PortfoliosLab logoPortfoliosLab logo
SHOP vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHOP vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shopify Inc. (SHOP) and iShares Core Equity ETF Portfolio (XEQT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SHOP achieves a -31.18% return, which is significantly lower than XEQT.TO's 8.81% return.


SHOP

1D
1.13%
1M
0.34%
YTD
-31.18%
6M
-30.07%
1Y
-0.57%
3Y*
21.77%
5Y*
-1.84%
10Y*
44.31%

XEQT.TO

1D
0.22%
1M
-0.42%
YTD
8.81%
6M
10.35%
1Y
25.59%
3Y*
19.94%
5Y*
10.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOP vs. XEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHOP
Shopify Inc.
-31.18%51.39%36.50%124.43%-74.80%21.68%184.71%12.69%
XEQT.TO
iShares Core Equity ETF Portfolio
8.75%26.34%14.67%20.13%-16.29%19.04%14.57%11.15%

Correlation

The correlation between SHOP and XEQT.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.48

The correlation between SHOP and XEQT.TO has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SHOP vs. XEQT.TO — Risk / Return Rank

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

SHOP
SHOP Risk / Return Rank: 4141
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4040
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4040
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4141
Martin Ratio Rank

XEQT.TO
XEQT.TO Risk / Return Rank: 8080
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8282
Martin Ratio Rank
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.

SHOP vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) and iShares Core Equity ETF Portfolio (XEQT.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.


SHOPXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.01

2.81

-2.82

Martin ratioReturn relative to average drawdown

-0.03

12.30

-12.32

SHOP vs. XEQT.TO - Sharpe Ratio Comparison

The current SHOP Sharpe Ratio is -0.01, which is lower than the XEQT.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SHOP and XEQT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SHOPXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.01

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.72

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.82

-0.13

Drawdowns

SHOP vs. XEQT.TO - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, which is greater than XEQT.TO's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for SHOP and XEQT.TO.


Loading charts...

Drawdown Indicators


SHOPXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-35.81%

-49.01%

Max Drawdown (1Y)

Largest decline over 1 year

-46.71%

-9.15%

-37.56%

Max Drawdown (3Y)

Largest decline over 3 years

-46.71%

-15.08%

-31.63%

Max Drawdown (5Y)

Largest decline over 5 years

-84.82%

-26.23%

-58.59%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

Current Drawdown

Current decline from peak

-38.12%

-2.62%

-35.50%

Average Drawdown

Average peak-to-trough decline

-28.22%

-5.78%

-22.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.74%

2.09%

+19.65%

Volatility

SHOP vs. XEQT.TO - Volatility Comparison

Shopify Inc. (SHOP) has a higher volatility of 17.86% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 4.30%. This indicates that SHOP's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SHOPXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.86%

4.30%

+13.56%

Volatility (6M)

Calculated over the trailing 6-month period

43.67%

10.21%

+33.46%

Volatility (1Y)

Calculated over the trailing 1-year period

57.27%

12.81%

+44.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.57%

14.54%

+51.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.09%

16.79%

+42.30%

Dividends

SHOP vs. XEQT.TO - Dividend Comparison

SHOP has not paid dividends to shareholders, while XEQT.TO's dividend yield for the trailing twelve months is around 1.51%.


PositionTTM2025202420232022202120202019
SHOP
Shopify Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEQT.TO
iShares Core Equity ETF Portfolio
1.51%1.66%2.03%2.09%2.14%1.66%1.69%1.21%

Frequently Asked Questions


SHOP and XEQT.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SHOP and XEQT.TO

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

Open Portfolio Optimizer