AI.TO vs. BKCC.TO
Compare and contrast key facts about Atrium Mortgage Investment Corporation (AI.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO).
BKCC.TO is an actively managed fund by Global X. It was launched on May 16, 2011.
Performance
AI.TO vs. BKCC.TO - Performance Comparison
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AI.TO vs. BKCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AI.TO Atrium Mortgage Investment Corporation | 0.98% | 15.34% | 12.42% | 6.32% | -17.74% | 18.44% | -5.58% | 23.01% | 7.71% | 10.84% |
BKCC.TO Global X Equal Weight Canadian Bank Covered Call ETF | 0.86% | 28.05% | 17.14% | 5.41% | -14.52% | 28.26% | -2.82% | 19.86% | -14.78% | 11.07% |
Returns By Period
In the year-to-date period, AI.TO achieves a 0.98% return, which is significantly higher than BKCC.TO's 0.86% return. Over the past 10 years, AI.TO has underperformed BKCC.TO with an annualized return of 7.78%, while BKCC.TO has yielded a comparatively higher 8.51% annualized return.
AI.TO
- 1D
- 0.44%
- 1M
- -2.78%
- YTD
- 0.98%
- 6M
- 2.27%
- 1Y
- 17.31%
- 3Y*
- 6.95%
- 5Y*
- 5.17%
- 10Y*
- 7.78%
BKCC.TO
- 1D
- 1.85%
- 1M
- -3.78%
- YTD
- 0.86%
- 6M
- 10.61%
- 1Y
- 33.59%
- 3Y*
- 16.79%
- 5Y*
- 9.57%
- 10Y*
- 8.51%
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Return for Risk
AI.TO vs. BKCC.TO — Risk / Return Rank
AI.TO
BKCC.TO
AI.TO vs. BKCC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Atrium Mortgage Investment Corporation (AI.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AI.TO | BKCC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 2.94 | -1.46 |
Sortino ratioReturn per unit of downside risk | 2.05 | 3.88 | -1.84 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.61 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 4.43 | -1.22 |
Martin ratioReturn relative to average drawdown | 9.28 | 18.46 | -9.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AI.TO | BKCC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.94 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.72 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.00 | +0.42 |
Correlation
The correlation between AI.TO and BKCC.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AI.TO vs. BKCC.TO - Dividend Comparison
AI.TO's dividend yield for the trailing twelve months is around 7.44%, less than BKCC.TO's 9.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AI.TO Atrium Mortgage Investment Corporation | 7.44% | 8.08% | 8.28% | 8.56% | 8.39% | 6.41% | 7.11% | 6.21% | 7.15% | 6.99% | 7.11% | 7.37% |
BKCC.TO Global X Equal Weight Canadian Bank Covered Call ETF | 9.64% | 10.43% | 12.30% | 10.93% | 8.23% | 5.52% | 5.92% | 5.44% | 6.24% | 5.76% | 5.79% | 7.35% |
Drawdowns
AI.TO vs. BKCC.TO - Drawdown Comparison
The maximum AI.TO drawdown since its inception was -53.30%, smaller than the maximum BKCC.TO drawdown of -100.33%. Use the drawdown chart below to compare losses from any high point for AI.TO and BKCC.TO.
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Drawdown Indicators
| AI.TO | BKCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.30% | -100.33% | +47.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.29% | -7.71% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -26.02% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -53.30% | -41.18% | -12.12% |
Current DrawdownCurrent decline from peak | -3.28% | -100.00% | +96.72% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -99.92% | +93.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.85% | -0.02% |
Volatility
AI.TO vs. BKCC.TO - Volatility Comparison
The current volatility for Atrium Mortgage Investment Corporation (AI.TO) is 4.42%, while Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) has a volatility of 5.34%. This indicates that AI.TO experiences smaller price fluctuations and is considered to be less risky than BKCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AI.TO | BKCC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 5.34% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 8.22% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 11.49% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 13.37% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 16.97% | +3.57% |