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CGRA.TO vs. CEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGRA.TO vs. CEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Real Asset Private Pool (CGRA.TO) and CI Equity Asset Allocation ETF (CEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGRA.TO achieves a 15.15% return, which is significantly higher than CEQT.TO's 14.27% return.


CGRA.TO

1D
0.00%
1M
3.45%
YTD
15.15%
6M
15.15%
1Y
17.05%
3Y*
13.99%
5Y*
7.84%
10Y*

CEQT.TO

1D
0.43%
1M
1.75%
YTD
14.27%
6M
13.93%
1Y
29.87%
3Y*
22.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
CGRA.TO
CI Global Real Asset Private Pool
15.15%7.16%10.58%3.84%
CEQT.TO
CI Equity Asset Allocation ETF
14.27%18.84%27.38%6.47%

Correlation

The correlation between CGRA.TO and CEQT.TO is 0.09, 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

0.09

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 17, 2023

0.12

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Return for Risk

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

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

CGRA.TO
CGRA.TO Risk / Return Rank: 7676
Overall Rank
CGRA.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CGRA.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
CGRA.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CGRA.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
CGRA.TO Martin Ratio Rank: 6464
Martin Ratio Rank

CEQT.TO
CEQT.TO Risk / Return Rank: 9292
Overall Rank
CEQT.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CEQT.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEQT.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CEQT.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CEQT.TO Martin Ratio Rank: 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Global Real Asset Private Pool (CGRA.TO) and CI Equity Asset Allocation ETF (CEQT.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.


CGRA.TOCEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.70

1.88

-0.18

Calmar ratioReturn relative to maximum drawdown

2.68

4.15

-1.48

Martin ratioReturn relative to average drawdown

9.91

16.41

-6.50

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

The current CGRA.TO Sharpe Ratio is 2.04, which is comparable to the CEQT.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of CGRA.TO and CEQT.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.


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Drawdowns

CGRA.TO vs. CEQT.TO - Drawdown Comparison

The maximum CGRA.TO drawdown since its inception was -16.03%, which is greater than CEQT.TO's maximum drawdown of -14.02%. Use the drawdown chart below to compare losses from any high point for CGRA.TO and CEQT.TO.


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Drawdown Indicators


CGRA.TOCEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.03%

-14.02%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-7.26%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-14.02%

+6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

Current Drawdown

Current decline from peak

0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-3.83%

-1.18%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.83%

-0.10%

Volatility

CGRA.TO vs. CEQT.TO - Volatility Comparison

The current volatility for CI Global Real Asset Private Pool (CGRA.TO) is 2.67%, while CI Equity Asset Allocation ETF (CEQT.TO) has a volatility of 4.14%. This indicates that CGRA.TO experiences smaller price fluctuations and is considered to be less risky than CEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGRA.TOCEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

4.14%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

9.22%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

11.02%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

13.08%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

13.08%

-1.40%

Dividends

CGRA.TO vs. CEQT.TO - Dividend Comparison

CGRA.TO's dividend yield for the trailing twelve months is around 3.56%, more than CEQT.TO's 1.09% yield.


PositionTTM202520242023202220212020
CEQT.TO
CI Equity Asset Allocation ETF
1.09%1.25%1.82%1.06%0.00%0.00%0.00%
CGRA.TO
CI Global Real Asset Private Pool
3.56%4.02%4.14%4.39%4.46%3.89%2.61%

Frequently Asked Questions


CGRA.TO and CEQT.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGRA.TO is categorized as Global Allocation, while CEQT.TO is Diversified Portfolio.

Portfolio Optimizer

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