DRX.TO vs. USD

Last updated Jun 6, 2026

DRX.TO (ADF Group Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, DRX.TO returned 14.67%/yr vs 59.62%/yr for USD. At a 0.12 correlation, their price movements are largely independent.

Performance

DRX.TO vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in ADF Group Inc. (DRX.TO) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, DRX.TO achieves a 15.98% return, which is significantly lower than USD's 71.74% return. Over the past 10 years, DRX.TO has underperformed USD with an annualized return of 14.67%, while USD has yielded a comparatively higher 59.62% annualized return.

DRX.TO

• 1D: -6.08%
• 1M: 1.33%
• YTD: 15.98%
• 6M: 41.11%
• 1Y: 60.81%
• 3Y*: 53.24%
• 5Y*: 50.28%
• 10Y*: 14.67%

USD

• 1D: -16.67%
• 1M: 2.27%
• YTD: 71.74%
• 6M: 64.24%
• 1Y: 201.96%
• 3Y*: 114.55%
• 5Y*: 66.44%
• 10Y*: 59.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRX.TO vs. USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRX.TO ADF Group Inc.	15.98%	-4.88%	41.10%	231.76%	31.96%	9.42%	16.92%	28.41%	-51.53%	-25.31%
USD ProShares Ultra Semiconductors	71.74%	54.65%	160.23%	221.54%	-66.33%	102.43%	65.32%	100.03%	-20.68%	70.15%

Correlation

The correlation between DRX.TO and USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jun 25, 2009	0.12

The correlation between DRX.TO and USD shifts across timeframes, from 0.12 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DRX.TO vs. USD — Risk / Return Rank

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

DRX.TO

DRX.TO Risk / Return Rank: 73
DRX.TO Sharpe Ratio Rank: 70
DRX.TO Sortino Ratio Rank: 78
DRX.TO Omega Ratio Rank: 74
DRX.TO Calmar Ratio Rank: 74
DRX.TO Martin Ratio Rank: 70

USD

USD Risk / Return Rank: 81
USD Sharpe Ratio Rank: 91
USD Sortino Ratio Rank: 66
USD Omega Ratio Rank: 71
USD Calmar Ratio Rank: 92
USD Martin Ratio Rank: 86

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.

DRX.TO vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ADF Group Inc. (DRX.TO) and ProShares Ultra Semiconductors (USD). 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.

	DRX.TO	USD	Difference
Sharpe ratio: Return per unit of total volatility	0.93	3.21	-2.29
Sortino ratio: Return per unit of downside risk	2.12	3.04	-0.93
Omega ratio: Gain probability vs. loss probability	1.25	1.42	-0.17
Calmar ratio: Return relative to maximum drawdown	1.92	6.37	-4.45
Martin ratio: Return relative to average drawdown	3.64	17.60	-13.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRX.TO vs. USD - Sharpe Ratio Comparison

The current DRX.TO Sharpe Ratio is 0.93, which is lower than the USD Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of DRX.TO and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRX.TO	USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	3.21	-2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.89	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.88	-0.62
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.78	-0.56

Drawdowns

DRX.TO vs. USD - Drawdown Comparison

The maximum DRX.TO drawdown since its inception was -91.59%, which is greater than USD's maximum drawdown of -75.91%. Use the drawdown chart below to compare losses from any high point for DRX.TO and USD.

Drawdown Indicators

	DRX.TO	USD	Difference
Max Drawdown Largest peak-to-trough decline	-91.59%	-75.91%	-15.68%
Max Drawdown (1Y) Largest decline over 1 year	-31.86%	-31.90%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-74.49%	-63.14%	-11.35%
Max Drawdown (5Y) Largest decline over 5 years	-74.49%	-75.91%	+1.42%
Max Drawdown (10Y) Largest decline over 10 years	-82.12%	-75.91%	-6.21%
Current Drawdown Current decline from peak	-47.49%	-21.33%	-26.16%
Average Drawdown Average peak-to-trough decline	-61.69%	-17.61%	-44.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.74%	11.53%	+5.21%

Volatility

DRX.TO vs. USD - Volatility Comparison

The current volatility for ADF Group Inc. (DRX.TO) is 12.87%, while ProShares Ultra Semiconductors (USD) has a volatility of 27.47%. This indicates that DRX.TO experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRX.TO	USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.87%	27.47%	-14.60%
Volatility (6M) Calculated over the trailing 6-month period	40.72%	50.00%	-9.28%
Volatility (1Y) Calculated over the trailing 1-year period	65.94%	63.33%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.58%	75.31%	-16.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.70%	67.82%	-11.12%

Dividends

DRX.TO vs. USD - Dividend Comparison

DRX.TO's dividend yield for the trailing twelve months is around 0.38%, more than USD's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRX.TO ADF Group Inc.	0.38%	0.43%	0.31%	0.29%	0.95%	1.24%	1.34%	1.54%	1.94%	0.93%	0.69%	0.68%
USD ProShares Ultra Semiconductors	0.27%	0.39%	0.10%	0.05%	0.30%	0.00%	0.14%	0.72%	0.93%	0.32%	0.46%	0.39%

Frequently Asked Questions

Can I hold both DRX.TO and USD in my portfolio?

DRX.TO and USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.