.TO vs. MNY.TOCMR.TO vs. HSAV.TOCMR.TO vs. VOO

Return for Risk

CSH-UN.TO vs. CMR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSH-UN.TO
CSH-UN.TO Risk / Return Rank: 8282
Overall Rank
CSH-UN.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CSH-UN.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
CSH-UN.TO Omega Ratio Rank: 7777
Omega Ratio Rank
CSH-UN.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CSH-UN.TO Martin Ratio Rank: 8585
Martin Ratio Rank
CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
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.

CSH-UN.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Retirement Residences (CSH-UN.TO) and iShares Premium Money Market ETF (CMR.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.

CSH-UN.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility
1.37
12.28

-10.91

Sortino ratioReturn per unit of downside risk
2.09
38.52

-36.42

Omega ratioGain probability vs. loss probability

1.24

13.16

-11.91

Calmar ratioReturn relative to maximum drawdown

2.44

123.47

-121.03

Martin ratioReturn relative to average drawdown

7.04

564.92

-557.88

CSH-UN.TO vs. CMR.TO - Sharpe Ratio Comparison

The current CSH-UN.TO Sharpe Ratio is 1.37, which is lower than the CMR.TO Sharpe Ratio of 12.28. The chart below compares the historical Sharpe Ratios of CSH-UN.TO and CMR.TO, 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

CSH-UN.TO vs. CMR.TO - Drawdown Comparison

The maximum CSH-UN.TO drawdown since its inception was -79.53%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for CSH-UN.TO and CMR.TO.

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Drawdown Indicators

CSH-UN.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.53%

-0.52%

-79.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-0.02%

-11.86%

Max Drawdown (3Y)

Largest decline over 3 years

-11.88%

-0.04%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-39.80%

-0.04%

-39.76%

Max Drawdown (10Y)

Largest decline over 10 years

-55.16%

-0.14%

-55.02%

Current Drawdown

Current decline from peak

-1.38%

0.00%

-1.38%

Average Drawdown

Average peak-to-trough decline

-16.90%

-0.01%

-16.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

0.00%

+4.11%

Volatility

CSH-UN.TO vs. CMR.TO - Volatility Comparison

Chartwell Retirement Residences (CSH-UN.TO) has a higher volatility of 4.93% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that CSH-UN.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSH-UN.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.05%

+4.88%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

0.15%

+15.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

0.20%

+21.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

0.27%

+20.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

0.27%

+24.04%

Dividends

CSH-UN.TO vs. CMR.TO - Dividend Comparison

CSH-UN.TO's dividend yield for the trailing twelve months is around 2.68%, more than CMR.TO's 2.45% yield.

PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF		2.45%2.81%4.56%4.64%1.63%0.01%0.47%1.60%1.33%0.61%0.43%0.48%
CSH-UN.TO
Chartwell Retirement Residences		2.68%3.04%4.06%5.22%7.25%5.18%5.45%4.30%4.29%3.52%3.78%4.32%

Frequently Asked Questions

CSH-UN.TO and CMR.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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