DCM.TO vs. CBIL.TO
DCM.TO (DATA Communications Management Corp.) is a stock, while CBIL.TO (Global X 0-3 Month T-Bill ETF) is Canadian Government Bonds fund actively managed by Global X. Over the past 3 years, DCM.TO returned -8.39%/yr vs 3.63%/yr for CBIL.TO. At a 0.05 correlation, their price movements are largely independent.
Performance
DCM.TO vs. CBIL.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DCM.TO achieves a 5.21% return, which is significantly higher than CBIL.TO's 0.85% return.
DCM.TO
- 1D
- 0.59%
- 1M
- 1.80%
- YTD
- 5.21%
- 6M
- -5.34%
- 1Y
- 0.25%
- 3Y*
- -8.39%
- 5Y*
- 14.81%
- 10Y*
- -3.90%
CBIL.TO
- 1D
- 0.02%
- 1M
- 0.20%
- YTD
- 0.85%
- 6M
- 1.08%
- 1Y
- 2.34%
- 3Y*
- 3.63%
- 5Y*
- —
- 10Y*
- —
DCM.TO vs. CBIL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCM.TO DATA Communications Management Corp. | 5.21% | -8.38% | -20.23% | -9.03% |
CBIL.TO Global X 0-3 Month T-Bill ETF | 0.85% | 2.68% | 4.47% | 3.36% |
Correlation
The correlation between DCM.TO and CBIL.TO is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2023 | 0.05 |
The correlation between DCM.TO and CBIL.TO shifts across timeframes, from -0.06 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DCM.TO vs. CBIL.TO — Risk / Return Rank
DCM.TO
CBIL.TO
DCM.TO vs. CBIL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DATA Communications Management Corp. (DCM.TO) and Global X 0-3 Month T-Bill ETF (CBIL.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.
| DCM.TO | CBIL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.46 | ||
| Sortino ratioReturn per unit of downside risk | -23.24 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 5.38 | -4.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 58.74 | -58.73 |
| Martin ratioReturn relative to average drawdown | 0.01 | 339.60 | -339.59 |
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
| DCM.TO | CBIL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 9.47 | -9.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 11.64 | -11.64 |
Drawdowns
DCM.TO vs. CBIL.TO - Drawdown Comparison
The maximum DCM.TO drawdown since its inception was -99.98%, which is greater than CBIL.TO's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for DCM.TO and CBIL.TO.
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Drawdown Indicators
| DCM.TO | CBIL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -0.06% | -99.92% |
Max Drawdown (1Y)Largest decline over 1 year | -34.84% | -0.04% | -34.80% |
Max Drawdown (3Y)Largest decline over 3 years | -60.94% | -0.06% | -60.88% |
Max Drawdown (5Y)Largest decline over 5 years | -60.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.19% | — | — |
Current DrawdownCurrent decline from peak | -99.65% | 0.00% | -99.65% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -0.00% | -69.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.57% | 0.01% | +20.56% |
Volatility
DCM.TO vs. CBIL.TO - Volatility Comparison
DATA Communications Management Corp. (DCM.TO) has a higher volatility of 10.03% compared to Global X 0-3 Month T-Bill ETF (CBIL.TO) at 0.08%. This indicates that DCM.TO's price experiences larger fluctuations and is considered to be riskier than CBIL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCM.TO | CBIL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.03% | 0.08% | +9.95% |
Volatility (6M)Calculated over the trailing 6-month period | 32.52% | 0.19% | +32.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.06% | 0.25% | +44.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.46% | 0.31% | +50.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.32% | 0.31% | +85.01% |
Dividends
DCM.TO vs. CBIL.TO - Dividend Comparison
DCM.TO's dividend yield for the trailing twelve months is around 5.88%, more than CBIL.TO's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CBIL.TO Global X 0-3 Month T-Bill ETF | 2.29% | 2.59% | 4.38% | 3.39% |
DCM.TO DATA Communications Management Corp. | 5.88% | 18.29% | 0.00% | 0.00% |
Frequently Asked Questions
DCM.TO and CBIL.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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