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MNT.TO vs. CGL.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MNT.TO and CGL.TO is 0.73, 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.


-0.50.00.51.00.7

Performance

MNT.TO vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
41.97%
-3.02%
MNT.TO
CGL.TO

Key characteristics

Sharpe Ratio

MNT.TO:

2.96

CGL.TO:

1.84

Sortino Ratio

MNT.TO:

3.74

CGL.TO:

2.44

Omega Ratio

MNT.TO:

1.52

CGL.TO:

1.32

Calmar Ratio

MNT.TO:

2.63

CGL.TO:

3.40

Martin Ratio

MNT.TO:

23.57

CGL.TO:

9.58

Ulcer Index

MNT.TO:

2.02%

CGL.TO:

2.90%

Daily Std Dev

MNT.TO:

16.09%

CGL.TO:

15.15%

Max Drawdown

MNT.TO:

-34.79%

CGL.TO:

-45.96%

Current Drawdown

MNT.TO:

-1.37%

CGL.TO:

-6.15%

Returns By Period

In the year-to-date period, MNT.TO achieves a 46.19% return, which is significantly higher than CGL.TO's 25.88% return. Over the past 10 years, MNT.TO has outperformed CGL.TO with an annualized return of 10.55%, while CGL.TO has yielded a comparatively lower 7.17% annualized return.


MNT.TO

YTD

46.19%

1M

2.79%

6M

22.62%

1Y

47.39%

5Y*

13.76%

10Y*

10.55%

CGL.TO

YTD

25.88%

1M

-1.14%

6M

12.27%

1Y

26.80%

5Y*

10.91%

10Y*

7.17%

Compare stocks, funds, or ETFs

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


MNT.TO vs. CGL.TO - Expense Ratio Comparison


CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
Expense ratio chart for CGL.TO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

MNT.TO vs. CGL.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.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 MNT.TO, currently valued at 2.11, compared to the broader market0.002.004.002.111.06
The chart of Sortino ratio for MNT.TO, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.711.48
The chart of Omega ratio for MNT.TO, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.19
The chart of Calmar ratio for MNT.TO, currently valued at 2.02, compared to the broader market0.005.0010.0015.002.020.67
The chart of Martin ratio for MNT.TO, currently valued at 15.49, compared to the broader market0.0020.0040.0060.0080.00100.0015.495.16
MNT.TO
CGL.TO

The current MNT.TO Sharpe Ratio is 2.96, which is higher than the CGL.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of MNT.TO and CGL.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
2.11
1.06
MNT.TO
CGL.TO

Dividends

MNT.TO vs. CGL.TO - Dividend Comparison

Neither MNT.TO nor CGL.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MNT.TO vs. CGL.TO - Drawdown Comparison

The maximum MNT.TO drawdown since its inception was -34.79%, smaller than the maximum CGL.TO drawdown of -45.96%. Use the drawdown chart below to compare losses from any high point for MNT.TO and CGL.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.64%
-11.58%
MNT.TO
CGL.TO

Volatility

MNT.TO vs. CGL.TO - Volatility Comparison

The current volatility for Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) is 5.30%, while iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a volatility of 5.69%. This indicates that MNT.TO experiences smaller price fluctuations and is considered to be less risky than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
5.69%
MNT.TO
CGL.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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