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

Correlation

The correlation between PHYS.TO and MNT.TO is 0.67, 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.


-0.50.00.51.00.7

Performance

PHYS.TO vs. MNT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold Trust (PHYS.TO) and Royal Canadian Mint - Canadian Gold Reserves (MNT.TO). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
86.02%
94.56%
PHYS.TO
MNT.TO

Key characteristics

Sharpe Ratio

PHYS.TO:

2.73

MNT.TO:

2.96

Sortino Ratio

PHYS.TO:

3.39

MNT.TO:

3.74

Omega Ratio

PHYS.TO:

1.48

MNT.TO:

1.52

Calmar Ratio

PHYS.TO:

4.58

MNT.TO:

2.63

Martin Ratio

PHYS.TO:

14.40

MNT.TO:

23.57

Ulcer Index

PHYS.TO:

2.64%

MNT.TO:

2.02%

Daily Std Dev

PHYS.TO:

13.93%

MNT.TO:

16.09%

Max Drawdown

PHYS.TO:

-27.08%

MNT.TO:

-34.79%

Current Drawdown

PHYS.TO:

-3.62%

MNT.TO:

-1.37%

Returns By Period

In the year-to-date period, PHYS.TO achieves a 37.65% return, which is significantly lower than MNT.TO's 46.19% return.


PHYS.TO

YTD

37.65%

1M

1.65%

6M

17.48%

1Y

38.04%

5Y*

13.33%

10Y*

N/A

MNT.TO

YTD

46.19%

1M

2.79%

6M

22.62%

1Y

47.39%

5Y*

13.76%

10Y*

10.55%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS.TO) and Royal Canadian Mint - Canadian Gold Reserves (MNT.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 PHYS.TO, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.832.11
The chart of Sortino ratio for PHYS.TO, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.332.71
The chart of Omega ratio for PHYS.TO, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.37
The chart of Calmar ratio for PHYS.TO, currently valued at 3.04, compared to the broader market0.002.004.006.003.042.02
The chart of Martin ratio for PHYS.TO, currently valued at 9.13, compared to the broader market-5.000.005.0010.0015.0020.0025.009.1315.49
PHYS.TO
MNT.TO

The current PHYS.TO Sharpe Ratio is 2.73, which is comparable to the MNT.TO Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of PHYS.TO and MNT.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
1.83
2.11
PHYS.TO
MNT.TO

Dividends

PHYS.TO vs. MNT.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PHYS.TO vs. MNT.TO - Drawdown Comparison

The maximum PHYS.TO drawdown since its inception was -27.08%, smaller than the maximum MNT.TO drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for PHYS.TO and MNT.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.78%
-4.64%
PHYS.TO
MNT.TO

Volatility

PHYS.TO vs. MNT.TO - Volatility Comparison

Sprott Physical Gold Trust (PHYS.TO) and Royal Canadian Mint - Canadian Gold Reserves (MNT.TO) have volatilities of 5.44% and 5.30%, 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
5.44%
5.30%
PHYS.TO
MNT.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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