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

Correlation

The correlation between MNT.TO and KILO.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MNT.TO vs. KILO.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 Purpose Gold Bullion Fund (KILO.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.48%
7.85%
MNT.TO
KILO.TO

Key characteristics

Sharpe Ratio

MNT.TO:

2.92

KILO.TO:

1.72

Sortino Ratio

MNT.TO:

3.69

KILO.TO:

2.27

Omega Ratio

MNT.TO:

1.51

KILO.TO:

1.31

Calmar Ratio

MNT.TO:

2.60

KILO.TO:

3.20

Martin Ratio

MNT.TO:

23.24

KILO.TO:

8.74

Ulcer Index

MNT.TO:

2.02%

KILO.TO:

2.96%

Daily Std Dev

MNT.TO:

16.12%

KILO.TO:

15.08%

Max Drawdown

MNT.TO:

-34.79%

KILO.TO:

-22.67%

Current Drawdown

MNT.TO:

-1.50%

KILO.TO:

-6.48%

Returns By Period

In the year-to-date period, MNT.TO achieves a 46.00% return, which is significantly higher than KILO.TO's 25.41% return.


MNT.TO

YTD

46.00%

1M

0.56%

6M

22.31%

1Y

47.03%

5Y*

13.50%

10Y*

10.54%

KILO.TO

YTD

25.41%

1M

-3.63%

6M

11.81%

1Y

25.91%

5Y*

10.77%

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.


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


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

MNT.TO vs. KILO.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 Purpose Gold Bullion Fund (KILO.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 2.03, compared to the broader market0.002.004.002.030.93
The chart of Sortino ratio for MNT.TO, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.631.30
The chart of Omega ratio for MNT.TO, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.17
The chart of Calmar ratio for MNT.TO, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.951.54
The chart of Martin ratio for MNT.TO, currently valued at 14.67, compared to the broader market0.0020.0040.0060.0080.00100.0014.674.33
MNT.TO
KILO.TO

The current MNT.TO Sharpe Ratio is 2.92, which is higher than the KILO.TO Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of MNT.TO and KILO.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
2.03
0.93
MNT.TO
KILO.TO

Dividends

MNT.TO vs. KILO.TO - Dividend Comparison

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


TTM2023202220212020
MNT.TO
Royal Canadian Mint - Canadian Gold Reserves
0.00%0.00%0.00%0.00%0.00%
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%1.41%

Drawdowns

MNT.TO vs. KILO.TO - Drawdown Comparison

The maximum MNT.TO drawdown since its inception was -34.79%, which is greater than KILO.TO's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for MNT.TO and KILO.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.68%
-9.47%
MNT.TO
KILO.TO

Volatility

MNT.TO vs. KILO.TO - Volatility Comparison

The current volatility for Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) is 4.23%, while Purpose Gold Bullion Fund (KILO.TO) has a volatility of 5.10%. This indicates that MNT.TO experiences smaller price fluctuations and is considered to be less risky than KILO.TO based on this measure. 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
4.23%
5.10%
MNT.TO
KILO.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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