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ENCC.TO vs. PINC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENCC.TO vs. PINC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and Purpose Multi-Asset Income Fund (PINC.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, ENCC.TO achieves a 31.48% return, which is significantly higher than PINC.TO's 17.29% return.


ENCC.TO

1D
-0.54%
1M
7.81%
6M
25.10%
YTD
31.48%
1Y
41.56%
3Y*
21.55%
5Y*
27.81%
10Y*
8.77%
ALL TIME*
-1.75%

PINC.TO

1D
-0.26%
1M
1.34%
6M
14.51%
YTD
17.29%
1Y
24.86%
3Y*
14.78%
5Y*
6.76%
10Y*
ALL TIME*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.63MCA$1.50MCA$2.06M
CA$17.08KCA$13.56KCA$13.69K

ENCC.TO vs. PINC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
31.48%13.13%17.39%5.72%41.32%80.54%-27.98%6.56%-30.02%
PINC.TO
Purpose Multi-Asset Income Fund
17.29%14.41%11.54%0.95%-12.11%21.51%0.74%14.28%-6.43%

Correlation

The correlation between ENCC.TO and PINC.TO is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (All Time)
Calculated using the full available price history since May 8, 2018

0.25

The correlation between ENCC.TO and PINC.TO shifts across timeframes, from 0.07 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ENCC.TO vs. PINC.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENCC.TO
ENCC.TO Risk / Return Rank: 9292
Overall Rank
ENCC.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 8888
Martin Ratio Rank

PINC.TO
PINC.TO Risk / Return Rank: 9797
Overall Rank
PINC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PINC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PINC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PINC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PINC.TO Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENCC.TO vs. PINC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and Purpose Multi-Asset Income Fund (PINC.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.


ENCC.TOPINC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.46

1.78

-0.32

Calmar ratioReturn relative to maximum drawdown

4.83

6.71

-1.88

Martin ratioReturn relative to average drawdown

13.84

26.05

-12.21

ENCC.TO vs. PINC.TO - Sharpe Ratio Comparison

The current ENCC.TO Sharpe Ratio is 2.66, which is comparable to the PINC.TO Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of ENCC.TO and PINC.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

ENCC.TO vs. PINC.TO - Drawdown Comparison

The maximum ENCC.TO drawdown since its inception was -93.29%, which is greater than PINC.TO's maximum drawdown of -43.84%. Use the drawdown chart below to compare losses from any high point for ENCC.TO and PINC.TO.


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Drawdown Indicators


ENCC.TOPINC.TODifference

Max Drawdown

Largest peak-to-trough decline

-93.29%

-43.84%

-49.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-3.59%

-4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-8.55%

-8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

-21.04%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-24.31%

-0.94%

-23.37%

Average Drawdown

Average peak-to-trough decline

-55.78%

-5.79%

-49.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.92%

+2.03%

Volatility

ENCC.TO vs. PINC.TO - Volatility Comparison

Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) has a higher volatility of 5.50% compared to Purpose Multi-Asset Income Fund (PINC.TO) at 1.64%. This indicates that ENCC.TO's price experiences larger fluctuations and is considered to be riskier than PINC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCC.TOPINC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

1.64%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

5.04%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

6.37%

+9.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

8.38%

+14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.01%

14.69%

+14.32%

ENCC.TO vs. PINC.TO - Expense Ratio Comparison

ENCC.TO has a 0.92% expense ratio, which is lower than PINC.TO's 1.04% expense ratio.


Dividends

ENCC.TO vs. PINC.TO - Dividend Comparison

ENCC.TO's dividend yield for the trailing twelve months is around 11.09%, more than PINC.TO's 4.43% yield.


PositionTTM20252024202320222021202020192018201720162015
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.09%13.62%14.58%14.87%12.55%4.23%5.10%6.11%8.37%6.93%4.34%3.03%
PINC.TO
Purpose Multi-Asset Income Fund
4.43%5.05%5.48%5.78%5.51%4.60%5.33%5.06%3.66%0.00%0.00%0.00%

Frequently Asked Questions


ENCC.TO and PINC.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENCC.TO is cheaper at 0.92% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENCC.TO is cheaper with a 0.92% expense ratio, compared with 1.04% for PINC.TO.

They also come from different issuers: Global X and Purpose. Their fees differ too: 0.92% for ENCC.TO and 1.04% for PINC.TO.

Portfolio Optimizer

Find the right allocation for ENCC.TO and PINC.TO

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