EIF.TO vs. ^GSPTSE

Last updated Apr 2, 2026

Compare and contrast key facts about Exchange Income Corporation (EIF.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).

Performance

EIF.TO vs. ^GSPTSE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Exchange Income Corporation (EIF.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). The values are adjusted to include any dividend payments, if applicable.

EIF.TO vs. ^GSPTSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIF.TO Exchange Income Corporation	31.00%	45.29%	37.59%	-9.76%	31.82%	21.59%	-11.59%	67.92%	-15.09%	-9.33%
^GSPTSE S&P TSX Composite Index (Canada)	3.93%	28.25%	17.99%	8.12%	-8.66%	21.74%	2.17%	19.13%	-11.64%	6.03%

Returns By Period

In the year-to-date period, EIF.TO achieves a 31.00% return, which is significantly higher than ^GSPTSE's 3.93% return. Over the past 10 years, EIF.TO has outperformed ^GSPTSE with an annualized return of 21.12%, while ^GSPTSE has yielded a comparatively lower 9.38% annualized return.

EIF.TO

• 1D: 2.16%
• 1M: 1.68%
• YTD: 31.00%
• 6M: 47.31%
• 1Y: 122.31%
• 3Y*: 31.90%
• 5Y*: 26.97%
• 10Y*: 21.12%

^GSPTSE

• 1D: 0.58%
• 1M: -4.58%
• YTD: 3.93%
• 6M: 9.47%
• 1Y: 31.66%
• 3Y*: 17.92%
• 5Y*: 11.66%
• 10Y*: 9.38%

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

Return for Risk

EIF.TO vs. ^GSPTSE — Risk / Return Rank

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

EIF.TO

EIF.TO Risk / Return Rank: 99
EIF.TO Sharpe Ratio Rank: 99
EIF.TO Sortino Ratio Rank: 99
EIF.TO Omega Ratio Rank: 99
EIF.TO Calmar Ratio Rank: 99
EIF.TO Martin Ratio Rank: 99

^GSPTSE

^GSPTSE Risk / Return Rank: 94
^GSPTSE Sharpe Ratio Rank: 95
^GSPTSE Sortino Ratio Rank: 95
^GSPTSE Omega Ratio Rank: 96
^GSPTSE Calmar Ratio Rank: 92
^GSPTSE Martin Ratio Rank: 92

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.

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 (Canada) (^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.

	EIF.TO	^GSPTSE	Difference
Sharpe ratio Return per unit of total volatility	5.09	2.07	+3.02
Sortino ratio Return per unit of downside risk	6.37	2.64	+3.73
Omega ratio Gain probability vs. loss probability	1.84	1.41	+0.43
Calmar ratio Return relative to maximum drawdown	12.80	2.92	+9.88
Martin ratio Return relative to average drawdown	41.09	12.92	+28.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIF.TO vs. ^GSPTSE - Sharpe Ratio Comparison

The current EIF.TO Sharpe Ratio is 5.09, which is higher than the ^GSPTSE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EIF.TO and ^GSPTSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EIF.TO	^GSPTSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.09	2.07	+3.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.16	0.90	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.63	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.43	+0.22

Correlation

The correlation between EIF.TO and ^GSPTSE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	EIF.TO	^GSPTSE	Difference
Max Drawdown Largest peak-to-trough decline	-68.18%	-49.99%	-18.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.57%	-11.07%	+1.50%
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 Drawdown Current decline from peak	-1.94%	-4.58%	+2.64%
Average Drawdown Average peak-to-trough decline	-9.75%	-11.55%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.50%	+0.48%

Volatility

EIF.TO vs. ^GSPTSE - Volatility Comparison

Exchange Income Corporation (EIF.TO) has a higher volatility of 8.32% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 5.56%. 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.

Volatility by Period

	EIF.TO	^GSPTSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	5.56%	+2.76%
Volatility (6M) Calculated over the trailing 6-month period	17.41%	10.92%	+6.49%
Volatility (1Y) Calculated over the trailing 1-year period	24.18%	15.37%	+8.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.31%	13.07%	+10.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.47%	15.06%	+17.41%