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KXS.TO vs. SHOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KXS.TO vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Kinaxis Inc. (KXS.TO) and Shopify Inc. (SHOP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, KXS.TO achieves a -3.04% return, which is significantly higher than SHOP's -30.88% return. Over the past 10 years, KXS.TO has underperformed SHOP with an annualized return of 12.48%, while SHOP has yielded a comparatively higher 44.67% annualized return.


KXS.TO

1D
4.17%
1M
20.15%
YTD
-3.04%
6M
-4.82%
1Y
-14.77%
3Y*
-3.40%
5Y*
4.37%
10Y*
12.48%

SHOP

1D
-5.40%
1M
6.21%
YTD
-30.88%
6M
-31.39%
1Y
6.31%
3Y*
21.40%
5Y*
0.96%
10Y*
44.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KXS.TO vs. SHOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KXS.TO
Kinaxis Inc.
-3.04%-0.03%16.43%-2.11%-14.33%-1.67%80.30%51.78%-14.18%22.86%
SHOP
Shopify Inc.
-30.88%44.44%48.22%119.49%-73.00%20.58%179.90%173.05%48.70%120.59%

Correlation

The correlation between KXS.TO and SHOP is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.40

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

0.46

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

0.42

Correlation (All Time)
Calculated using the full available price history since May 22, 2015

0.39

Fundamentals

Market Cap

KXS.TO:

CA$4.75B

SHOP:

$142.77B

EPS

KXS.TO:

CA$2.92

SHOP:

$1.02

PE Ratio

KXS.TO:

57.43

SHOP:

107.53

PEG Ratio

KXS.TO:

0.00

SHOP:

0.21

PS Ratio

KXS.TO:

8.32

SHOP:

15.58

PB Ratio

KXS.TO:

12.11

SHOP:

11.42

Total Revenue (TTM)

KXS.TO:

CA$578.63M

SHOP:

$9.20B

Gross Profit (TTM)

KXS.TO:

CA$363.09M

SHOP:

$5.93B

EBITDA (TTM)

KXS.TO:

CA$133.29M

SHOP:

$1.60B

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Return for Risk

KXS.TO vs. SHOP — Risk / Return Rank

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

KXS.TO
KXS.TO Risk / Return Rank: 2424
Overall Rank
KXS.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KXS.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
KXS.TO Omega Ratio Rank: 2121
Omega Ratio Rank
KXS.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
KXS.TO Martin Ratio Rank: 2929
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 4444
Overall Rank
SHOP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4343
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4343
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4343
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4444
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.

KXS.TO vs. SHOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinaxis Inc. (KXS.TO) and Shopify Inc. (SHOP). 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.


KXS.TOSHOPDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

0.94

1.07

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.37

0.13

-0.50

Martin ratioReturn relative to average drawdown

-0.69

0.28

-0.98

KXS.TO vs. SHOP - Sharpe Ratio Comparison

The current KXS.TO Sharpe Ratio is -0.46, which is lower than the SHOP Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of KXS.TO and SHOP, 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


KXS.TOSHOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

0.11

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.02

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.77

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.73

-0.09

Drawdowns

KXS.TO vs. SHOP - Drawdown Comparison

The maximum KXS.TO drawdown since its inception was -48.17%, smaller than the maximum SHOP drawdown of -83.42%. Use the drawdown chart below to compare losses from any high point for KXS.TO and SHOP.


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Drawdown Indicators


KXS.TOSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-48.17%

-83.42%

+35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-43.04%

-47.61%

+4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-43.04%

-47.61%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-48.17%

-83.42%

+35.25%

Max Drawdown (10Y)

Largest decline over 10 years

-48.17%

-83.42%

+35.25%

Current Drawdown

Current decline from peak

-26.75%

-38.83%

+12.08%

Average Drawdown

Average peak-to-trough decline

-18.22%

-27.14%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.68%

22.21%

+0.47%

Volatility

KXS.TO vs. SHOP - Volatility Comparison

Kinaxis Inc. (KXS.TO) and Shopify Inc. (SHOP) have volatilities of 19.32% and 18.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KXS.TOSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

18.60%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

30.40%

43.27%

-12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

34.16%

56.91%

-22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.94%

64.22%

-29.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.38%

58.01%

-21.63%

Dividends

KXS.TO vs. SHOP - Dividend Comparison

Neither KXS.TO nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

KXS.TO vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Kinaxis Inc. and Shopify Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
162.85M
0
(KXS.TO) Total Revenue
(SHOP) Total Revenue
Please note, different currencies. KXS.TO values in CAD, SHOP values in USD

Frequently Asked Questions


KXS.TO and SHOP have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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