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MNY vs. CASH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MNY and CASH.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MNY vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MoneyHero Limited Class A Ordinary Shares (MNY) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MNY:

-0.97

CASH.TO:

11.40

Sortino Ratio

MNY:

-1.74

CASH.TO:

42.49

Omega Ratio

MNY:

0.80

CASH.TO:

13.51

Calmar Ratio

MNY:

-0.74

CASH.TO:

59.47

Martin Ratio

MNY:

-1.19

CASH.TO:

593.21

Ulcer Index

MNY:

53.09%

CASH.TO:

0.01%

Daily Std Dev

MNY:

66.01%

CASH.TO:

0.31%

Max Drawdown

MNY:

-84.92%

CASH.TO:

-0.80%

Current Drawdown

MNY:

-81.59%

CASH.TO:

0.00%

Returns By Period

In the year-to-date period, MNY achieves a -33.75% return, which is significantly lower than CASH.TO's 1.05% return.


MNY

YTD

-33.75%

1M

-4.87%

6M

-36.03%

1Y

-64.15%

3Y*

N/A

5Y*

N/A

10Y*

N/A

CASH.TO

YTD

1.05%

1M

0.22%

6M

1.39%

1Y

3.50%

3Y*

4.23%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MNY vs. CASH.TO — Risk-Adjusted Performance Rank

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

MNY
The Risk-Adjusted Performance Rank of MNY is 88
Overall Rank
The Sharpe Ratio Rank of MNY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of MNY is 33
Sortino Ratio Rank
The Omega Ratio Rank of MNY is 66
Omega Ratio Rank
The Calmar Ratio Rank of MNY is 77
Calmar Ratio Rank
The Martin Ratio Rank of MNY is 1818
Martin Ratio Rank

CASH.TO
The Risk-Adjusted Performance Rank of CASH.TO is 100100
Overall Rank
The Sharpe Ratio Rank of CASH.TO is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CASH.TO is 100100
Sortino Ratio Rank
The Omega Ratio Rank of CASH.TO is 100100
Omega Ratio Rank
The Calmar Ratio Rank of CASH.TO is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CASH.TO is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MNY vs. CASH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MoneyHero Limited Class A Ordinary Shares (MNY) and Global X High Interest Savings ETF (CASH.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.


The current MNY Sharpe Ratio is -0.97, which is lower than the CASH.TO Sharpe Ratio of 11.40. The chart below compares the historical Sharpe Ratios of MNY and CASH.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MNY vs. CASH.TO - Dividend Comparison

MNY has not paid dividends to shareholders, while CASH.TO's dividend yield for the trailing twelve months is around 3.48%.


TTM2024202320222021
MNY
MoneyHero Limited Class A Ordinary Shares
0.00%0.00%0.00%0.00%0.00%
CASH.TO
Global X High Interest Savings ETF
3.48%4.37%5.06%2.30%0.10%

Drawdowns

MNY vs. CASH.TO - Drawdown Comparison

The maximum MNY drawdown since its inception was -84.92%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for MNY and CASH.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MNY vs. CASH.TO - Volatility Comparison

MoneyHero Limited Class A Ordinary Shares (MNY) has a higher volatility of 13.37% compared to Global X High Interest Savings ETF (CASH.TO) at 0.07%. This indicates that MNY's price experiences larger fluctuations and is considered to be riskier than CASH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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