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RCI-B.TO vs. ZMMK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCI-B.TO vs. ZMMK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Rogers Communications Inc (RCI-B.TO) and BMO Money Market Fund ETF Series (ZMMK.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, RCI-B.TO achieves a -9.27% return, which is significantly lower than ZMMK.TO's 1.15% return.


RCI-B.TO

1D
-4.63%
1M
-14.28%
6M
-9.27%
YTD
-9.27%
1Y
18.71%
3Y*
-4.91%
5Y*
-3.38%
10Y*
2.19%

ZMMK.TO

1D
-0.02%
1M
0.18%
6M
1.15%
YTD
1.15%
1Y
2.46%
3Y*
3.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCI-B.TO vs. ZMMK.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RCI-B.TO
Rogers Communications Inc
-9.27%22.76%-26.08%1.25%8.69%6.00%
ZMMK.TO
BMO Money Market Fund ETF Series
1.15%2.77%4.94%4.86%1.99%0.04%

Correlation

The correlation between RCI-B.TO and ZMMK.TO is -0.05, 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

-0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.00

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Return for Risk

RCI-B.TO vs. ZMMK.TO — Risk / Return Rank

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

RCI-B.TO
RCI-B.TO Risk / Return Rank: 6565
Overall Rank
RCI-B.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RCI-B.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
RCI-B.TO Omega Ratio Rank: 6363
Omega Ratio Rank
RCI-B.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
RCI-B.TO Martin Ratio Rank: 6767
Martin Ratio Rank

ZMMK.TO
ZMMK.TO Risk / Return Rank: 9999
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 9999
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.TO Martin Ratio Rank: 100100
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.

RCI-B.TO vs. ZMMK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc (RCI-B.TO) and BMO Money Market Fund ETF Series (ZMMK.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.

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.


RCI-B.TOZMMK.TODifference
Sharpe ratioReturn per unit of total volatility

-8.26

Sortino ratioReturn per unit of downside risk

-20.23

Omega ratioGain probability vs. loss probability

1.16

5.04

-3.88

Calmar ratioReturn relative to maximum drawdown

0.98

61.66

-60.68

Martin ratioReturn relative to average drawdown

2.74

340.03

-337.28

RCI-B.TO vs. ZMMK.TO - Sharpe Ratio Comparison

The current RCI-B.TO Sharpe Ratio is 0.71, which is lower than the ZMMK.TO Sharpe Ratio of 8.97. The chart below compares the historical Sharpe Ratios of RCI-B.TO and ZMMK.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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Drawdowns

RCI-B.TO vs. ZMMK.TO - Drawdown Comparison

The maximum RCI-B.TO drawdown since its inception was -51.78%, which is greater than ZMMK.TO's maximum drawdown of -0.16%. Use the drawdown chart below to compare losses from any high point for RCI-B.TO and ZMMK.TO.


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Drawdown Indicators


RCI-B.TOZMMK.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.78%

-0.16%

-51.62%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-0.04%

-19.19%

Max Drawdown (3Y)

Largest decline over 3 years

-46.17%

-0.08%

-46.09%

Max Drawdown (5Y)

Largest decline over 5 years

-51.78%

Max Drawdown (10Y)

Largest decline over 10 years

-51.78%

Current Drawdown

Current decline from peak

-28.78%

-0.02%

-28.76%

Average Drawdown

Average peak-to-trough decline

-15.08%

-0.00%

-15.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.84%

0.01%

+6.83%

Volatility

RCI-B.TO vs. ZMMK.TO - Volatility Comparison

Rogers Communications Inc (RCI-B.TO) has a higher volatility of 8.28% compared to BMO Money Market Fund ETF Series (ZMMK.TO) at 0.08%. This indicates that RCI-B.TO's price experiences larger fluctuations and is considered to be riskier than ZMMK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCI-B.TOZMMK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

0.08%

+8.20%

Volatility (6M)

Calculated over the trailing 6-month period

22.17%

0.19%

+21.98%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

0.28%

+26.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

0.34%

+20.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

0.34%

+21.51%

Dividends

RCI-B.TO vs. ZMMK.TO - Dividend Comparison

RCI-B.TO's dividend yield for the trailing twelve months is around 4.33%, more than ZMMK.TO's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
RCI-B.TO
Rogers Communications Inc
4.33%3.86%4.53%3.22%3.16%3.32%3.37%3.10%2.74%3.00%3.71%4.02%
ZMMK.TO
BMO Money Market Fund ETF Series
2.49%3.02%4.66%4.98%1.95%0.04%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RCI-B.TO and ZMMK.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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