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VALT-U.TO vs. AMAX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VALT-U.TO vs. AMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI Gold Bullion ETF (US$ Series) (VALT-U.TO) and Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VALT-U.TO is traded in USD, while AMAX.TO is traded in CAD. To make them comparable, the AMAX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VALT-U.TO achieves a -7.19% return, which is significantly higher than AMAX.TO's -18.47% return.


VALT-U.TO

1D
0.40%
1M
-6.58%
6M
-12.48%
YTD
-7.19%
1Y
20.07%
3Y*
26.42%
5Y*
17.02%
10Y*

AMAX.TO

1D
-0.63%
1M
-16.38%
6M
-26.56%
YTD
-18.47%
1Y
24.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALT-U.TO vs. AMAX.TO - Yearly Performance Comparison


2026 (YTD)20252024
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-7.19%65.42%28.59%
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
-18.47%123.44%19.85%

Correlation

The correlation between VALT-U.TO and AMAX.TO is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2024

0.60

The correlation between VALT-U.TO and AMAX.TO shifts across timeframes, from 0.60 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VALT-U.TO vs. AMAX.TO — Risk / Return Rank

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

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2222
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1818
Martin Ratio Rank

AMAX.TO
AMAX.TO Risk / Return Rank: 2323
Overall Rank
AMAX.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AMAX.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
AMAX.TO Omega Ratio Rank: 2525
Omega Ratio Rank
AMAX.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
AMAX.TO Martin Ratio Rank: 2121
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.

VALT-U.TO vs. AMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion ETF (US$ Series) (VALT-U.TO) and Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.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.


VALT-U.TOAMAX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

0.53

0.66

-0.14

Martin ratioReturn relative to average drawdown

1.23

1.58

-0.35

VALT-U.TO vs. AMAX.TO - Sharpe Ratio Comparison

The current VALT-U.TO Sharpe Ratio is 0.49, which is comparable to the AMAX.TO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VALT-U.TO and AMAX.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

VALT-U.TO vs. AMAX.TO - Drawdown Comparison

The maximum VALT-U.TO drawdown since its inception was -38.65%, which is greater than AMAX.TO's maximum drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for VALT-U.TO and AMAX.TO.


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Drawdown Indicators


VALT-U.TOAMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-36.60%

-2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-38.65%

-36.60%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-38.65%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

Current Drawdown

Current decline from peak

-38.25%

-36.60%

-1.65%

Average Drawdown

Average peak-to-trough decline

-6.38%

-7.48%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.45%

15.38%

+1.07%

Volatility

VALT-U.TO vs. AMAX.TO - Volatility Comparison

The current volatility for CI Gold Bullion ETF (US$ Series) (VALT-U.TO) is 6.45%, while Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) has a volatility of 10.76%. This indicates that VALT-U.TO experiences smaller price fluctuations and is considered to be less risky than AMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALT-U.TOAMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

10.76%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

39.00%

36.17%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

41.54%

43.27%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

35.27%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

35.27%

-12.90%

Dividends

VALT-U.TO vs. AMAX.TO - Dividend Comparison

VALT-U.TO has not paid dividends to shareholders, while AMAX.TO's dividend yield for the trailing twelve months is around 11.07%.


PositionTTM20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
11.07%6.96%9.67%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
0.00%0.00%0.00%

Frequently Asked Questions


VALT-U.TO and AMAX.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and Hamilton Capital.

Portfolio Optimizer

Find the right allocation for VALT-U.TO and AMAX.TO

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