RS.TO vs. CCOM.TO
RS.TO (Real Estate Split Corp.) is a stock, while CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) is Commodities fund tracking the Auspice Broad Commodity Excess Return Index. Over the past 3 years, RS.TO returned 21.65%/yr vs 6.27%/yr for CCOM.TO. At a 0.04 correlation, their price movements are largely independent.
Performance
RS.TO vs. CCOM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, RS.TO achieves a 14.65% return, which is significantly higher than CCOM.TO's 12.78% return.
RS.TO
- 1D
- -0.41%
- 1M
- -0.01%
- YTD
- 14.65%
- 6M
- 18.22%
- 1Y
- 18.12%
- 3Y*
- 21.65%
- 5Y*
- 25.20%
- 10Y*
- —
CCOM.TO
- 1D
- -1.18%
- 1M
- -2.96%
- YTD
- 12.78%
- 6M
- 12.49%
- 1Y
- 19.61%
- 3Y*
- 6.27%
- 5Y*
- —
- 10Y*
- —
RS.TO vs. CCOM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RS.TO Real Estate Split Corp. | 14.65% | -5.54% | 46.43% | 39.95% | 7.17% |
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 12.78% | 6.96% | 5.90% | -2.46% | 1.40% |
Correlation
The correlation between RS.TO and CCOM.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 | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2022 | 0.04 |
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Return for Risk
RS.TO vs. CCOM.TO — Risk / Return Rank
RS.TO
CCOM.TO
RS.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.
| RS.TO | CCOM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.53 | -2.13 |
| Martin ratioReturn relative to average drawdown | 4.28 | 12.90 | -8.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RS.TO | CCOM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.95 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.78 | +0.26 |
Drawdowns
RS.TO vs. CCOM.TO - Drawdown Comparison
The maximum RS.TO drawdown since its inception was -28.91%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for RS.TO and CCOM.TO.
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Drawdown Indicators
| RS.TO | CCOM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.91% | -9.79% | -19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -5.57% | -7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -28.91% | -8.18% | -20.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.91% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | -5.57% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -2.97% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 1.52% | +2.73% |
Volatility
RS.TO vs. CCOM.TO - Volatility Comparison
The current volatility for Real Estate Split Corp. (RS.TO) is 2.32%, while CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a volatility of 4.83%. This indicates that RS.TO experiences smaller price fluctuations and is considered to be less risky than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RS.TO | CCOM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 4.83% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 8.46% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 10.10% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.54% | 8.43% | +17.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 8.43% | +17.44% |
Dividends
RS.TO vs. CCOM.TO - Dividend Comparison
RS.TO's dividend yield for the trailing twelve months is around 15.95%, more than CCOM.TO's 7.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 7.44% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% |
RS.TO Real Estate Split Corp. | 15.95% | 17.11% | 52.56% | 43.23% | 36.14% | 21.58% | 5.00% |
Frequently Asked Questions
RS.TO and CCOM.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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