EIF.TO vs. ^GSPTSE
EIF.TO (Exchange Income Corporation) is a stock, while ^GSPTSE (S&P TSX Composite Index (Canada)) is an index. Over the past 10 years, EIF.TO returned 21.29%/yr vs 9.36%/yr for ^GSPTSE. At a 0.27 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 52.15% return, which is significantly higher than ^GSPTSE's 9.74% return. Over the past 10 years, EIF.TO has outperformed ^GSPTSE with an annualized return of 21.29%, while ^GSPTSE has yielded a comparatively lower 9.36% annualized return.
EIF.TO
- 1D
- -0.55%
- 1M
- 23.90%
- YTD
- 52.15%
- 6M
- 54.63%
- 1Y
- 124.29%
- 3Y*
- 38.20%
- 5Y*
- 31.77%
- 10Y*
- 21.29%
^GSPTSE
- 1D
- -1.05%
- 1M
- 3.46%
- YTD
- 9.74%
- 6M
- 11.68%
- 1Y
- 31.69%
- 3Y*
- 20.23%
- 5Y*
- 11.68%
- 10Y*
- 9.36%
EIF.TO vs. ^GSPTSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIF.TO Exchange Income Corporation | 52.15% | 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) | 9.74% | 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 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 11, 2004 | 0.27 |
The correlation between EIF.TO and ^GSPTSE shifts across timeframes, from 0.27 (all time) to 0.51 (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 (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 ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.45 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 12.78 | 3.41 | +9.37 |
| Martin ratioReturn relative to average drawdown | 37.57 | 15.31 | +22.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIF.TO | ^GSPTSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.98 | 2.51 | +2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.34 | 0.89 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.62 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.44 | +0.23 |
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 | -20.90% | -12.79% | -8.11% |
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 | -0.55% | -1.05% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -9.70% | -11.51% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.07% | +1.25% |
Volatility
EIF.TO vs. ^GSPTSE - Volatility Comparison
Exchange Income Corporation (EIF.TO) has a higher volatility of 11.59% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 3.39%. 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 | 11.59% | 3.39% | +8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 20.52% | 10.30% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.11% | 12.67% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 13.15% | +10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.67% | 15.09% | +17.58% |
Frequently Asked Questions
EIF.TO and ^GSPTSE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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