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RSI.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RSI.TO and ^TNX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RSI.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
805.70%
-9.50%
RSI.TO
^TNX

Key characteristics

Sharpe Ratio

RSI.TO:

0.79

^TNX:

-0.19

Sortino Ratio

RSI.TO:

1.42

^TNX:

-0.18

Omega Ratio

RSI.TO:

1.17

^TNX:

0.98

Calmar Ratio

RSI.TO:

1.00

^TNX:

-0.09

Martin Ratio

RSI.TO:

2.17

^TNX:

-0.47

Ulcer Index

RSI.TO:

7.15%

^TNX:

10.56%

Daily Std Dev

RSI.TO:

19.68%

^TNX:

21.91%

Max Drawdown

RSI.TO:

-42.95%

^TNX:

-93.78%

Current Drawdown

RSI.TO:

-8.75%

^TNX:

-46.72%

Returns By Period

In the year-to-date period, RSI.TO achieves a -2.33% return, which is significantly higher than ^TNX's -6.52% return. Over the past 10 years, RSI.TO has outperformed ^TNX with an annualized return of 9.05%, while ^TNX has yielded a comparatively lower 6.54% annualized return.


RSI.TO

YTD

-2.33%

1M

7.02%

6M

3.04%

1Y

15.52%

5Y*

10.58%

10Y*

9.05%

^TNX

YTD

-6.52%

1M

0.31%

6M

-1.52%

1Y

-4.83%

5Y*

44.57%

10Y*

6.54%

*Annualized

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Risk-Adjusted Performance

RSI.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

RSI.TO
The Risk-Adjusted Performance Rank of RSI.TO is 7777
Overall Rank
The Sharpe Ratio Rank of RSI.TO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of RSI.TO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of RSI.TO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of RSI.TO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of RSI.TO is 7474
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2121
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSI.TO vs. ^TNX - Risk-Adjusted Performance 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.


The current RSI.TO Sharpe Ratio is 0.79, which is higher than the ^TNX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of RSI.TO and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.64
-0.22
RSI.TO
^TNX

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 -93.78%. Use the drawdown chart below to compare losses from any high point for RSI.TO and ^TNX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-8.11%
-36.96%
RSI.TO
^TNX

Volatility

RSI.TO vs. ^TNX - Volatility Comparison

The current volatility for Rogers Sugar Inc. (RSI.TO) is 6.20%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.83%. 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.20%
6.83%
RSI.TO
^TNX