PortfoliosLab logoPortfoliosLab logo
CINF.TO vs. ZUT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CINF.TO vs. ZUT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Infrastructure Private Pool (CINF.TO) and BMO Equal Weight Utilities Index ETF (ZUT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CINF.TO achieves a 17.12% return, which is significantly lower than ZUT.TO's 21.78% return.


CINF.TO

1D
-0.41%
1M
1.90%
YTD
17.12%
6M
17.36%
1Y
20.69%
3Y*
17.25%
5Y*
12.72%
10Y*

ZUT.TO

1D
-0.20%
1M
1.70%
YTD
21.78%
6M
22.22%
1Y
27.82%
3Y*
15.00%
5Y*
7.29%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CINF.TO vs. ZUT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CINF.TO
CI Global Infrastructure Private Pool
17.12%12.54%16.53%5.27%5.03%13.56%7.55%
ZUT.TO
BMO Equal Weight Utilities Index ETF
21.78%15.33%14.22%-5.29%-8.62%5.52%28.06%

Correlation

The correlation between CINF.TO and ZUT.TO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.47

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

0.46

Correlation (All Time)
Calculated using the full available price history since May 27, 2020

0.42

The correlation between CINF.TO and ZUT.TO has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.

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

CINF.TO vs. ZUT.TO — Risk / Return Rank

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

CINF.TO
CINF.TO Risk / Return Rank: 7878
Overall Rank
CINF.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CINF.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
CINF.TO Omega Ratio Rank: 7878
Omega Ratio Rank
CINF.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CINF.TO Martin Ratio Rank: 7373
Martin Ratio Rank

ZUT.TO
ZUT.TO Risk / Return Rank: 8080
Overall Rank
ZUT.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZUT.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
ZUT.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ZUT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZUT.TO Martin Ratio Rank: 5353
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.

CINF.TO vs. ZUT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Infrastructure Private Pool (CINF.TO) and BMO Equal Weight Utilities Index ETF (ZUT.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.


CINF.TOZUT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.39

1.52

-0.12

Calmar ratioReturn relative to maximum drawdown

3.91

3.12

+0.79

Martin ratioReturn relative to average drawdown

11.58

7.89

+3.69

CINF.TO vs. ZUT.TO - Sharpe Ratio Comparison

The current CINF.TO Sharpe Ratio is 2.17, which is comparable to the ZUT.TO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of CINF.TO and ZUT.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

CINF.TO vs. ZUT.TO - Drawdown Comparison

The maximum CINF.TO drawdown since its inception was -12.27%, smaller than the maximum ZUT.TO drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for CINF.TO and ZUT.TO.


Loading charts...

Drawdown Indicators


CINF.TOZUT.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-37.07%

+24.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

-8.95%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-19.27%

+9.65%

Max Drawdown (5Y)

Largest decline over 5 years

-12.27%

-32.36%

+20.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

Current Drawdown

Current decline from peak

-1.01%

-0.77%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.06%

-6.26%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.54%

-1.75%

Volatility

CINF.TO vs. ZUT.TO - Volatility Comparison

CI Global Infrastructure Private Pool (CINF.TO) has a higher volatility of 2.59% compared to BMO Equal Weight Utilities Index ETF (ZUT.TO) at 1.96%. This indicates that CINF.TO's price experiences larger fluctuations and is considered to be riskier than ZUT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CINF.TOZUT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.96%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

7.93%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

10.35%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

13.94%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.11%

16.47%

-4.36%

Dividends

CINF.TO vs. ZUT.TO - Dividend Comparison

CINF.TO's dividend yield for the trailing twelve months is around 2.42%, less than ZUT.TO's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
CINF.TO
CI Global Infrastructure Private Pool
2.42%2.80%3.06%3.45%3.51%3.56%2.27%0.00%0.00%0.00%0.00%0.00%
ZUT.TO
BMO Equal Weight Utilities Index ETF
2.75%3.50%4.05%4.43%4.02%3.31%3.38%4.08%4.68%3.78%4.06%4.72%

Frequently Asked Questions


CINF.TO and ZUT.TO have a correlation of 0.52, 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

Find the right allocation for CINF.TO and ZUT.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