EIF.TO vs. ^TNX

Last updated Apr 2, 2026

Compare and contrast key facts about Exchange Income Corporation (EIF.TO) and Treasury Yield 10 Years (^TNX).

Performance

EIF.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Exchange Income Corporation (EIF.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

EIF.TO vs. ^TNX - 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%
^TNX Treasury Yield 10 Years	5.06%	-13.14%	28.45%	-2.53%	174.83%	63.40%	-53.02%	-32.07%	21.16%	-7.94%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, EIF.TO achieves a 31.00% return, which is significantly higher than ^TNX's 5.06% return. Over the past 10 years, EIF.TO has outperformed ^TNX with an annualized return of 21.12%, while ^TNX has yielded a comparatively lower 9.92% 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%

^TNX

• 1D: 0.05%
• 1M: 8.43%
• YTD: 5.06%
• 6M: 4.89%
• 1Y: 0.97%
• 3Y*: 8.32%
• 5Y*: 23.30%
• 10Y*: 9.92%

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

Return for Risk

EIF.TO vs. ^TNX — 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

^TNX

^TNX Risk / Return Rank: 22
^TNX Sharpe Ratio Rank: 26
^TNX Sortino Ratio Rank: 23
^TNX Omega Ratio Rank: 22
^TNX Calmar Ratio Rank: 19
^TNX Martin Ratio Rank: 18

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. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exchange Income Corporation (EIF.TO) and Treasury Yield 10 Years (^TNX). 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	^TNX	Difference
Sharpe ratio Return per unit of total volatility	5.09	0.05	+5.04
Sortino ratio Return per unit of downside risk	6.37	0.21	+6.16
Omega ratio Gain probability vs. loss probability	1.84	1.02	+0.82
Calmar ratio Return relative to maximum drawdown	12.80	-0.12	+12.91
Martin ratio Return relative to average drawdown	41.09	-0.20	+41.29
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. ^TNX - Sharpe Ratio Comparison

The current EIF.TO Sharpe Ratio is 5.09, which is higher than the ^TNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of EIF.TO and ^TNX, 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	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.09	0.05	+5.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.16	0.69	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.21	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.07	+0.57

Correlation

The correlation between EIF.TO and ^TNX is 0.06, 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. ^TNX - Drawdown Comparison

The maximum EIF.TO drawdown since its inception was -68.18%, smaller than the maximum ^TNX drawdown of -84.33%. Use the drawdown chart below to compare losses from any high point for EIF.TO and ^TNX.

Drawdown Indicators

	EIF.TO	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-68.18%	-93.78%	+25.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.57%	-13.99%	+4.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.47%	-31.74%	+10.27%
Max Drawdown (10Y) Largest decline over 10 years	-68.18%	-84.57%	+16.39%
Current Drawdown Current decline from peak	-1.94%	-46.17%	+44.23%
Average Drawdown Average peak-to-trough decline	-9.75%	-51.38%	+41.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	8.39%	-5.41%

Volatility

EIF.TO vs. ^TNX - Volatility Comparison

Exchange Income Corporation (EIF.TO) has a higher volatility of 8.32% compared to Treasury Yield 10 Years (^TNX) at 6.30%. This indicates that EIF.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIF.TO	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	6.30%	+2.02%
Volatility (6M) Calculated over the trailing 6-month period	17.41%	11.34%	+6.07%
Volatility (1Y) Calculated over the trailing 1-year period	24.18%	19.20%	+4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.31%	33.89%	-10.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.47%	48.45%	-15.98%