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KUYAF vs. XIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KUYAF vs. XIU.TO

Last updated Jun 9, 2026

KUYAF (Kuya Silver Corp) is a stock, while XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index. Over the past 5 years, KUYAF returned -19.02%/yr vs 11.17%/yr for XIU.TO. At a 0.15 correlation, their price movements are largely independent.

Performance

KUYAF vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kuya Silver Corp (KUYAF) and iShares S&P/TSX 60 Index ETF (XIU.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 XIU.TO is traded in CAD. To make them comparable, the XIU.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 -32.46% return, which is significantly lower than XIU.TO's 7.79% return.

KUYAF

1D
0.17%
1M
-29.88%
YTD
-32.46%
6M
19.17%
1Y
97.71%
3Y*
19.27%
5Y*
-19.02%
10Y*
—

XIU.TO

1D
0.04%
1M
0.31%
YTD
7.79%
6M
10.88%
1Y
28.64%
3Y*
20.84%
5Y*
11.17%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KUYAF vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
KUYAF
Kuya Silver Corp		-32.46%342.19%-5.85%-34.67%-58.80%-68.55%173.18%-70.58%-0.69%
XIU.TO
iShares S&P/TSX 60 Index ETF		7.73%35.06%11.31%14.58%-11.93%28.12%7.83%27.04%-9.49%

Correlation

The correlation between KUYAF and XIU.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.21

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

0.22

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

0.15

The correlation between KUYAF and XIU.TO shifts across timeframes, from 0.15 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Kuya Silver Corp

iShares S&P/TSX 60 Index ETF

Often compared with KUYAF:
KUYAF vs. DSVSFKUYAF vs. AG.TOKUYAF vs. SILJKUYAF vs. SLVKUYAF vs. CNC.VKUYAF vs. BBD-A.TOKUYAF vs. EIT-UN.TO
Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

Return for Risk

KUYAF vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KUYAF
KUYAF Risk / Return Rank: 7575
Overall Rank
KUYAF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KUYAF Sortino Ratio Rank: 7474
Sortino Ratio Rank
KUYAF Omega Ratio Rank: 7070
Omega Ratio Rank
KUYAF Calmar Ratio Rank: 7979
Calmar Ratio Rank
KUYAF Martin Ratio Rank: 7777
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 8686
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
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.

KUYAF vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kuya Silver Corp (KUYAF) and iShares S&P/TSX 60 Index ETF (XIU.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.

KUYAFXIU.TODifference
Sharpe ratioReturn per unit of total volatility
1.03
2.25

-1.22

Sortino ratioReturn per unit of downside risk
1.85
3.03

-1.18

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

2.32

3.55

-1.23

Martin ratioReturn relative to average drawdown

5.26

15.31

-10.05

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. XIU.TO - Sharpe Ratio Comparison

The current KUYAF Sharpe Ratio is 1.03, which is lower than the XIU.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of KUYAF and XIU.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

KUYAFXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.25

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.78

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.72

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.39

-0.57

Drawdowns

KUYAF vs. XIU.TO - Drawdown Comparison

The maximum KUYAF drawdown since its inception was -96.76%, which is greater than XIU.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for KUYAF and XIU.TO.

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Drawdown Indicators

KUYAFXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-96.76%

-59.23%

-37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-42.31%

-8.10%

-34.21%

Max Drawdown (3Y)

Largest decline over 3 years

-57.03%

-12.38%

-44.65%

Max Drawdown (5Y)

Largest decline over 5 years

-90.26%

-24.07%

-66.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.99%

—

Current Drawdown

Current decline from peak

-88.64%

-1.98%

-86.66%

Average Drawdown

Average peak-to-trough decline

-80.71%

-10.95%

-69.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.66%

1.88%

+16.78%

Volatility

KUYAF vs. XIU.TO - Volatility Comparison

Kuya Silver Corp (KUYAF) has a higher volatility of 28.17% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.91%. This indicates that KUYAF's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KUYAFXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.17%

3.91%

+24.26%

Volatility (6M)

Calculated over the trailing 6-month period

73.19%

9.99%

+63.20%

Volatility (1Y)

Calculated over the trailing 1-year period

95.67%

12.80%

+82.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.33%

14.47%

+74.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.28%

16.46%

+98.82%

Dividends

KUYAF vs. XIU.TO - Dividend Comparison

KUYAF has not paid dividends to shareholders, while XIU.TO's dividend yield for the trailing twelve months is around 2.21%.

PositionTTM20252024202320222021202020192018201720162015
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%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

KUYAF and XIU.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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