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SNEX vs. BTCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNEX vs. BTCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SNEX achieves a 118.84% return, which is significantly higher than BTCC.TO's -30.35% return.


SNEX

1D
-0.16%
1M
23.79%
YTD
118.84%
6M
115.47%
1Y
145.88%
3Y*
77.18%
5Y*
49.24%
10Y*
33.48%

BTCC.TO

1D
2.01%
1M
-17.63%
YTD
-30.35%
6M
-30.44%
1Y
-42.06%
3Y*
20.64%
5Y*
7.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNEX vs. BTCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SNEX
StoneX Group Inc.
118.84%45.65%32.70%16.21%55.59%0.26%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
-30.35%-4.84%99.60%155.29%-67.82%-15.53%

Correlation

The correlation between SNEX and BTCC.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

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

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.21

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Return for Risk

SNEX vs. BTCC.TO — Risk / Return Rank

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

SNEX
SNEX Risk / Return Rank: 9595
Overall Rank
SNEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SNEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SNEX Omega Ratio Rank: 9494
Omega Ratio Rank
SNEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SNEX Martin Ratio Rank: 9595
Martin Ratio Rank

BTCC.TO
BTCC.TO Risk / Return Rank: 22
Overall Rank
BTCC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCC.TO Martin Ratio Rank: 22
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.

SNEX vs. BTCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.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.


SNEXBTCC.TODifference
Sharpe ratioReturn per unit of total volatility

+4.39

Sortino ratioReturn per unit of downside risk

+4.86

Omega ratioGain probability vs. loss probability

1.52

0.85

+0.67

Calmar ratioReturn relative to maximum drawdown

7.02

-0.80

+7.81

Martin ratioReturn relative to average drawdown

17.98

-1.37

+19.35

SNEX vs. BTCC.TO - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 3.43, which is higher than the BTCC.TO Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SNEX and BTCC.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.


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Drawdowns

SNEX vs. BTCC.TO - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than BTCC.TO's maximum drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for SNEX and BTCC.TO.


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Drawdown Indicators


SNEXBTCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-79.35%

-18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-52.97%

+32.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-52.97%

+32.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-79.35%

+55.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.65%

Current Drawdown

Current decline from peak

-0.16%

-50.83%

+50.67%

Average Drawdown

Average peak-to-trough decline

-42.86%

-36.76%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

30.70%

-22.55%

Volatility

SNEX vs. BTCC.TO - Volatility Comparison

The current volatility for StoneX Group Inc. (SNEX) is 12.39%, while Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) has a volatility of 13.55%. This indicates that SNEX experiences smaller price fluctuations and is considered to be less risky than BTCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNEXBTCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.39%

13.55%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

30.98%

34.55%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

42.87%

44.15%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.24%

55.39%

-20.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.55%

56.67%

-20.12%

Dividends

SNEX vs. BTCC.TO - Dividend Comparison

Neither SNEX nor BTCC.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SNEX and BTCC.TO have a correlation of 0.21, 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 SNEX and BTCC.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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