EIT-UN.TO vs. KUYAF

Last updated Jun 9, 2026

EIT-UN.TO (Canoe EIT Income Fund) is Diversified Portfolio fund actively managed by Canoe, while KUYAF (Kuya Silver Corp) is a stock. Over the past 5 years, EIT-UN.TO returned 16.99%/yr vs -16.70%/yr for KUYAF. At a 0.16 correlation, their price movements are largely independent.

Performance

EIT-UN.TO vs. KUYAF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canoe EIT Income Fund (EIT-UN.TO) and Kuya Silver Corp (KUYAF). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, EIT-UN.TO achieves a 13.19% return, which is significantly higher than KUYAF's -31.23% return.

EIT-UN.TO

• 1D: 0.12%
• 1M: 1.76%
• YTD: 13.19%
• 6M: 14.28%
• 1Y: 20.10%
• 3Y*: 20.41%
• 5Y*: 16.99%
• 10Y*: 15.69%

KUYAF

• 1D: 0.45%
• 1M: -28.42%
• YTD: -31.23%
• 6M: 20.12%
• 1Y: 101.72%
• 3Y*: 20.97%
• 5Y*: -16.70%
• 10Y*: —

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

EIT-UN.TO vs. KUYAF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EIT-UN.TO Canoe EIT Income Fund	13.19%	11.81%	27.99%	5.94%	10.49%	49.02%	7.74%	12.45%	-4.27%
KUYAF Kuya Silver Corp	-31.23%	322.00%	2.12%	-36.23%	-56.19%	-68.57%	166.69%	-71.79%	4.90%

Correlation

The correlation between EIT-UN.TO and KUYAF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Mar 12, 2018	0.16

Return for Risk

EIT-UN.TO vs. KUYAF — Risk / Return Rank

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

EIT-UN.TO

EIT-UN.TO Risk / Return Rank: 71
EIT-UN.TO Sharpe Ratio Rank: 67
EIT-UN.TO Sortino Ratio Rank: 74
EIT-UN.TO Omega Ratio Rank: 65
EIT-UN.TO Calmar Ratio Rank: 78
EIT-UN.TO Martin Ratio Rank: 72

KUYAF

KUYAF Risk / Return Rank: 75
KUYAF Sharpe Ratio Rank: 74
KUYAF Sortino Ratio Rank: 74
KUYAF Omega Ratio Rank: 70
KUYAF Calmar Ratio Rank: 79
KUYAF Martin Ratio Rank: 77

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.

EIT-UN.TO vs. KUYAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and Kuya Silver Corp (KUYAF). 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.

	EIT-UN.TO	KUYAF	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.08	+1.22
Sortino ratio: Return per unit of downside risk	3.46	1.88	+1.58
Omega ratio: Gain probability vs. loss probability	1.42	1.22	+0.21
Calmar ratio: Return relative to maximum drawdown	3.40	2.42	+0.98
Martin ratio: Return relative to average drawdown	13.03	5.55	+7.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIT-UN.TO vs. KUYAF - Sharpe Ratio Comparison

The current EIT-UN.TO Sharpe Ratio is 2.29, which is higher than the KUYAF Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EIT-UN.TO and KUYAF, 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

	EIT-UN.TO	KUYAF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	1.08	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.40	-0.19	+1.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	-0.17	+0.62

Drawdowns

EIT-UN.TO vs. KUYAF - Drawdown Comparison

The maximum EIT-UN.TO drawdown since its inception was -63.56%, smaller than the maximum KUYAF drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and KUYAF.

Drawdown Indicators

	EIT-UN.TO	KUYAF	Difference
Max Drawdown Largest peak-to-trough decline	-63.56%	-96.73%	+33.17%
Max Drawdown (1Y) Largest decline over 1 year	-5.93%	-42.23%	+36.30%
Max Drawdown (3Y) Largest decline over 3 years	-9.45%	-56.34%	+46.89%
Max Drawdown (5Y) Largest decline over 5 years	-15.57%	-89.17%	+73.60%
Max Drawdown (10Y) Largest decline over 10 years	-50.36%	—	—
Current Drawdown Current decline from peak	-0.52%	-88.13%	+87.61%
Average Drawdown Average peak-to-trough decline	-8.81%	-80.94%	+72.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	18.41%	-16.86%

Volatility

EIT-UN.TO vs. KUYAF - Volatility Comparison

The current volatility for Canoe EIT Income Fund (EIT-UN.TO) is 2.55%, while Kuya Silver Corp (KUYAF) has a volatility of 28.26%. This indicates that EIT-UN.TO experiences smaller price fluctuations and is considered to be less risky than KUYAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIT-UN.TO	KUYAF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	28.26%	-25.71%
Volatility (6M) Calculated over the trailing 6-month period	7.53%	73.25%	-65.72%
Volatility (1Y) Calculated over the trailing 1-year period	8.82%	95.29%	-86.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.22%	89.28%	-77.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	115.54%	-98.01%

Dividends

EIT-UN.TO vs. KUYAF - Dividend Comparison

EIT-UN.TO's dividend yield for the trailing twelve months is around 6.95%, while KUYAF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIT-UN.TO Canoe EIT Income Fund	6.95%	7.64%	7.90%	9.29%	8.97%	9.08%	12.20%	11.53%	11.65%	10.16%	10.06%	10.71%
KUYAF Kuya Silver Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EIT-UN.TO and KUYAF in my portfolio?

EIT-UN.TO and KUYAF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.