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PPL.TO vs. DXMO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPL.TO vs. DXMO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Pembina Pipeline Corporation (PPL.TO) and Dynamic Active Mining Opportunities ETF (DXMO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPL.TO achieves a 32.40% return, which is significantly higher than DXMO.TO's 11.61% return.


PPL.TO

1D
1.41%
1M
8.53%
YTD
32.40%
6M
28.13%
1Y
39.38%
3Y*
24.86%
5Y*
20.54%
10Y*
13.10%

DXMO.TO

1D
-0.03%
1M
7.73%
YTD
11.61%
6M
18.32%
1Y
68.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL.TO vs. DXMO.TO - Yearly Performance Comparison


2026 (YTD)20252024
PPL.TO
Pembina Pipeline Corporation
32.40%3.76%7.02%
DXMO.TO
Dynamic Active Mining Opportunities ETF
11.61%88.43%-9.23%

Correlation

The correlation between PPL.TO and DXMO.TO is -0.04, 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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2024

0.04

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Return for Risk

PPL.TO vs. DXMO.TO — Risk / Return Rank

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

PPL.TO
PPL.TO Risk / Return Rank: 8585
Overall Rank
PPL.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PPL.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
PPL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
PPL.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
PPL.TO Martin Ratio Rank: 8282
Martin Ratio Rank

DXMO.TO
DXMO.TO Risk / Return Rank: 5252
Overall Rank
DXMO.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DXMO.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
DXMO.TO Omega Ratio Rank: 5353
Omega Ratio Rank
DXMO.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXMO.TO Martin Ratio Rank: 4949
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.

PPL.TO vs. DXMO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and Dynamic Active Mining Opportunities ETF (DXMO.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.


PPL.TODXMO.TODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

3.09

2.65

+0.44

Martin ratioReturn relative to average drawdown

7.27

8.15

-0.88

PPL.TO vs. DXMO.TO - Sharpe Ratio Comparison

The current PPL.TO Sharpe Ratio is 2.09, which is comparable to the DXMO.TO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of PPL.TO and DXMO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PPL.TODXMO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.92

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.17

-0.58

Drawdowns

PPL.TO vs. DXMO.TO - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.48%, which is greater than DXMO.TO's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for PPL.TO and DXMO.TO.


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Drawdown Indicators


PPL.TODXMO.TODifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-26.12%

-42.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-26.12%

+13.30%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-68.48%

Current Drawdown

Current decline from peak

-0.03%

-9.84%

+9.81%

Average Drawdown

Average peak-to-trough decline

-8.73%

-5.78%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

8.46%

-3.03%

Volatility

PPL.TO vs. DXMO.TO - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PPL.TO) is 7.13%, while Dynamic Active Mining Opportunities ETF (DXMO.TO) has a volatility of 13.29%. This indicates that PPL.TO experiences smaller price fluctuations and is considered to be less risky than DXMO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPL.TODXMO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

13.29%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

29.39%

-15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

36.04%

-17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

34.39%

-15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.84%

34.39%

-3.55%

Dividends

PPL.TO vs. DXMO.TO - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.15%, more than DXMO.TO's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
DXMO.TO
Dynamic Active Mining Opportunities ETF
0.16%0.18%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPL.TO
Pembina Pipeline Corporation
4.15%5.39%7.09%7.93%6.97%10.89%13.89%4.90%5.53%4.48%4.53%5.98%

Frequently Asked Questions


PPL.TO and DXMO.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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