PortfoliosLab logoPortfoliosLab logo
MNT.TO vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNT.TO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MNT.TO is traded in CAD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MNT.TO achieves a -5.87% return, which is significantly lower than JEPI's 3.45% return.


MNT.TO

1D
1.07%
1M
-10.48%
YTD
-5.87%
6M
-7.90%
1Y
21.05%
3Y*
32.02%
5Y*
20.37%
10Y*
12.87%

JEPI

1D
0.72%
1M
3.03%
YTD
3.45%
6M
2.73%
1Y
10.11%
3Y*
10.81%
5Y*
10.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNT.TO vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MNT.TO
Royal Canadian Mint - Canadian Gold Reserves
-5.87%61.23%44.81%3.61%10.52%-10.51%-2.88%
JEPI
JPMorgan Equity Premium Income ETF
3.45%3.16%22.10%7.21%2.63%21.46%8.56%

Correlation

The correlation between MNT.TO and JEPI is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

-0.00

The correlation between MNT.TO and JEPI shifts across timeframes, from -0.03 (5 years) to 0.07 (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

MNT.TO vs. JEPI — Risk / Return Rank

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

MNT.TO
MNT.TO Risk / Return Rank: 2222
Overall Rank
MNT.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MNT.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
MNT.TO Omega Ratio Rank: 2525
Omega Ratio Rank
MNT.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
MNT.TO Martin Ratio Rank: 2020
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 2828
Overall Rank
JEPI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2929
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2828
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2727
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2828
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.

MNT.TO vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) and JPMorgan Equity Premium Income ETF (JEPI). 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.


MNT.TOJEPIDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

0.74

1.85

-1.11

Martin ratioReturn relative to average drawdown

2.05

5.02

-2.98

MNT.TO vs. JEPI - Sharpe Ratio Comparison

The current MNT.TO Sharpe Ratio is 0.69, which is lower than the JEPI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MNT.TO and JEPI, 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

MNT.TO vs. JEPI - Drawdown Comparison

The maximum MNT.TO drawdown since its inception was -34.79%, which is greater than JEPI's maximum drawdown of -14.43%. Use the drawdown chart below to compare losses from any high point for MNT.TO and JEPI.


Loading charts...

Drawdown Indicators


MNT.TOJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-34.79%

-14.43%

-20.36%

Max Drawdown (1Y)

Largest decline over 1 year

-28.55%

-5.48%

-23.07%

Max Drawdown (3Y)

Largest decline over 3 years

-28.55%

-14.43%

-14.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

-14.43%

-14.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

Current Drawdown

Current decline from peak

-24.98%

-1.56%

-23.42%

Average Drawdown

Average peak-to-trough decline

-15.85%

-2.37%

-13.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

2.02%

+8.30%

Volatility

MNT.TO vs. JEPI - Volatility Comparison

Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) has a higher volatility of 7.78% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. This indicates that MNT.TO's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MNT.TOJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

2.38%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

25.95%

7.02%

+18.93%

Volatility (1Y)

Calculated over the trailing 1-year period

30.85%

9.05%

+21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

12.59%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

12.43%

+7.23%

Dividends

MNT.TO vs. JEPI - Dividend Comparison

MNT.TO has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.18%.


PositionTTM202520242023202220212020
JEPI
JPMorgan Equity Premium Income ETF
8.18%8.25%7.33%8.40%11.68%6.59%5.79%
MNT.TO
Royal Canadian Mint - Canadian Gold Reserves
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MNT.TO and JEPI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNT.TO is categorized as Gold, while JEPI is Dividend.

Portfolio Optimizer

Find the right allocation for MNT.TO and JEPI

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