EIF.TO vs. ^GSPTSE
EIF.TO (Exchange Income Corporation) is a stock, while ^GSPTSE (S&P/TSX Composite Index) is an index. Over the past 10 years, EIF.TO returned 20.60%/yr vs 9.12%/yr for ^GSPTSE. At a 0.30 correlation, their price movements are largely independent.
Performance
EIF.TO vs. ^GSPTSE - Performance Comparison
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Returns By Period
In the year-to-date period, EIF.TO achieves a 57.10% return, which is significantly higher than ^GSPTSE's 10.24% return. Over the past 10 years, EIF.TO has outperformed ^GSPTSE with an annualized return of 20.60%, while ^GSPTSE has yielded a comparatively lower 9.12% annualized return.
EIF.TO
- 1D
- -0.45%
- 1M
- -4.69%
- 6M
- 37.94%
- YTD
- 57.10%
- 1Y
- 99.93%
- 3Y*
- 39.96%
- 5Y*
- 31.56%
- 10Y*
- 20.60%
- ALL TIME*
- 21.58%
^GSPTSE
- 1D
- -0.86%
- 1M
- -0.02%
- 6M
- 5.65%
- YTD
- 10.24%
- 1Y
- 27.99%
- 3Y*
- 19.38%
- 5Y*
- 11.69%
- 10Y*
- 9.12%
- ALL TIME*
- 6.75%
EIF.TO vs. ^GSPTSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIF.TO Exchange Income Corporation | 57.10% | 45.29% | 37.59% | -9.76% | 31.82% | 21.59% | -11.59% | 67.90% | -15.11% | -9.33% |
^GSPTSE S&P/TSX Composite Index | 10.24% | 28.25% | 17.99% | 8.12% | -8.66% | 21.74% | 2.17% | 19.13% | -11.64% | 6.03% |
Correlation
The correlation between EIF.TO and ^GSPTSE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2006 | 0.30 |
The correlation between EIF.TO and ^GSPTSE shifts across timeframes, from 0.30 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EIF.TO vs. ^GSPTSE — Risk / Return Rank
EIF.TO
^GSPTSE
EIF.TO vs. ^GSPTSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exchange Income Corporation (EIF.TO) and S&P/TSX Composite Index (^GSPTSE). 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.
| EIF.TO | ^GSPTSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.38 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 10.27 | 3.01 | +7.26 |
| Martin ratioReturn relative to average drawdown | 30.00 | 13.23 | +16.77 |
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Drawdowns
EIF.TO vs. ^GSPTSE - Drawdown Comparison
The maximum EIF.TO drawdown since its inception was -68.18%, which is greater than ^GSPTSE's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for EIF.TO and ^GSPTSE.
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Drawdown Indicators
| EIF.TO | ^GSPTSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -49.99% | -18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -9.33% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.24% | -12.79% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -17.57% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -68.18% | -37.43% | -30.75% |
Current DrawdownCurrent decline from peak | -4.91% | -1.29% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -11.45% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.12% | +1.22% |
Volatility
EIF.TO vs. ^GSPTSE - Volatility Comparison
Exchange Income Corporation (EIF.TO) has a higher volatility of 6.63% compared to S&P/TSX Composite Index (^GSPTSE) at 2.08%. This indicates that EIF.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIF.TO | ^GSPTSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 2.08% | +4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 21.20% | 10.64% | +10.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.15% | 13.15% | +13.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.08% | 13.20% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.77% | 15.09% | +17.68% |
Frequently Asked Questions
EIF.TO and ^GSPTSE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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