You can filter your Calendar by courses.
After clicking the Calendar link, you will see the Calendar for everything you are enrolled in.
Choose Courses to View
In order to filter your Calendar by courses or groups, click the color box next to the Calendar . The calendar can show up to 10 courses and/or groups at a time. In this example, not all of the calendars are being shown.
Note: Canvas will assign an arbitrary color for each calendar unless a custom color is chosen. Each calendar contains 15 default colors, but you can create any color of your choice by selecting the More icon  and inserting a Hex code .