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X.TO vs. DXP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X.TO vs. DXP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TMX Group Limited (X.TO) and Dynamic Active Preferred Shares ETF (DXP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, X.TO achieves a -9.61% return, which is significantly lower than DXP.TO's 4.36% return.


X.TO

1D
-2.68%
1M
-12.92%
YTD
-9.61%
6M
-9.26%
1Y
-15.15%
3Y*
20.25%
5Y*
22.21%
10Y*
29.61%

DXP.TO

1D
-0.08%
1M
0.03%
YTD
4.36%
6M
4.61%
1Y
14.21%
3Y*
17.86%
5Y*
7.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

X.TO vs. DXP.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X.TO
TMX Group Limited
-9.61%19.83%40.85%27.51%20.20%28.63%25.96%80.88%15.53%17.59%
DXP.TO
Dynamic Active Preferred Shares ETF
4.36%17.64%25.73%8.22%-16.46%27.89%5.67%3.94%-9.58%11.73%

Correlation

The correlation between X.TO and DXP.TO 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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2017

0.11

The correlation between X.TO and DXP.TO shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

X.TO vs. DXP.TO — Risk / Return Rank

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

X.TO
X.TO Risk / Return Rank: 1515
Overall Rank
X.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
X.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
X.TO Omega Ratio Rank: 1717
Omega Ratio Rank
X.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
X.TO Martin Ratio Rank: 99
Martin Ratio Rank

DXP.TO
DXP.TO Risk / Return Rank: 9696
Overall Rank
DXP.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DXP.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXP.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DXP.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
DXP.TO Martin Ratio Rank: 9696
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.

X.TO vs. DXP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TMX Group Limited (X.TO) and Dynamic Active Preferred Shares ETF (DXP.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.


X.TODXP.TODifference
Sharpe ratioReturn per unit of total volatility

-4.18

Sortino ratioReturn per unit of downside risk

-6.21

Omega ratioGain probability vs. loss probability

0.91

1.72

-0.81

Calmar ratioReturn relative to maximum drawdown

-0.67

5.94

-6.61

Martin ratioReturn relative to average drawdown

-1.39

29.44

-30.83

X.TO vs. DXP.TO - Sharpe Ratio Comparison

The current X.TO Sharpe Ratio is -0.63, which is lower than the DXP.TO Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of X.TO and DXP.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

X.TO vs. DXP.TO - Drawdown Comparison

The maximum X.TO drawdown since its inception was -51.85%, which is greater than DXP.TO's maximum drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for X.TO and DXP.TO.


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Drawdown Indicators


X.TODXP.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-40.72%

-11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-22.81%

-2.40%

-20.41%

Max Drawdown (3Y)

Largest decline over 3 years

-22.81%

-8.30%

-14.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.81%

-20.11%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-17.90%

-0.11%

-17.79%

Average Drawdown

Average peak-to-trough decline

-6.95%

-6.61%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.95%

0.48%

+10.47%

Volatility

X.TO vs. DXP.TO - Volatility Comparison

TMX Group Limited (X.TO) has a higher volatility of 10.70% compared to Dynamic Active Preferred Shares ETF (DXP.TO) at 0.94%. This indicates that X.TO's price experiences larger fluctuations and is considered to be riskier than DXP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X.TODXP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

0.94%

+9.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

2.55%

+17.04%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

4.02%

+20.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

9.28%

+11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

12.21%

+9.39%

Dividends

X.TO vs. DXP.TO - Dividend Comparison

X.TO's dividend yield for the trailing twelve months is around 1.97%, less than DXP.TO's 4.41% yield.


PositionTTM20252024202320222021202020192018201720162015
DXP.TO
Dynamic Active Preferred Shares ETF
4.41%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%0.00%0.00%
X.TO
TMX Group Limited
1.97%1.61%1.69%6.55%12.25%23.74%10.70%11.20%15.83%13.84%11.54%22.35%

Frequently Asked Questions


X.TO and DXP.TO 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.

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