PortfoliosLab logoPortfoliosLab logo
KILO.TO vs. BTCY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KILO.TO vs. BTCY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly higher than BTCY.TO's -33.54% 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*

BTCY.TO

1D
-3.27%
1M
-21.37%
YTD
-33.54%
6M
-33.98%
1Y
-44.06%
3Y*
17.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. BTCY.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KILO.TO
Purpose Gold Bullion Fund
-5.68%60.17%25.97%12.15%-0.90%3.21%
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
-33.54%-9.07%112.59%111.84%-64.51%-18.42%

Correlation

The correlation between KILO.TO and BTCY.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2021

0.11

The correlation between KILO.TO and BTCY.TO shifts across timeframes, from 0.11 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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

KILO.TO vs. BTCY.TO — Risk / Return Rank

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

KILO.TO
KILO.TO Risk / Return Rank: 2020
Overall Rank
KILO.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 2222
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 1818
Martin Ratio Rank

BTCY.TO
BTCY.TO Risk / Return Rank: 22
Overall Rank
BTCY.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCY.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCY.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCY.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCY.TO Martin Ratio Rank: 11
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.

KILO.TO vs. BTCY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Purpose Bitcoin Yield ETF - ETF Units (BTCY.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.


KILO.TOBTCY.TODifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.15

0.85

+0.30

Calmar ratioReturn relative to maximum drawdown

0.76

-0.81

+1.57

Martin ratioReturn relative to average drawdown

2.01

-1.42

+3.43

KILO.TO vs. BTCY.TO - Sharpe Ratio Comparison

The current KILO.TO Sharpe Ratio is 0.70, which is higher than the BTCY.TO Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of KILO.TO and BTCY.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.


Loading charts...

Drawdowns

KILO.TO vs. BTCY.TO - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum BTCY.TO drawdown of -71.53%. Use the drawdown chart below to compare losses from any high point for KILO.TO and BTCY.TO.


Loading charts...

Drawdown Indicators


KILO.TOBTCY.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-71.53%

+46.63%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-54.63%

+29.73%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-54.63%

+29.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

Current Drawdown

Current decline from peak

-24.51%

-52.93%

+28.42%

Average Drawdown

Average peak-to-trough decline

-6.79%

-33.29%

+26.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

31.16%

-21.72%

Volatility

KILO.TO vs. BTCY.TO - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 7.88%, while Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) has a volatility of 15.01%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than BTCY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KILO.TOBTCY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

15.01%

-7.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

40.44%

-16.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

48.40%

-21.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

50.97%

-32.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

50.97%

-33.11%

Dividends

KILO.TO vs. BTCY.TO - Dividend Comparison

KILO.TO has not paid dividends to shareholders, while BTCY.TO's dividend yield for the trailing twelve months is around 24.64%.


PositionTTM202520242023202220212020
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
24.64%15.11%16.69%9.20%24.17%1.23%0.00%
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%

Frequently Asked Questions


KILO.TO and BTCY.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for KILO.TO and BTCY.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer