ENB-PD.TO vs. CYH.TO
ENB-PD.TO (Enbridge Inc.) is a stock, while CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged)) is Global Equities fund tracking the Morningstar Gbl GR CAD. Over the past 10 years, ENB-PD.TO returned 11.89%/yr vs 7.49%/yr for CYH.TO. At a 0.20 correlation, their price movements are largely independent.
Performance
ENB-PD.TO vs. CYH.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ENB-PD.TO achieves a 13.62% return, which is significantly higher than CYH.TO's 12.92% return. Over the past 10 years, ENB-PD.TO has outperformed CYH.TO with an annualized return of 11.89%, while CYH.TO has yielded a comparatively lower 7.49% annualized return.
ENB-PD.TO
- 1D
- 0.42%
- 1M
- 6.03%
- 6M
- 15.10%
- YTD
- 13.62%
- 1Y
- 25.41%
- 3Y*
- 21.12%
- 5Y*
- 12.99%
- 10Y*
- 11.89%
- ALL TIME*
- 5.70%
CYH.TO
- 1D
- 0.55%
- 1M
- 3.66%
- 6M
- 10.09%
- YTD
- 12.92%
- 1Y
- 21.54%
- 3Y*
- 16.23%
- 5Y*
- 10.01%
- 10Y*
- 7.49%
- ALL TIME*
- 6.66%
ENB-PD.TO vs. CYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENB-PD.TO Enbridge Inc. | 13.62% | 21.84% | 24.80% | 3.12% | -8.74% | 52.90% | -6.20% | 1.97% | -10.49% | 21.15% |
CYH.TO iShares Global Monthly Dividend Index ETF (CAD-Hedged) | 12.92% | 18.78% | 12.28% | 3.85% | -2.46% | 23.39% | -8.70% | 9.23% | -6.21% | 13.17% |
Correlation
The correlation between ENB-PD.TO and CYH.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2012 | 0.20 |
The correlation between ENB-PD.TO and CYH.TO shifts across timeframes, from 0.04 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ENB-PD.TO vs. CYH.TO — Risk / Return Rank
ENB-PD.TO
CYH.TO
ENB-PD.TO vs. CYH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PD.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO). 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.
| ENB-PD.TO | CYH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.38 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 6.12 | 4.09 | +2.03 |
| Martin ratioReturn relative to average drawdown | 23.48 | 14.84 | +8.63 |
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Drawdowns
ENB-PD.TO vs. CYH.TO - Drawdown Comparison
The maximum ENB-PD.TO drawdown since its inception was -49.63%, smaller than the maximum CYH.TO drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for ENB-PD.TO and CYH.TO.
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Drawdown Indicators
| ENB-PD.TO | CYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -61.50% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -5.34% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.01% | -12.12% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.01% | -17.65% | -5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -49.63% | -44.90% | -4.73% |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -10.15% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.46% | -0.38% |
Volatility
ENB-PD.TO vs. CYH.TO - Volatility Comparison
The current volatility for Enbridge Inc. (ENB-PD.TO) is 2.09%, while iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) has a volatility of 3.36%. This indicates that ENB-PD.TO experiences smaller price fluctuations and is considered to be less risky than CYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENB-PD.TO | CYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.36% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.48% | 7.67% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.25% | 10.31% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 13.39% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 17.12% | -0.06% |
Dividends
ENB-PD.TO vs. CYH.TO - Dividend Comparison
ENB-PD.TO's dividend yield for the trailing twelve months is around 5.61%, more than CYH.TO's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYH.TO iShares Global Monthly Dividend Index ETF (CAD-Hedged) | 3.24% | 3.77% | 4.33% | 4.68% | 4.72% | 3.89% | 4.51% | 4.18% | 3.98% | 3.03% | 3.39% | 3.84% |
ENB-PD.TO Enbridge Inc. | 5.61% | 6.19% | 7.05% | 7.79% | 4.81% | 4.20% | 8.15% | 7.03% | 6.50% | 5.07% | 5.83% | 6.19% |
Frequently Asked Questions
ENB-PD.TO and CYH.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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