KILO.TO vs. BTC-USD
KILO.TO (Purpose Gold Bullion Fund) is Gold fund actively managed by Purpose Investments, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, KILO.TO returned 16.78%/yr vs 15.89%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
KILO.TO vs. BTC-USD - Performance Comparison
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Different Trading Currencies
KILO.TO is traded in CAD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly higher than BTC-USD's -25.63% return.
KILO.TO
- 1D
- -1.81%
- 1M
- -9.01%
- YTD
- -5.68%
- 6M
- -9.56%
- 1Y
- 18.91%
- 3Y*
- 26.73%
- 5Y*
- 16.78%
- 10Y*
- —
BTC-USD
- 1D
- -1.69%
- 1M
- -14.26%
- YTD
- -25.63%
- 6M
- -25.87%
- 1Y
- -38.48%
- 3Y*
- 30.21%
- 5Y*
- 15.89%
- 10Y*
- 59.06%
KILO.TO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | -5.68% | 60.17% | 25.97% | 12.15% | -0.90% | -4.72% | -2.21% |
BTC-USD Bitcoin | -25.63% | -10.55% | 140.73% | 147.36% | -61.80% | 59.32% | 139.01% |
Correlation
The correlation between KILO.TO and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.10 |
The correlation between KILO.TO and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KILO.TO vs. BTC-USD — Risk / Return Rank
KILO.TO
BTC-USD
KILO.TO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Bitcoin (BTC-USD). 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.
| KILO.TO | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.85 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | -0.75 | +1.51 |
| Martin ratioReturn relative to average drawdown | 2.01 | -1.24 | +3.25 |
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Drawdowns
KILO.TO vs. BTC-USD - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum BTC-USD drawdown of -83.48%. Use the drawdown chart below to compare losses from any high point for KILO.TO and BTC-USD.
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Drawdown Indicators
| KILO.TO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -83.48% | +58.58% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -51.27% | +26.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.90% | -51.27% | +26.37% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -74.94% | +50.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.60% | — |
Current DrawdownCurrent decline from peak | -24.51% | -48.84% | +24.33% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -40.04% | +33.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 31.91% | -22.47% |
Volatility
KILO.TO vs. BTC-USD - Volatility Comparison
The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 7.88%, while Bitcoin (BTC-USD) has a volatility of 12.40%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KILO.TO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 12.40% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 33.28% | -9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 35.10% | -7.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 45.34% | -27.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 56.17% | -38.31% |
Frequently Asked Questions
KILO.TO and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for KILO.TO and BTC-USD
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