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NXF.TO vs. SOLX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXF.TO vs. SOLX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO) and CI Galaxy Solana ETF (SOLX.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, NXF.TO achieves a 16.85% return, which is significantly higher than SOLX.TO's -46.84% return.


NXF.TO

1D
-0.17%
1M
-10.20%
YTD
16.85%
6M
18.83%
1Y
25.99%
3Y*
10.52%
5Y*
14.11%
10Y*
7.12%

SOLX.TO

1D
-0.61%
1M
-20.96%
YTD
-46.84%
6M
-47.01%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXF.TO vs. SOLX.TO - Yearly Performance Comparison


2026 (YTD)2025
NXF.TO
CI Energy Giants Covered Call ETF Common Units (CAD Hedged)
16.85%-0.20%
SOLX.TO
CI Galaxy Solana ETF
-46.84%-40.68%

Correlation

The correlation between NXF.TO and SOLX.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 2, 2025

0.06

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Return for Risk

NXF.TO vs. SOLX.TO — Risk / Return Rank

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

NXF.TO
NXF.TO Risk / Return Rank: 3838
Overall Rank
NXF.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NXF.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
NXF.TO Omega Ratio Rank: 3636
Omega Ratio Rank
NXF.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
NXF.TO Martin Ratio Rank: 4141
Martin Ratio Rank

SOLX.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

NXF.TO vs. SOLX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO) and CI Galaxy Solana ETF (SOLX.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.


NXF.TOSOLX.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.61

Martin ratioReturn relative to average drawdown

6.01

NXF.TO vs. SOLX.TO - Sharpe Ratio Comparison


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Drawdowns

NXF.TO vs. SOLX.TO - Drawdown Comparison

The maximum NXF.TO drawdown since its inception was -65.25%, smaller than the maximum SOLX.TO drawdown of -75.14%. Use the drawdown chart below to compare losses from any high point for NXF.TO and SOLX.TO.


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Drawdown Indicators


NXF.TOSOLX.TODifference

Max Drawdown

Largest peak-to-trough decline

-65.25%

-75.14%

+9.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

Max Drawdown (3Y)

Largest decline over 3 years

-24.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

Max Drawdown (10Y)

Largest decline over 10 years

-65.25%

Current Drawdown

Current decline from peak

-16.18%

-73.87%

+57.69%

Average Drawdown

Average peak-to-trough decline

-15.97%

-49.50%

+33.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

Volatility

NXF.TO vs. SOLX.TO - Volatility Comparison


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Volatility by Period


NXF.TOSOLX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

74.85%

-55.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

74.85%

-51.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

74.85%

-48.76%

Dividends

NXF.TO vs. SOLX.TO - Dividend Comparison

NXF.TO's dividend yield for the trailing twelve months is around 8.77%, while SOLX.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NXF.TO
CI Energy Giants Covered Call ETF Common Units (CAD Hedged)
8.77%7.70%8.50%8.60%11.22%9.46%11.24%7.83%9.39%6.49%8.24%8.21%
SOLX.TO
CI Galaxy Solana ETF
0.91%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NXF.TO and SOLX.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXF.TO is categorized as Energy Equities, while SOLX.TO is Cryptocurrency.

Portfolio Optimizer

Find the right allocation for NXF.TO and SOLX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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