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ZGRO.TO vs. CGRA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGRO.TO vs. CGRA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Growth ETF (ZGRO.TO) and CI Global Real Asset Private Pool (CGRA.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, ZGRO.TO achieves a 11.48% return, which is significantly lower than CGRA.TO's 15.41% return.


ZGRO.TO

1D
0.10%
1M
-1.94%
6M
8.38%
YTD
11.48%
1Y
23.24%
3Y*
21.31%
5Y*
15.20%
10Y*

CGRA.TO

1D
-0.15%
1M
0.96%
6M
14.56%
YTD
15.41%
1Y
17.99%
3Y*
13.25%
5Y*
7.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGRO.TO vs. CGRA.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZGRO.TO
BMO Growth ETF
11.48%18.65%25.70%20.36%-5.92%20.50%20.01%
CGRA.TO
CI Global Real Asset Private Pool
15.41%7.16%10.58%6.33%-9.03%20.00%6.05%

Correlation

The correlation between ZGRO.TO and CGRA.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.21

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Return for Risk

ZGRO.TO vs. CGRA.TO — Risk / Return Rank

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

ZGRO.TO
ZGRO.TO Risk / Return Rank: 7979
Overall Rank
ZGRO.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZGRO.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
ZGRO.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ZGRO.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
ZGRO.TO Martin Ratio Rank: 8383
Martin Ratio Rank

CGRA.TO
CGRA.TO Risk / Return Rank: 8282
Overall Rank
CGRA.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CGRA.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CGRA.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CGRA.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
CGRA.TO Martin Ratio Rank: 7171
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.

ZGRO.TO vs. CGRA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Growth ETF (ZGRO.TO) and CI Global Real Asset Private Pool (CGRA.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.


ZGRO.TOCGRA.TODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.35

1.73

-0.37

Calmar ratioReturn relative to maximum drawdown

3.40

2.82

+0.57

Martin ratioReturn relative to average drawdown

12.98

10.48

+2.50

ZGRO.TO vs. CGRA.TO - Sharpe Ratio Comparison

The current ZGRO.TO Sharpe Ratio is 1.94, which is comparable to the CGRA.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ZGRO.TO and CGRA.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

ZGRO.TO vs. CGRA.TO - Drawdown Comparison

The maximum ZGRO.TO drawdown since its inception was -24.67%, which is greater than CGRA.TO's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for ZGRO.TO and CGRA.TO.


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Drawdown Indicators


ZGRO.TOCGRA.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.67%

-16.03%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-6.43%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-7.89%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-16.03%

-0.18%

Current Drawdown

Current decline from peak

-1.94%

-0.54%

-1.40%

Average Drawdown

Average peak-to-trough decline

-2.49%

-3.80%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.72%

+0.08%

Volatility

ZGRO.TO vs. CGRA.TO - Volatility Comparison

BMO Growth ETF (ZGRO.TO) has a higher volatility of 3.69% compared to CI Global Real Asset Private Pool (CGRA.TO) at 1.35%. This indicates that ZGRO.TO's price experiences larger fluctuations and is considered to be riskier than CGRA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGRO.TOCGRA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

1.35%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

7.18%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

8.46%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

12.13%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

11.65%

+1.54%

Dividends

ZGRO.TO vs. CGRA.TO - Dividend Comparison

ZGRO.TO's dividend yield for the trailing twelve months is around 1.43%, less than CGRA.TO's 3.55% yield.


PositionTTM2025202420232022202120202019
CGRA.TO
CI Global Real Asset Private Pool
3.55%4.02%4.14%4.39%4.46%3.89%2.61%0.00%
ZGRO.TO
BMO Growth ETF
1.43%3.38%5.76%6.81%7.63%6.65%7.47%6.95%

Frequently Asked Questions


ZGRO.TO and CGRA.TO have a correlation of 0.23, 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: BMO and CI.

Portfolio Optimizer

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