As previously noted by GT, you can't export ammo from USA to Canada without export permit, and in the extreme cases if caught- your vehicle can be confiscated.
I think- NOT worth it.
Canadian border guards will not say a word to you about it, these are US regulations, and I suggest you take it seriously.
Also, as a poster before me wrote, identify yourself as a Canadian because people that work at the BGC will be able to tell you what the procedure is for things that you MAY import.
At most cases, they will go out of their way to help you conquer hoop course and make it much easier to make that purchase.