MDA.TO vs. XCHP.TO
MDA.TO (MDA Space Ltd.) is a stock, while XCHP.TO (iShares Semiconductor Index ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past year, MDA.TO returned 100.04% vs 185.03% for XCHP.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
MDA.TO vs. XCHP.TO - Performance Comparison
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Returns By Period
In the year-to-date period, MDA.TO achieves a 114.15% return, which is significantly higher than XCHP.TO's 103.75% return.
MDA.TO
- 1D
- 2.17%
- 1M
- 37.07%
- YTD
- 114.15%
- 6M
- 125.14%
- 1Y
- 100.04%
- 3Y*
- 91.37%
- 5Y*
- 30.38%
- 10Y*
- —
XCHP.TO
- 1D
- -1.50%
- 1M
- 28.19%
- YTD
- 103.75%
- 6M
- 98.13%
- 1Y
- 185.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MDA.TO vs. XCHP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MDA.TO MDA Space Ltd. | 114.15% | -9.79% | 156.34% | -4.64% |
XCHP.TO iShares Semiconductor Index ETF | 103.75% | 33.58% | 21.73% | 15.27% |
Correlation
The correlation between MDA.TO and XCHP.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.25 |
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Return for Risk
MDA.TO vs. XCHP.TO — Risk / Return Rank
MDA.TO
XCHP.TO
MDA.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MDA Space Ltd. (MDA.TO) and iShares Semiconductor Index ETF (XCHP.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.
| MDA.TO | XCHP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.04 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.72 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 13.44 | -11.57 |
| Martin ratioReturn relative to average drawdown | 4.03 | 48.02 | -43.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDA.TO | XCHP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 5.62 | -4.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.88 | -1.26 |
Drawdowns
MDA.TO vs. XCHP.TO - Drawdown Comparison
The maximum MDA.TO drawdown since its inception was -68.33%, which is greater than XCHP.TO's maximum drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for MDA.TO and XCHP.TO.
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Drawdown Indicators
| MDA.TO | XCHP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -38.95% | -29.38% |
Max Drawdown (1Y)Largest decline over 1 year | -53.77% | -14.22% | -39.55% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -65.68% | — | — |
Current DrawdownCurrent decline from peak | -15.02% | -1.50% | -13.52% |
Average DrawdownAverage peak-to-trough decline | -30.71% | -8.66% | -22.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.89% | 3.95% | +20.94% |
Volatility
MDA.TO vs. XCHP.TO - Volatility Comparison
MDA Space Ltd. (MDA.TO) has a higher volatility of 19.28% compared to iShares Semiconductor Index ETF (XCHP.TO) at 13.19%. This indicates that MDA.TO's price experiences larger fluctuations and is considered to be riskier than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDA.TO | XCHP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.28% | 13.19% | +6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 44.43% | 26.79% | +17.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.70% | 34.01% | +29.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.08% | 38.52% | +10.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.21% | 38.52% | +10.69% |
Dividends
MDA.TO vs. XCHP.TO - Dividend Comparison
MDA.TO has not paid dividends to shareholders, while XCHP.TO's dividend yield for the trailing twelve months is around 0.21%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MDA.TO MDA Space Ltd. | 0.00% | 0.00% | 0.00% | 0.00% |
XCHP.TO iShares Semiconductor Index ETF | 0.21% | 0.43% | 0.29% | 0.17% |
Frequently Asked Questions
MDA.TO and XCHP.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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