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

Performance

CGRA.TO vs. ZGRO.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 BMO Growth ETF (ZGRO.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 ZGRO.TO's 11.94% 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*

ZGRO.TO

1D
0.26%
1M
1.75%
YTD
11.94%
6M
11.56%
1Y
24.30%
3Y*
22.03%
5Y*
15.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CGRA.TO
CI Global Real Asset Private Pool
15.15%7.16%10.58%6.33%-9.03%20.00%6.05%
ZGRO.TO
BMO Growth ETF
11.94%18.65%25.70%20.36%-5.92%20.50%20.01%

Correlation

The correlation between CGRA.TO and ZGRO.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.20

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Return for Risk

CGRA.TO vs. ZGRO.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

ZGRO.TO
ZGRO.TO Risk / Return Rank: 7979
Overall Rank
ZGRO.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ZGRO.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
ZGRO.TO Omega Ratio Rank: 7777
Omega Ratio Rank
ZGRO.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
ZGRO.TO Martin Ratio Rank: 8282
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. ZGRO.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 BMO Growth ETF (ZGRO.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.TOZGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.70

1.39

+0.31

Calmar ratioReturn relative to maximum drawdown

2.68

3.55

-0.88

Martin ratioReturn relative to average drawdown

9.91

13.76

-3.85

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

The current CGRA.TO Sharpe Ratio is 2.04, which is comparable to the ZGRO.TO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CGRA.TO and ZGRO.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. ZGRO.TO - Drawdown Comparison

The maximum CGRA.TO drawdown since its inception was -16.03%, smaller than the maximum ZGRO.TO drawdown of -24.67%. Use the drawdown chart below to compare losses from any high point for CGRA.TO and ZGRO.TO.


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Drawdown Indicators


CGRA.TOZGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.03%

-24.67%

+8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-6.87%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-11.60%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-16.21%

+0.18%

Current Drawdown

Current decline from peak

0.00%

-1.54%

+1.54%

Average Drawdown

Average peak-to-trough decline

-3.83%

-2.49%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.77%

-0.04%

Volatility

CGRA.TO vs. ZGRO.TO - Volatility Comparison

The current volatility for CI Global Real Asset Private Pool (CGRA.TO) is 2.67%, while BMO Growth ETF (ZGRO.TO) has a volatility of 5.08%. This indicates that CGRA.TO experiences smaller price fluctuations and is considered to be less risky than ZGRO.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.TOZGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

5.08%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

9.92%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

11.74%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

11.17%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

13.18%

-1.50%

Dividends

CGRA.TO vs. ZGRO.TO - Dividend Comparison

CGRA.TO's dividend yield for the trailing twelve months is around 3.56%, more than ZGRO.TO's 1.43% yield.


PositionTTM2025202420232022202120202019
CGRA.TO
CI Global Real Asset Private Pool
3.56%4.02%4.14%4.39%4.46%3.89%2.61%0.00%
ZGRO.TO
BMO Growth ETF
1.43%3.38%5.76%6.81%7.63%6.65%7.47%6.95%

Frequently Asked Questions


CGRA.TO and ZGRO.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and BMO.

Portfolio Optimizer

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