RSI.TO vs. ^TNX

Last updated Jun 5, 2026

RSI.TO (Rogers Sugar Inc.) is a stock, while ^TNX (Treasury Yield 10 Years) is an index. Over the past 10 years, RSI.TO returned 7.95%/yr vs 10.95%/yr for ^TNX. At a 0.03 correlation, their price movements are largely independent.

Performance

RSI.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Rogers Sugar Inc. (RSI.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, RSI.TO achieves a 14.66% return, which is significantly higher than ^TNX's 9.25% return. Over the past 10 years, RSI.TO has underperformed ^TNX with an annualized return of 7.95%, while ^TNX has yielded a comparatively higher 10.95% annualized return.

RSI.TO

• 1D: -0.59%
• 1M: 3.38%
• YTD: 14.66%
• 6M: 17.18%
• 1Y: 25.90%
• 3Y*: 11.13%
• 5Y*: 9.15%
• 10Y*: 7.95%

^TNX

• 1D: 0.00%
• 1M: 3.77%
• YTD: 9.25%
• 6M: 8.84%
• 1Y: 4.53%
• 3Y*: 7.92%
• 5Y*: 27.08%
• 10Y*: 10.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSI.TO vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSI.TO Rogers Sugar Inc.	14.66%	7.81%	16.22%	0.71%	1.50%	12.89%	22.74%	-3.50%	-8.26%	-1.78%
^TNX Treasury Yield 10 Years	9.02%	-13.14%	28.45%	-2.53%	174.83%	63.40%	-53.02%	-32.07%	21.16%	-7.94%

Correlation

The correlation between RSI.TO and ^TNX 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 (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	-0.12
Correlation (5Y) Calculated over the trailing 5-year period	-0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jun 24, 2009	0.03

The correlation between RSI.TO and ^TNX shifts across timeframes, from -0.12 (3 years) to 0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RSI.TO vs. ^TNX — Risk / Return Rank

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

RSI.TO

RSI.TO Risk / Return Rank: 84
RSI.TO Sharpe Ratio Rank: 86
RSI.TO Sortino Ratio Rank: 83
RSI.TO Omega Ratio Rank: 85
RSI.TO Calmar Ratio Rank: 82
RSI.TO Martin Ratio Rank: 84

^TNX

^TNX Risk / Return Rank: 19
^TNX Sharpe Ratio Rank: 20
^TNX Sortino Ratio Rank: 19
^TNX Omega Ratio Rank: 18
^TNX Calmar Ratio Rank: 20
^TNX Martin Ratio Rank: 19

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.

RSI.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Sugar Inc. (RSI.TO) and Treasury Yield 10 Years (^TNX). 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.

	RSI.TO	^TNX	Difference
Sharpe ratio: Return per unit of total volatility	1.79	0.27	+1.52
Sortino ratio: Return per unit of downside risk	2.56	0.51	+2.05
Omega ratio: Gain probability vs. loss probability	1.36	1.06	+0.30
Calmar ratio: Return relative to maximum drawdown	2.95	0.36	+2.59
Martin ratio: Return relative to average drawdown	8.40	0.73	+7.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSI.TO vs. ^TNX - Sharpe Ratio Comparison

The current RSI.TO Sharpe Ratio is 1.79, which is higher than the ^TNX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of RSI.TO and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSI.TO	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	0.27	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.82	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.23	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.05	+0.38

Drawdowns

RSI.TO vs. ^TNX - Drawdown Comparison

The maximum RSI.TO drawdown since its inception was -42.95%, smaller than the maximum ^TNX drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for RSI.TO and ^TNX.

Drawdown Indicators

	RSI.TO	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-42.95%	-83.97%	+41.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.81%	-12.47%	+3.66%
Max Drawdown (3Y) Largest decline over 3 years	-15.51%	-28.10%	+12.59%
Max Drawdown (5Y) Largest decline over 5 years	-19.14%	-28.10%	+8.96%
Max Drawdown (10Y) Largest decline over 10 years	-34.47%	-83.93%	+49.46%
Current Drawdown Current decline from peak	-1.17%	-9.63%	+8.46%
Average Drawdown Average peak-to-trough decline	-11.19%	-32.51%	+21.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	6.24%	-3.15%

Volatility

RSI.TO vs. ^TNX - Volatility Comparison

The current volatility for Rogers Sugar Inc. (RSI.TO) is 3.10%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.21%. This indicates that RSI.TO experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSI.TO	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.10%	5.21%	-2.11%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	11.59%	-2.27%
Volatility (1Y) Calculated over the trailing 1-year period	14.51%	17.01%	-2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	33.36%	-17.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.87%	48.25%	-29.38%

Frequently Asked Questions

Can I hold both RSI.TO and ^TNX in my portfolio?

RSI.TO and ^TNX 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.