US Dollar/Canadian Dollar FX Spot Rate

10-Year Study

USDCAD.FOREX · · NA · Currency

Executive Summary: US Dollar/Canadian Dollar FX Spot Rate has compounded at 0.5% annually over the last 10 years, with a maximum drawdown of 14.2% and an annualized volatility of 6.5%.

1Y CAGR
-0.3%
3Y CAGR
+0.3%
5Y CAGR
+2.6%
10Y CAGR
+0.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
14.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +8.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -6.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.80.22.0-1.6————————-0.2%
20251.0-0.4-0.5-4.1-0.4-1.01.8-0.81.30.6-0.2-1.8-4.6%
20241.41.1-0.31.8-1.10.40.9-2.30.23.00.52.78.6%
2023-1.82.6-1.00.30.2-2.5-0.42.40.52.2-2.2-2.3-2.2%
20220.6-0.2-1.42.9-1.61.8-0.62.65.3-1.5-1.61.17.2%
20210.4-0.3-1.4-2.1-1.82.80.61.20.5-2.33.1-1.1-0.8%
20201.91.24.9-0.8-1.2-1.4-1.2-2.72.1-0.0-2.4-2.1-2.0%
2019-3.80.31.40.30.9-3.10.80.9-0.5-0.60.9-2.2-4.8%
2018-2.14.20.5-0.40.91.3-1.00.2-1.01.91.12.68.4%
2017-3.02.10.12.5-1.1-4.0-3.70.0-0.13.30.1-2.5-6.4%
2016———-3.54.3-1.30.80.60.22.10.2-0.03.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.5%. The dominant macroeconomic risk driver is UUP.US, accounting for 43.1% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019651.69921574658
2016-05-0110067.661079501768
2016-06-019937.721051822236
2016-07-0110018.4530216823
2016-08-0110076.887590342918
2016-09-0110094.571736121788
2016-10-0110310.625864985392
2016-11-0110329.84776257112
2016-12-0110328.310010764264
2017-01-0110018.4530216823
2017-02-0110226.818391511611
2017-03-0110236.044902352758
2017-04-0110496.693833615254
2017-05-0110380.593572197447
2017-06-019968.476087959403
2017-07-019594.802398892818
2017-08-019597.109026603106
2017-09-019587.882515761958
2017-10-019907.734891588498
2017-11-019916.19252652622
2017-12-019671.689989235738
2018-01-019468.706750730433
2018-02-019866.21559280332
2018-03-019913.885898815932
2018-04-019872.366600030755
2018-05-019963.093956635399
2018-06-0110096.878363832078
2018-07-0110000.76887590343
2018-08-0110025.372904813163
2018-09-019923.11240965708
2018-10-0110114.562509610947
2018-11-0110222.974011994464
2018-12-0110485.929570967244
2019-01-0110090.727356604646
2019-02-0110124.557896355529
2019-03-0110261.417807165924
2019-04-0110294.479471013377
2019-05-0110390.588958942026
2019-06-0110066.12332769491
2019-07-0110142.2420421344
2019-08-0110235.276026449332
2019-09-0110180.685837305859
2019-10-0110119.175765031525
2019-11-0110208.365369829311
2019-12-019986.160233738276
2020-01-0110176.841457788714
2020-02-0110302.16823004767
2020-03-0110811.93295402122
2020-04-0110721.974473320006
2020-05-0110588.190066123329
2020-06-0110438.259264954637
2020-07-0110314.470244502536
2020-08-0110031.523912040597
2020-09-0110242.195909580194
2020-10-0110240.658157773338
2020-11-019996.924496386284
2020-12-019790.86575426726
2021-01-019825.465169921576
2021-02-019796.247885591267
2021-03-019657.081347070583
2021-04-019450.253729048132
2021-05-019275.718898969706
2021-06-019530.985698908196
2021-07-019589.420267568816
2021-08-019700.138397662618
2021-09-019749.346455482086
2021-10-019525.60356758419
2021-11-019824.696294018146
2021-12-019715.515915731203
2022-01-019770.106104874672
2022-02-019747.039827771798
2022-03-019611.71766876826
2022-04-019886.206366292481
2022-05-019723.973550668921
2022-06-019897.73950484392
2022-07-019836.998308473012
2022-08-0110096.109487928648
2022-09-0110632.01599261879
2022-10-0110475.165308319238
2022-11-0110310.625864985392
2022-12-0110419.037367368906
2023-01-0110230.662771028756
2023-02-0110492.84945409811
2023-03-0110392.126710748886
2023-04-0110419.806243272336
2023-05-0110436.721513147777
2023-06-0110178.379209595572
2023-07-0110140.70429032754
2023-08-0110386.74457942488
2023-09-0110439.797016761493
2023-10-0110668.153160079963
2023-11-0110428.263878210058
2023-12-0110186.067968629864
2024-01-0110329.84776257112
2024-02-0110440.565892664927
2024-03-0110410.579732431186
2024-04-0110594.34107335076
2024-05-0110478.240811932956
2024-06-0110518.222358911273
2024-07-0110617.407350453637
2024-08-0110375.211440873441
2024-09-0110399.046593879748
2024-10-0110713.516838382284
2024-11-0110766.5692757189
2024-12-0111058.742119021988
2025-01-0111169.460249115795
2025-02-0111122.558819006614
2025-03-0111062.586498539138
2025-04-0110609.718591419343
2025-05-0110565.123789020454
2025-06-0110464.401045671228
2025-07-0110652.775642011378
2025-08-0110562.817161310166
2025-09-0110703.521451637705
2025-10-0110772.720282946333
2025-11-0110746.57850222974
2025-12-0110552.821774565586
2026-01-0110469.783176995234
2026-02-0110491.31170229125
2026-03-0110699.67707212056
2026-04-0110533.599876979855
Annual Return Matrix
YearAnnual Return
2017-0.06357477853048454
20180.08418793226806565
2019-0.04766094735298432
2020-0.019556513704958367
2021-0.007695932150149187
20220.07241215574548909
2023-0.02235997343369489
20240.08567330917874383
2025-0.04574845303483266
2026-0.0018214936247722413
Total Factor Risk
0.06494378204642125
VTI.US Exposure
-0.042205011351959296
VEA.US Exposure
-0.05281414514079995
VWO.US Exposure
-0.027518987295499956
QQQ.US Exposure
0.07722298100684886
VTV.US Exposure
0.22025519953951772
IJR.US Exposure
-0.006427749393770638
QUAL.US Exposure
-0.06144692993420473
SHV.US Exposure
0.1659581008962868
TLT.US Exposure
-0.008381636335732134
LQD.US Exposure
0.029731508092471385
HYG.US Exposure
-0.02121100671155476
GLD.US Exposure
0.01238007894566332
USO.US Exposure
0.017787005133990844
VNQ.US Exposure
0.03224757690006579
BTC-USD.CC Exposure
-0.0017182483212574008
CPER.US Exposure
0.004686814573600718
VIX.INDX Exposure
0.03995156273222432
UUP.US Exposure
0.4307605938670369
TIP.US Exposure
-0.0033171696119060883
Idiosyncratic Exposure
0.19405946240897828
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is US Dollar/Canadian Dollar FX Spot Rate a high-risk investment?

US Dollar/Canadian Dollar FX Spot Rate (USDCAD.FOREX) has an annualized volatility of 6.5% and experienced a maximum drawdown of 14.2% over the last 10 years. Its primary macro risk driver is UUP.US.

What is the 10-year return of USDCAD.FOREX?

Over the past 10 years, USDCAD.FOREX has generated a Compound Annual Growth Rate (CAGR) of 0.5%. It has had a positive return in 30% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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