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KILO.TO vs. VALT.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KILO.TO and VALT.TO is 0.80, 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.


-0.50.00.51.00.8

Performance

KILO.TO vs. VALT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and CI Gold Bullion Fund (VALT.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.75%
5.77%
KILO.TO
VALT.TO

Key characteristics

Sharpe Ratio

KILO.TO:

1.75

VALT.TO:

1.78

Sortino Ratio

KILO.TO:

2.30

VALT.TO:

2.35

Omega Ratio

KILO.TO:

1.31

VALT.TO:

1.32

Calmar Ratio

KILO.TO:

3.26

VALT.TO:

3.25

Martin Ratio

KILO.TO:

9.00

VALT.TO:

9.41

Ulcer Index

KILO.TO:

2.93%

VALT.TO:

2.82%

Daily Std Dev

KILO.TO:

15.11%

VALT.TO:

14.91%

Max Drawdown

KILO.TO:

-22.67%

VALT.TO:

-20.96%

Current Drawdown

KILO.TO:

-6.62%

VALT.TO:

-6.34%

Returns By Period

The year-to-date returns for both investments are quite close, with KILO.TO having a 25.22% return and VALT.TO slightly higher at 25.27%.


KILO.TO

YTD

25.22%

1M

-3.78%

6M

11.28%

1Y

25.71%

5Y*

10.74%

10Y*

N/A

VALT.TO

YTD

25.27%

1M

-3.57%

6M

11.31%

1Y

26.49%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KILO.TO vs. VALT.TO - Expense Ratio Comparison


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

KILO.TO vs. VALT.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and CI Gold Bullion Fund (VALT.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.


Sharpe ratio
The chart of Sharpe ratio for KILO.TO, currently valued at 0.96, compared to the broader market0.002.004.000.960.98
The chart of Sortino ratio for KILO.TO, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.001.341.37
The chart of Omega ratio for KILO.TO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.17
The chart of Calmar ratio for KILO.TO, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.591.60
The chart of Martin ratio for KILO.TO, currently valued at 4.51, compared to the broader market0.0020.0040.0060.0080.00100.004.514.70
KILO.TO
VALT.TO

The current KILO.TO Sharpe Ratio is 1.75, which is comparable to the VALT.TO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of KILO.TO and VALT.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.96
0.98
KILO.TO
VALT.TO

Dividends

KILO.TO vs. VALT.TO - Dividend Comparison

Neither KILO.TO nor VALT.TO has paid dividends to shareholders.


TTM2023202220212020
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%1.41%
VALT.TO
CI Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%

Drawdowns

KILO.TO vs. VALT.TO - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -22.67%, which is greater than VALT.TO's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for KILO.TO and VALT.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.66%
-9.38%
KILO.TO
VALT.TO

Volatility

KILO.TO vs. VALT.TO - Volatility Comparison

Purpose Gold Bullion Fund (KILO.TO) and CI Gold Bullion Fund (VALT.TO) have volatilities of 5.85% and 6.04%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.85%
6.04%
KILO.TO
VALT.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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