RSI.TO vs. ^TNX
RSI.TO (Rogers Sugar Inc.) is a stock, while ^TNX (Cboe 10-Year Treasury Note Yield Index) is an index. Over the past 10 years, RSI.TO returned 8.59%/yr vs 12.12%/yr for ^TNX. At a 0.05 correlation, their price movements are largely independent.
Performance
RSI.TO vs. ^TNX - Performance Comparison
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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 22.04% return, which is significantly higher than ^TNX's 13.07% return. Over the past 10 years, RSI.TO has underperformed ^TNX with an annualized return of 8.59%, while ^TNX has yielded a comparatively higher 12.12% annualized return.
RSI.TO
- 1D
- 0.00%
- 1M
- 4.42%
- 6M
- 18.84%
- YTD
- 22.04%
- 1Y
- 31.63%
- 3Y*
- 14.18%
- 5Y*
- 10.71%
- 10Y*
- 8.59%
- ALL TIME*
- 11.02%
^TNX
- 1D
- 1.13%
- 1M
- 2.71%
- 6M
- 9.70%
- YTD
- 13.07%
- 1Y
- 5.88%
- 3Y*
- 8.44%
- 5Y*
- 31.77%
- 10Y*
- 12.12%
- ALL TIME*
- 0.48%
RSI.TO vs. ^TNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSI.TO Rogers Sugar Inc. | 22.04% | 7.81% | 16.22% | 0.71% | 1.50% | 12.89% | 22.74% | -3.50% | -8.26% | -1.78% |
^TNX Cboe 10-Year Treasury Note Yield Index | 13.07% | -13.12% | 28.30% | -2.71% | 172.80% | 64.80% | -53.35% | -31.50% | 21.07% | -8.33% |
Correlation
The correlation between RSI.TO and ^TNX is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2006 | 0.05 |
The correlation between RSI.TO and ^TNX shifts across timeframes, from -0.10 (3 years) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSI.TO vs. ^TNX — Risk / Return Rank
RSI.TO
^TNX
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 Cboe 10-Year Treasury Note Yield Index (^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.
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.
| RSI.TO | ^TNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.07 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 0.56 | +3.05 |
| Martin ratioReturn relative to average drawdown | 10.24 | 1.23 | +9.00 |
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Drawdowns
RSI.TO vs. ^TNX - Drawdown Comparison
The maximum RSI.TO drawdown since its inception was -42.56%, smaller than the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for RSI.TO and ^TNX.
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Drawdown Indicators
| RSI.TO | ^TNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.56% | -89.94% | +47.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -10.53% | +1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.51% | -28.13% | +12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.14% | -28.13% | +8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -83.97% | +49.50% |
Current DrawdownCurrent decline from peak | 0.00% | -6.90% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -44.63% | +35.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 5.15% | -2.05% |
Volatility
RSI.TO vs. ^TNX - Volatility Comparison
The current volatility for Rogers Sugar Inc. (RSI.TO) is 2.94%, while Cboe 10-Year Treasury Note Yield Index (^TNX) has a volatility of 4.38%. 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.
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Volatility by Period
| RSI.TO | ^TNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.38% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 11.80% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 15.46% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 32.06% | -16.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 48.34% | -29.47% |
Frequently Asked Questions
RSI.TO and ^TNX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for RSI.TO and ^TNX
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