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KILO-B.TO vs. AGCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KILO-B.TO vs. AGCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) and Global X Silver Covered Call ETF (AGCC.TO). The values are adjusted to include any dividend payments, if applicable.

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KILO-B.TO vs. AGCC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KILO-B.TO achieves a 9.94% return, which is significantly higher than AGCC.TO's 1.84% return.


KILO-B.TO

1D
3.80%
1M
-9.42%
YTD
9.94%
6M
21.41%
1Y
44.69%
3Y*
34.39%
5Y*
24.48%
10Y*

AGCC.TO

1D
6.26%
1M
-18.74%
YTD
1.84%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KILO-B.TO vs. AGCC.TO - Expense Ratio Comparison

KILO-B.TO has a 0.28% expense ratio, which is lower than AGCC.TO's 0.60% expense ratio.


Return for Risk

KILO-B.TO vs. AGCC.TO — Risk / Return Rank

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

KILO-B.TO
KILO-B.TO Risk / Return Rank: 8484
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 8383
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
KILO-B.TO Martin Ratio Rank: 8383
Martin Ratio Rank

AGCC.TO
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.

KILO-B.TO vs. AGCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) and Global X Silver Covered Call ETF (AGCC.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.


KILO-B.TOAGCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.73

Sortino ratio

Return per unit of downside risk

2.19

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

2.73

Martin ratio

Return relative to average drawdown

9.62

KILO-B.TO vs. AGCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KILO-B.TOAGCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.47

-0.17

Correlation

The correlation between KILO-B.TO and AGCC.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KILO-B.TO vs. AGCC.TO - Dividend Comparison

KILO-B.TO has not paid dividends to shareholders, while AGCC.TO's dividend yield for the trailing twelve months is around 3.06%.


TTM202520242023202220212020
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.69%
AGCC.TO
Global X Silver Covered Call ETF
3.06%1.49%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KILO-B.TO vs. AGCC.TO - Drawdown Comparison

The maximum KILO-B.TO drawdown since its inception was -22.54%, smaller than the maximum AGCC.TO drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for KILO-B.TO and AGCC.TO.


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Drawdown Indicators


KILO-B.TOAGCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-39.17%

+16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-10.76%

-32.50%

+21.74%

Average Drawdown

Average peak-to-trough decline

-7.59%

-11.78%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

Volatility

KILO-B.TO vs. AGCC.TO - Volatility Comparison


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Volatility by Period


KILO-B.TOAGCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

Volatility (1Y)

Calculated over the trailing 1-year period

26.05%

70.54%

-44.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

70.54%

-53.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

70.54%

-52.56%