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AMAX.TO vs. HBIL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMAX.TO vs. HBIL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.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, AMAX.TO achieves a -1.05% return, which is significantly lower than HBIL.TO's 0.59% return.


AMAX.TO

1D
-2.52%
1M
2.42%
YTD
-1.05%
6M
3.19%
1Y
47.98%
3Y*
5Y*
10Y*

HBIL.TO

1D
0.00%
1M
0.23%
YTD
0.59%
6M
0.53%
1Y
2.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAX.TO vs. HBIL.TO - Yearly Performance Comparison


2026 (YTD)20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
-1.05%113.79%-7.77%
HBIL.TO
Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged)
0.59%3.05%-1.40%

Correlation

The correlation between AMAX.TO and HBIL.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2024

0.13

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Return for Risk

AMAX.TO vs. HBIL.TO — Risk / Return Rank

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

AMAX.TO
AMAX.TO Risk / Return Rank: 3232
Overall Rank
AMAX.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AMAX.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
AMAX.TO Omega Ratio Rank: 3434
Omega Ratio Rank
AMAX.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
AMAX.TO Martin Ratio Rank: 3030
Martin Ratio Rank

HBIL.TO
HBIL.TO Risk / Return Rank: 5656
Overall Rank
HBIL.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HBIL.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
HBIL.TO Omega Ratio Rank: 5656
Omega Ratio Rank
HBIL.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HBIL.TO Martin Ratio Rank: 5656
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.

AMAX.TO vs. HBIL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.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.


AMAX.TOHBIL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.69

3.03

-1.34

Martin ratioReturn relative to average drawdown

4.44

9.74

-5.29

AMAX.TO vs. HBIL.TO - Sharpe Ratio Comparison

The current AMAX.TO Sharpe Ratio is 1.21, which is lower than the HBIL.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AMAX.TO and HBIL.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


AMAX.TOHBIL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.74

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.64

+0.98

Drawdowns

AMAX.TO vs. HBIL.TO - Drawdown Comparison

The maximum AMAX.TO drawdown since its inception was -28.60%, which is greater than HBIL.TO's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for AMAX.TO and HBIL.TO.


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Drawdown Indicators


AMAX.TOHBIL.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-1.69%

-26.91%

Max Drawdown (1Y)

Largest decline over 1 year

-28.60%

-0.95%

-27.65%

Current Drawdown

Current decline from peak

-22.95%

-0.31%

-22.64%

Average Drawdown

Average peak-to-trough decline

-5.70%

-0.48%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.83%

0.30%

+10.53%

Volatility

AMAX.TO vs. HBIL.TO - Volatility Comparison

Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) has a higher volatility of 14.22% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.TO) at 0.62%. This indicates that AMAX.TO's price experiences larger fluctuations and is considered to be riskier than HBIL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMAX.TOHBIL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

0.62%

+13.60%

Volatility (6M)

Calculated over the trailing 6-month period

32.92%

1.24%

+31.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.98%

1.66%

+38.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.96%

2.03%

+31.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.96%

2.03%

+31.93%

AMAX.TO vs. HBIL.TO - Expense Ratio Comparison

AMAX.TO has a 0.65% expense ratio, which is higher than HBIL.TO's 0.35% expense ratio.


Dividends

AMAX.TO vs. HBIL.TO - Dividend Comparison

AMAX.TO's dividend yield for the trailing twelve months is around 9.00%, more than HBIL.TO's 6.52% yield.


PositionTTM20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
9.00%7.11%11.22%
HBIL.TO
Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged)
6.52%7.49%2.58%

Frequently Asked Questions


AMAX.TO and HBIL.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HBIL.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBIL.TO is cheaper with a 0.35% expense ratio, compared with 0.65% for AMAX.TO.

AMAX.TO is categorized as Gold, while HBIL.TO is Derivative Income. Their fees differ too: 0.65% for AMAX.TO and 0.35% for HBIL.TO.

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