KILO.TO vs. PHYS
KILO.TO (Purpose Gold Bullion Fund) is Gold fund actively managed by Purpose Investments, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 5 years, KILO.TO returned 16.78%/yr vs 20.33%/yr for PHYS. Their correlation of 0.83 suggests significant overlap in exposure.
Performance
KILO.TO vs. PHYS - Performance Comparison
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Different Trading Currencies
KILO.TO is traded in CAD, while PHYS is traded in USD. To make them comparable, the PHYS 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 lower than PHYS's -3.08% 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*
- —
PHYS
- 1D
- -2.12%
- 1M
- -6.73%
- YTD
- -3.08%
- 6M
- -7.52%
- 1Y
- 23.11%
- 3Y*
- 31.03%
- 5Y*
- 20.33%
- 10Y*
- 12.02%
KILO.TO vs. PHYS - 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% |
PHYS Sprott Physical Gold Trust | -3.13% | 56.47% | 37.13% | 10.29% | 4.41% | -4.88% | -5.00% |
Correlation
The correlation between KILO.TO and PHYS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.83 |
The correlation between KILO.TO and PHYS shifts across timeframes, from 0.83 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KILO.TO vs. PHYS — Risk / Return Rank
KILO.TO
PHYS
KILO.TO vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Sprott Physical Gold Trust (PHYS). 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 | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.02 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.01 | 2.71 | -0.70 |
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Drawdowns
KILO.TO vs. PHYS - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum PHYS drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for KILO.TO and PHYS.
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Drawdown Indicators
| KILO.TO | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -36.85% | +11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -22.79% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.90% | -22.79% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -22.79% | -2.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.35% | — |
Current DrawdownCurrent decline from peak | -24.51% | -21.22% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -13.91% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 8.57% | +0.87% |
Volatility
KILO.TO vs. PHYS - Volatility Comparison
Purpose Gold Bullion Fund (KILO.TO) and Sprott Physical Gold Trust (PHYS) have volatilities of 7.88% and 8.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KILO.TO | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 8.20% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 24.95% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 28.29% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 19.41% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 17.55% | +0.31% |
Dividends
KILO.TO vs. PHYS - Dividend Comparison
Neither KILO.TO nor PHYS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, KILO.TO and PHYS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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