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KEY.TO vs. RUD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KEY.TO vs. RUD.TO

Last updated Jul 2, 2026
See Documentation

KEY.TO (Keyera Corp.) is a stock, while RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) is Large Cap Blend Equities fund actively managed by RBC. Over the past 10 years, KEY.TO returned 9.84%/yr vs 17.15%/yr for RUD.TO. At a 0.17 correlation, their price movements are largely independent.

Performance

KEY.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Keyera Corp. (KEY.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KEY.TO achieves a 31.99% return, which is significantly higher than RUD.TO's 12.00% return. Over the past 10 years, KEY.TO has underperformed RUD.TO with an annualized return of 9.84%, while RUD.TO has yielded a comparatively higher 17.15% annualized return.

KEY.TO

1D
-0.82%
1M
0.52%
YTD
31.99%
6M
31.99%
1Y
33.58%
3Y*
29.43%
5Y*
17.67%
10Y*
9.84%

RUD.TO

1D
0.62%
1M
2.41%
YTD
12.00%
6M
12.00%
1Y
22.78%
3Y*
18.77%
5Y*
16.29%
10Y*
17.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEY.TO vs. RUD.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
KEY.TO
Keyera Corp.		31.99%5.09%44.62%15.15%10.48%34.75%-27.27%39.64%-23.29%-8.60%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		12.00%7.35%25.76%23.90%-15.14%54.34%13.61%25.93%6.03%14.39%

Correlation

The correlation between KEY.TO and RUD.TO is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2014

0.17

The correlation between KEY.TO and RUD.TO shifts across timeframes, from -0.17 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Keyera Corp.

RBC Quant U.S. Dividend Leaders ETF (CAD)

Often compared with KEY.TO:
KEY.TO vs. PPL.TOKEY.TO vs. ENB.TOKEY.TO vs. TRPKEY.TO vs. CNQ.TOKEY.TO vs. EMA.TOKEY.TO vs. ENBKEY.TO vs. ^TNX
Often compared with RUD.TO:
RUD.TO vs. VGG.TORUD.TO vs. ZUQ.TORUD.TO vs. ZGQ.TORUD.TO vs. CEW.TORUD.TO vs. FCUV.TORUD.TO vs. XGRO.TORUD.TO vs. QQC.TO

Return for Risk

KEY.TO vs. RUD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KEY.TO
KEY.TO Risk / Return Rank: 8181
Overall Rank
KEY.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KEY.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
KEY.TO Omega Ratio Rank: 7979
Omega Ratio Rank
KEY.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
KEY.TO Martin Ratio Rank: 8383
Martin Ratio Rank
RUD.TO
RUD.TO Risk / Return Rank: 7171
Overall Rank
RUD.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 6868
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 7777
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.

KEY.TO vs. RUD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keyera Corp. (KEY.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.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.

KEY.TORUD.TODifference
Sharpe ratioReturn per unit of total volatility
1.53
1.84

-0.31

Sortino ratioReturn per unit of downside risk
2.01
2.52

-0.51

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.46

3.44

-0.99

Martin ratioReturn relative to average drawdown

6.88

12.23

-5.35

KEY.TO vs. RUD.TO - Sharpe Ratio Comparison

The current KEY.TO Sharpe Ratio is 1.53, which is comparable to the RUD.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of KEY.TO and RUD.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

KEY.TO vs. RUD.TO - Drawdown Comparison

The maximum KEY.TO drawdown since its inception was -72.62%, which is greater than RUD.TO's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for KEY.TO and RUD.TO.

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Drawdown Indicators

KEY.TORUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.62%

-35.99%

-36.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-6.65%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-28.31%

+11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-28.31%

+8.21%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-35.99%

-35.32%

Current Drawdown

Current decline from peak

-2.73%

0.00%

-2.73%

Average Drawdown

Average peak-to-trough decline

-10.87%

-10.07%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

1.87%

+3.10%

Volatility

KEY.TO vs. RUD.TO - Volatility Comparison

Keyera Corp. (KEY.TO) has a higher volatility of 5.44% compared to RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) at 3.81%. This indicates that KEY.TO's price experiences larger fluctuations and is considered to be riskier than RUD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KEY.TORUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

3.81%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.39%

9.36%

+9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

12.41%

+9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

34.43%

-13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.12%

44.70%

-14.58%

Dividends

KEY.TO vs. RUD.TO - Dividend Comparison

KEY.TO's dividend yield for the trailing twelve months is around 3.79%, more than RUD.TO's 1.37% yield.

PositionTTM20252024202320222021202020192018201720162015
KEY.TO
Keyera Corp.		3.79%4.82%4.64%6.12%6.49%6.73%8.49%5.44%6.70%4.66%3.80%4.33%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.37%1.38%3.43%5.24%5.51%3.38%5.73%6.77%7.06%6.23%6.07%7.42%

Frequently Asked Questions

KEY.TO and RUD.TO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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