Tropical Storm Delta passed just north of the Canary Islands in November 2005 and caused some damage; it knocked the finger of Gran Canaria's Finger of God rock at Puerto de Las Nieves. However, as you can see from the map above, Delta was a freak event as it was the only one to even come close to Gran Canaria and the Canaries.
While we experience a couple of weeks of wet weather every winter and a storm in August about once per decade, the islands, and especially the resort areas in the south of the islands, exist in a bubble of calm, sunny weather that really is unique in the world.
It's no wonder that the Tourist Board sells the islands as having ´The Best Climate In The World´.