I always find the variety in moths fascinating. This interesting moth is a small-eyed sphinx moth. I don't think I have ever seen one before. Our area is on the periphery of their range, which is mostly east and south of us.
Yes, this is indeed a moth, the yellow-necked caterpillar moth. It's only about an inch long and very easily dismissed as a bit of rolled up leaf. This guy as a caterpillar likes to munch on a variety of hardwood trees so no surprise that it's here.
I think this is a Rose Hooktip. I couldn't get a photo of the top surface but judging by the waviness of the wings and the broad band of lighter colour at the edge of the wings, I think that's what it is. I'm guessing it eats roses so perhaps it has been munching on my rugosa rose.
An excellent site with great photos of Ontario moths is www.backyardnature.net