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EUAD vs. SOBO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUAD vs. SOBO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select STOXX Europe Aerospace & Defense ETF (EUAD) and South Bow Corp (SOBO.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUAD achieves a -2.37% return, which is significantly lower than SOBO.TO's 40.47% return.


EUAD

1D
-0.77%
1M
5.27%
YTD
-2.37%
6M
-0.54%
1Y
3.14%
3Y*
5Y*
10Y*

SOBO.TO

1D
1.07%
1M
2.17%
YTD
40.47%
6M
44.56%
1Y
51.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUAD vs. SOBO.TO - Yearly Performance Comparison


2026 (YTD)20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
-2.37%74.51%-6.86%
SOBO.TO
South Bow Corp
40.47%25.61%-7.25%

Correlation

The correlation between EUAD and SOBO.TO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2024

-0.04

The correlation between EUAD and SOBO.TO shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUAD vs. SOBO.TO — Risk / Return Rank

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

EUAD
EUAD Risk / Return Rank: 1111
Overall Rank
EUAD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 1111
Sortino Ratio Rank
EUAD Omega Ratio Rank: 1111
Omega Ratio Rank
EUAD Calmar Ratio Rank: 1111
Calmar Ratio Rank
EUAD Martin Ratio Rank: 1111
Martin Ratio Rank

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
Martin Ratio Rank
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.

EUAD vs. SOBO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and South Bow Corp (SOBO.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.


EUADSOBO.TODifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

1.04

1.41

-0.37

Calmar ratioReturn relative to maximum drawdown

0.13

4.00

-3.87

Martin ratioReturn relative to average drawdown

0.30

11.44

-11.14

EUAD vs. SOBO.TO - Sharpe Ratio Comparison

The current EUAD Sharpe Ratio is 0.09, which is lower than the SOBO.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of EUAD and SOBO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUAD vs. SOBO.TO - Drawdown Comparison

The maximum EUAD drawdown since its inception was -22.04%, smaller than the maximum SOBO.TO drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for EUAD and SOBO.TO.


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Drawdown Indicators


EUADSOBO.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-27.09%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-22.04%

-12.68%

-9.36%

Current Drawdown

Current decline from peak

-14.81%

-0.27%

-14.54%

Average Drawdown

Average peak-to-trough decline

-5.88%

-4.27%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.34%

4.44%

+4.90%

Volatility

EUAD vs. SOBO.TO - Volatility Comparison

Select STOXX Europe Aerospace & Defense ETF (EUAD) has a higher volatility of 9.65% compared to South Bow Corp (SOBO.TO) at 7.11%. This indicates that EUAD's price experiences larger fluctuations and is considered to be riskier than SOBO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUADSOBO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

7.11%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

14.83%

+9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

20.22%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.90%

44.59%

-14.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

44.59%

-14.69%

Dividends

EUAD vs. SOBO.TO - Dividend Comparison

EUAD's dividend yield for the trailing twelve months is around 0.41%, less than SOBO.TO's 5.18% yield.


PositionTTM20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%

Frequently Asked Questions


EUAD and SOBO.TO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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