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KUYAF vs. EIT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KUYAF vs. EIT-UN.TO

Last updated Jun 4, 2026

KUYAF (Kuya Silver Corp) is a stock, while EIT-UN.TO (Canoe EIT Income Fund) is Diversified Portfolio fund actively managed by Canoe. Over the past 5 years, KUYAF returned -17.66%/yr vs 124.78%/yr for EIT-UN.TO. At a 0.19 correlation, their price movements are largely independent.

Performance

KUYAF vs. EIT-UN.TO - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, KUYAF achieves a -20.62% return, which is significantly lower than EIT-UN.TO's 26.21% return.

KUYAF

1D
-1.10%
1M
-5.23%
YTD
-20.62%
6M
20.07%
1Y
180.95%
3Y*
31.05%
5Y*
-17.66%
10Y*
—

EIT-UN.TO

1D
22.76%
1M
21.68%
YTD
26.21%
6M
34.50%
1Y
24.01%
3Y*
20.71%
5Y*
124.78%
10Y*
117.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
KUYAF
Kuya Silver Corp		-20.62%342.19%-5.85%-34.67%-58.80%-68.55%173.18%-70.58%-0.69%
EIT-UN.TO
Canoe EIT Income Fund		26.21%8.40%18.12%8.35%3.10%4,195.80%2,015.45%18.06%-10.13%

Correlation

The correlation between KUYAF and EIT-UN.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2018

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Kuya Silver Corp

Canoe EIT Income Fund

Often compared with KUYAF:
KUYAF vs. DSVSFKUYAF vs. AG.TOKUYAF vs. SILJKUYAF vs. SLVKUYAF vs. CNC.VKUYAF vs. BBD-A.TOKUYAF vs. AEM.TO
Often compared with EIT-UN.TO:
EIT-UN.TO vs. HDIV.TOEIT-UN.TO vs. DFN.TOEIT-UN.TO vs. MNS.TOEIT-UN.TO vs. HDIF.TOEIT-UN.TO vs. ZWC.TOEIT-UN.TO vs. HYLD.TOEIT-UN.TO vs. XEQT.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KUYAF
KUYAF Risk / Return Rank: 8585
Overall Rank
KUYAF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
KUYAF Sortino Ratio Rank: 8383
Sortino Ratio Rank
KUYAF Omega Ratio Rank: 7878
Omega Ratio Rank
KUYAF Calmar Ratio Rank: 8989
Calmar Ratio Rank
KUYAF Martin Ratio Rank: 8787
Martin Ratio Rank
EIT-UN.TO
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.

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

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

KUYAFEIT-UN.TODifference
Sharpe ratioReturn per unit of total volatility
1.89
0.94

+0.95

Sortino ratioReturn per unit of downside risk
2.51
2.38

+0.12

Omega ratioGain probability vs. loss probability

1.29

1.69

-0.40

Calmar ratioReturn relative to maximum drawdown

4.30

11.06

-6.75

Martin ratioReturn relative to average drawdown

9.93

26.71

-16.78

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current KUYAF Sharpe Ratio is 1.89, which is higher than the EIT-UN.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of KUYAF and EIT-UN.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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Sharpe Ratios by Period

KUYAFEIT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.94

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.11

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.12

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.09

-0.25

Drawdowns

KUYAF vs. EIT-UN.TO - Drawdown Comparison

The maximum KUYAF drawdown since its inception was -96.76%, which is greater than EIT-UN.TO's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for KUYAF and EIT-UN.TO.

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Drawdown Indicators

KUYAFEIT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-96.76%

-54.80%

-41.96%

Max Drawdown (1Y)

Largest decline over 1 year

-42.31%

-2.18%

-40.13%

Max Drawdown (3Y)

Largest decline over 3 years

-57.03%

-10.16%

-46.87%

Max Drawdown (5Y)

Largest decline over 5 years

-90.81%

-22.40%

-68.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-54.80%

—

Current Drawdown

Current decline from peak

-86.65%

0.00%

-86.65%

Average Drawdown

Average peak-to-trough decline

-80.70%

-6.33%

-74.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.30%

6.75%

+11.55%

Volatility

KUYAF vs. EIT-UN.TO - Volatility Comparison

Kuya Silver Corp (KUYAF) has a higher volatility of 24.78% compared to Canoe EIT Income Fund (EIT-UN.TO) at 20.58%. This indicates that KUYAF's price experiences larger fluctuations and is considered to be riskier than EIT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KUYAFEIT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.78%

20.58%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

71.82%

21.13%

+50.69%

Volatility (1Y)

Calculated over the trailing 1-year period

96.14%

25.66%

+70.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.16%

1,192.51%

-1,103.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.23%

1,019.40%

-904.17%

Dividends

KUYAF vs. EIT-UN.TO - Dividend Comparison

KUYAF has not paid dividends to shareholders, while EIT-UN.TO's dividend yield for the trailing twelve months is around 10.19%.

PositionTTM20252024202320222021202020192018201720162015
EIT-UN.TO
Canoe EIT Income Fund		10.19%12.56%7.90%9.29%8.97%104.98%108.64%11.53%11.62%11.01%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

KUYAF and EIT-UN.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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