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DGS.TO vs. MNT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGS.TO vs. MNT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dividend Growth Split Corp. (DGS.TO) and Royal Canadian Mint - Canadian Gold Reserves (MNT.TO). The values are adjusted to include any dividend payments, if applicable.

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DGS.TO vs. MNT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGS.TO
Dividend Growth Split Corp.
1.23%34.53%62.16%-6.12%-1.94%132.50%-33.14%69.73%-49.39%19.75%
MNT.TO
Royal Canadian Mint - Canadian Gold Reserves
6.88%61.23%44.81%3.61%10.52%-10.51%26.14%13.47%5.87%5.52%

Returns By Period

In the year-to-date period, DGS.TO achieves a 1.23% return, which is significantly lower than MNT.TO's 6.88% return. Over the past 10 years, DGS.TO has outperformed MNT.TO with an annualized return of 15.75%, while MNT.TO has yielded a comparatively lower 14.79% annualized return.


DGS.TO

1D
0.13%
1M
-7.78%
YTD
1.23%
6M
10.57%
1Y
42.57%
3Y*
30.61%
5Y*
22.30%
10Y*
15.75%

MNT.TO

1D
3.93%
1M
-11.28%
YTD
6.88%
6M
14.20%
1Y
40.58%
3Y*
35.64%
5Y*
24.73%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DGS.TO vs. MNT.TO — Risk / Return Rank

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

DGS.TO
DGS.TO Risk / Return Rank: 9393
Overall Rank
DGS.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DGS.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGS.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DGS.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGS.TO Martin Ratio Rank: 9494
Martin Ratio Rank

MNT.TO
MNT.TO Risk / Return Rank: 7070
Overall Rank
MNT.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MNT.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
MNT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
MNT.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
MNT.TO Martin Ratio Rank: 6464
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.

DGS.TO vs. MNT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Growth Split Corp. (DGS.TO) and Royal Canadian Mint - Canadian Gold Reserves (MNT.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.


DGS.TOMNT.TODifference

Sharpe ratio

Return per unit of total volatility

2.20

1.27

+0.93

Sortino ratio

Return per unit of downside risk

2.93

1.75

+1.18

Omega ratio

Gain probability vs. loss probability

1.50

1.25

+0.25

Calmar ratio

Return relative to maximum drawdown

3.68

1.62

+2.06

Martin ratio

Return relative to average drawdown

14.84

5.94

+8.89

DGS.TO vs. MNT.TO - Sharpe Ratio Comparison

The current DGS.TO Sharpe Ratio is 2.20, which is higher than the MNT.TO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DGS.TO and MNT.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGS.TOMNT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.27

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.24

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.76

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.47

-0.23

Correlation

The correlation between DGS.TO and MNT.TO is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DGS.TO vs. MNT.TO - Dividend Comparison

DGS.TO's dividend yield for the trailing twelve months is around 14.29%, while MNT.TO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DGS.TO
Dividend Growth Split Corp.
14.29%15.40%17.47%5.86%17.42%14.68%5.88%15.18%24.93%14.85%15.33%17.91%
MNT.TO
Royal Canadian Mint - Canadian Gold Reserves
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGS.TO vs. MNT.TO - Drawdown Comparison

The maximum DGS.TO drawdown since its inception was -85.18%, which is greater than MNT.TO's maximum drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for DGS.TO and MNT.TO.


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Drawdown Indicators


DGS.TOMNT.TODifference

Max Drawdown

Largest peak-to-trough decline

-85.18%

-34.79%

-50.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-25.01%

+13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-25.01%

-15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-63.34%

-33.58%

-29.76%

Current Drawdown

Current decline from peak

-7.78%

-14.82%

+7.04%

Average Drawdown

Average peak-to-trough decline

-14.31%

-15.65%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

6.81%

-3.93%

Volatility

DGS.TO vs. MNT.TO - Volatility Comparison

The current volatility for Dividend Growth Split Corp. (DGS.TO) is 9.85%, while Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) has a volatility of 13.84%. This indicates that DGS.TO experiences smaller price fluctuations and is considered to be less risky than MNT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGS.TOMNT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

13.84%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

27.16%

-13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

32.08%

-12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.14%

20.12%

+9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.21%

19.50%

+15.71%