PortfoliosLab logoPortfoliosLab logo
CCOM.TO vs. CGRA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCOM.TO vs. CGRA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Global Real Asset Private Pool (CGRA.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CCOM.TO achieves a 14.45% return, which is significantly lower than CGRA.TO's 15.99% return.


CCOM.TO

1D
0.20%
1M
2.26%
6M
10.53%
YTD
14.45%
1Y
21.26%
3Y*
7.07%
5Y*
10Y*

CGRA.TO

1D
0.15%
1M
1.78%
6M
12.41%
YTD
15.99%
1Y
18.58%
3Y*
13.44%
5Y*
7.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOM.TO vs. CGRA.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
14.45%6.96%5.90%-2.46%1.40%
CGRA.TO
CI Global Real Asset Private Pool
15.99%7.16%10.58%6.33%3.84%

Correlation

The correlation between CCOM.TO and CGRA.TO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2022

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CCOM.TO vs. CGRA.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCOM.TO
CCOM.TO Risk / Return Rank: 7676
Overall Rank
CCOM.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 8484
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5959
Martin Ratio Rank

CGRA.TO
CGRA.TO Risk / Return Rank: 8686
Overall Rank
CGRA.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CGRA.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CGRA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CGRA.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
CGRA.TO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCOM.TO vs. CGRA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Global Real Asset Private Pool (CGRA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCOM.TOCGRA.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.40

1.75

-0.35

Calmar ratioReturn relative to maximum drawdown

2.76

2.91

-0.15

Martin ratioReturn relative to average drawdown

8.08

10.82

-2.74

CCOM.TO vs. CGRA.TO - Sharpe Ratio Comparison

The current CCOM.TO Sharpe Ratio is 2.11, which is comparable to the CGRA.TO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CCOM.TO and CGRA.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CCOM.TO vs. CGRA.TO - Drawdown Comparison

The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum CGRA.TO drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and CGRA.TO.


Loading charts...

Drawdown Indicators


CCOM.TOCGRA.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-16.03%

+6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-6.43%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-7.89%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

Current Drawdown

Current decline from peak

-4.17%

-0.04%

-4.13%

Average Drawdown

Average peak-to-trough decline

-3.07%

-3.80%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.72%

+0.92%

Volatility

CCOM.TO vs. CGRA.TO - Volatility Comparison

CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a higher volatility of 2.86% compared to CI Global Real Asset Private Pool (CGRA.TO) at 1.25%. This indicates that CCOM.TO's price experiences larger fluctuations and is considered to be riskier than CGRA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CCOM.TOCGRA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

1.25%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

6.75%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

8.45%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

12.12%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

11.63%

-3.19%

Dividends

CCOM.TO vs. CGRA.TO - Dividend Comparison

CCOM.TO's dividend yield for the trailing twelve months is around 13.14%, more than CGRA.TO's 3.53% yield.


PositionTTM202520242023202220212020
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
13.14%3.48%6.99%4.21%0.00%0.00%0.00%
CGRA.TO
CI Global Real Asset Private Pool
3.53%4.02%4.14%4.39%4.46%3.89%2.61%

Frequently Asked Questions


CCOM.TO and CGRA.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCOM.TO is categorized as Commodities, while CGRA.TO is Global Allocation.

Portfolio Optimizer

Find the right allocation for CCOM.TO and CGRA.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer