EXE.TO vs. QQC.TO

Last updated Jun 26, 2026

EXE.TO (Extendicare Inc.) is a stock, while QQC.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, EXE.TO returned 39.82%/yr vs 19.33%/yr for QQC.TO. At a 0.19 correlation, their price movements are largely independent.

Performance

EXE.TO vs. QQC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Extendicare Inc. (EXE.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXE.TO achieves a 65.31% return, which is significantly higher than QQC.TO's 20.68% return.

EXE.TO

• 1D: -1.02%
• 1M: 3.66%
• YTD: 65.31%
• 6M: 65.87%
• 1Y: 158.25%
• 3Y*: 80.51%
• 5Y*: 39.82%
• 10Y*: 22.76%

QQC.TO

• 1D: 0.55%
• 1M: 0.85%
• YTD: 20.68%
• 6M: 19.35%
• 1Y: 37.43%
• 3Y*: 29.74%
• 5Y*: 19.33%
• 10Y*: —

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

EXE.TO vs. QQC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EXE.TO Extendicare Inc.	65.31%	108.12%	54.90%	19.31%	-3.86%	-7.33%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	20.68%	15.38%	35.74%	51.68%	-28.05%	25.39%

Correlation

The correlation between EXE.TO and QQC.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since May 27, 2021	0.19

Return for Risk

EXE.TO vs. QQC.TO — Risk / Return Rank

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

EXE.TO

EXE.TO Risk / Return Rank: 99
EXE.TO Sharpe Ratio Rank: 99
EXE.TO Sortino Ratio Rank: 99
EXE.TO Omega Ratio Rank: 98
EXE.TO Calmar Ratio Rank: 98
EXE.TO Martin Ratio Rank: 99

QQC.TO

QQC.TO Risk / Return Rank: 73
QQC.TO Sharpe Ratio Rank: 80
QQC.TO Sortino Ratio Rank: 74
QQC.TO Omega Ratio Rank: 78
QQC.TO Calmar Ratio Rank: 71
QQC.TO Martin Ratio Rank: 62

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.

EXE.TO vs. QQC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Extendicare Inc. (EXE.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.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.

	EXE.TO	QQC.TO	Difference
Sharpe ratio: Return per unit of total volatility	4.67	2.20	+2.48
Sortino ratio: Return per unit of downside risk	6.29	2.86	+3.43
Omega ratio: Gain probability vs. loss probability	1.78	1.40	+0.38
Calmar ratio: Return relative to maximum drawdown	12.31	3.10	+9.22
Martin ratio: Return relative to average drawdown	35.76	9.64	+26.12

EXE.TO vs. QQC.TO - Sharpe Ratio Comparison

The current EXE.TO Sharpe Ratio is 4.67, which is higher than the QQC.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EXE.TO and QQC.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.

Drawdowns

EXE.TO vs. QQC.TO - Drawdown Comparison

The maximum EXE.TO drawdown since its inception was -79.65%, which is greater than QQC.TO's maximum drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for EXE.TO and QQC.TO.

Drawdown Indicators

	EXE.TO	QQC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-79.65%	-31.81%	-47.84%
Max Drawdown (1Y) Largest decline over 1 year	-12.93%	-12.14%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-22.07%	-22.58%	+0.51%
Max Drawdown (5Y) Largest decline over 5 years	-22.07%	-31.81%	+9.74%
Max Drawdown (10Y) Largest decline over 10 years	-46.29%	—	—
Current Drawdown Current decline from peak	-1.02%	-3.03%	+2.01%
Average Drawdown Average peak-to-trough decline	-20.38%	-7.98%	-12.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	3.89%	+0.55%

Volatility

EXE.TO vs. QQC.TO - Volatility Comparison

Extendicare Inc. (EXE.TO) has a higher volatility of 10.12% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) at 8.54%. This indicates that EXE.TO's price experiences larger fluctuations and is considered to be riskier than QQC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXE.TO	QQC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.12%	8.54%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	23.57%	13.79%	+9.78%
Volatility (1Y) Calculated over the trailing 1-year period	34.09%	17.12%	+16.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.29%	21.12%	+3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.66%	21.00%	+4.66%

Dividends

EXE.TO vs. QQC.TO - Dividend Comparison

EXE.TO's dividend yield for the trailing twelve months is around 1.46%, more than QQC.TO's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXE.TO Extendicare Inc.	1.46%	2.34%	4.52%	6.59%	7.32%	6.58%	7.23%	5.69%	7.56%	5.25%	4.86%	4.97%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.32%	0.39%	0.45%	0.54%	0.91%	0.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EXE.TO and QQC.TO in my portfolio?

EXE.TO and QQC.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.