PortfoliosLab logoPortfoliosLab logo
GYRO vs. MNY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GYRO vs. MNY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gyrodyne, LLC (GYRO) and Purpose Cash Management Fund (MNY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GYRO vs. MNY.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
GYRO
Gyrodyne, LLC
-12.01%2.44%-9.80%23.46%-16.11%
MNY.TO
Purpose Cash Management Fund
-0.75%7.97%-3.58%7.42%-1.37%
Different Trading Currencies

GYRO is traded in USD, while MNY.TO is traded in CAD. To make them comparable, the MNY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GYRO achieves a -12.01% return, which is significantly lower than MNY.TO's -0.75% return.


GYRO

1D
0.00%
1M
-8.65%
YTD
-12.01%
6M
-18.80%
1Y
-2.32%
3Y*
-1.66%
5Y*
-11.95%
10Y*
-7.10%

MNY.TO

1D
0.11%
1M
-1.66%
YTD
-0.75%
6M
1.40%
1Y
6.26%
3Y*
3.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GYRO vs. MNY.TO — Risk / Return Rank

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

GYRO
GYRO Risk / Return Rank: 3838
Overall Rank
GYRO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GYRO Sortino Ratio Rank: 3636
Sortino Ratio Rank
GYRO Omega Ratio Rank: 3939
Omega Ratio Rank
GYRO Calmar Ratio Rank: 3838
Calmar Ratio Rank
GYRO Martin Ratio Rank: 3838
Martin Ratio Rank

MNY.TO
MNY.TO Risk / Return Rank: 100100
Overall Rank
MNY.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MNY.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
MNY.TO Omega Ratio Rank: 100100
Omega Ratio Rank
MNY.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
MNY.TO Martin Ratio Rank: 100100
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.

GYRO vs. MNY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gyrodyne, LLC (GYRO) and Purpose Cash Management Fund (MNY.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.


GYROMNY.TODifference

Sharpe ratio

Return per unit of total volatility

-0.05

1.20

-1.25

Sortino ratio

Return per unit of downside risk

0.29

1.99

-1.70

Omega ratio

Gain probability vs. loss probability

1.05

1.23

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.09

2.01

-2.11

Martin ratio

Return relative to average drawdown

-0.20

4.43

-4.63

GYRO vs. MNY.TO - Sharpe Ratio Comparison

The current GYRO Sharpe Ratio is -0.05, which is lower than the MNY.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GYRO and MNY.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.


Loading graphics...

Sharpe Ratios by Period


GYROMNY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.20

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.44

-0.43

Correlation

The correlation between GYRO and MNY.TO is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GYRO vs. MNY.TO - Dividend Comparison

GYRO has not paid dividends to shareholders, while MNY.TO's dividend yield for the trailing twelve months is around 2.67%.


TTM2025202420232022202120202019201820172016
GYRO
Gyrodyne, LLC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.98%58.97%
MNY.TO
Purpose Cash Management Fund
2.67%2.93%4.71%4.85%1.47%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GYRO vs. MNY.TO - Drawdown Comparison

The maximum GYRO drawdown since its inception was -98.41%, which is greater than MNY.TO's maximum drawdown of -6.22%. Use the drawdown chart below to compare losses from any high point for GYRO and MNY.TO.


Loading graphics...

Drawdown Indicators


GYROMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.41%

-0.24%

-98.17%

Max Drawdown (1Y)

Largest decline over 1 year

-25.61%

-0.04%

-25.57%

Max Drawdown (5Y)

Largest decline over 5 years

-56.16%

Max Drawdown (10Y)

Largest decline over 10 years

-66.60%

Current Drawdown

Current decline from peak

-98.28%

0.00%

-98.28%

Average Drawdown

Average peak-to-trough decline

-49.32%

0.00%

-49.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.86%

0.00%

+11.86%

Volatility

GYRO vs. MNY.TO - Volatility Comparison

Gyrodyne, LLC (GYRO) has a higher volatility of 6.60% compared to Purpose Cash Management Fund (MNY.TO) at 1.36%. This indicates that GYRO's price experiences larger fluctuations and is considered to be riskier than MNY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GYROMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

1.36%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.84%

3.34%

+13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

5.24%

+41.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.56%

5.97%

+39.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.07%

5.97%

+30.10%