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

Performance

AMAX.TO vs. ZWEN.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 BMO Covered Call Energy ETF (ZWEN.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 -7.81% return, which is significantly lower than ZWEN.TO's 25.05% return.


AMAX.TO

1D
-3.78%
1M
-6.36%
YTD
-7.81%
6M
-11.81%
1Y
36.14%
3Y*
5Y*
10Y*

ZWEN.TO

1D
0.75%
1M
-4.92%
YTD
25.05%
6M
26.23%
1Y
32.52%
3Y*
19.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
-7.81%113.24%27.49%
ZWEN.TO
BMO Covered Call Energy ETF
25.05%6.74%9.16%

Correlation

The correlation between AMAX.TO and ZWEN.TO is -0.07, 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

-0.07

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

0.02

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Return for Risk

AMAX.TO vs. ZWEN.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: 2525
Overall Rank
AMAX.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AMAX.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
AMAX.TO Omega Ratio Rank: 2626
Omega Ratio Rank
AMAX.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
AMAX.TO Martin Ratio Rank: 2424
Martin Ratio Rank

ZWEN.TO
ZWEN.TO Risk / Return Rank: 6363
Overall Rank
ZWEN.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZWEN.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
ZWEN.TO Omega Ratio Rank: 5656
Omega Ratio Rank
ZWEN.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZWEN.TO Martin Ratio Rank: 6363
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. ZWEN.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 BMO Covered Call Energy ETF (ZWEN.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.


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

-1.09

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.11

3.49

-2.38

Martin ratioReturn relative to average drawdown

2.91

10.51

-7.60

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

The current AMAX.TO Sharpe Ratio is 0.86, which is lower than the ZWEN.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AMAX.TO and ZWEN.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

AMAX.TO vs. ZWEN.TO - Drawdown Comparison

The maximum AMAX.TO drawdown since its inception was -32.73%, which is greater than ZWEN.TO's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for AMAX.TO and ZWEN.TO.


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Drawdown Indicators


AMAX.TOZWEN.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-18.75%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-32.73%

-9.50%

-23.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Current Drawdown

Current decline from peak

-28.21%

-6.07%

-22.14%

Average Drawdown

Average peak-to-trough decline

-6.25%

-4.37%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.47%

3.16%

+9.31%

Volatility

AMAX.TO vs. ZWEN.TO - Volatility Comparison

Hamilton Gold Producer YIELD MAXIMIZER ETF (AMAX.TO) has a higher volatility of 15.32% compared to BMO Covered Call Energy ETF (ZWEN.TO) at 5.82%. This indicates that AMAX.TO's price experiences larger fluctuations and is considered to be riskier than ZWEN.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.TOZWEN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.32%

5.82%

+9.50%

Volatility (6M)

Calculated over the trailing 6-month period

35.37%

13.69%

+21.68%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

17.11%

+25.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.74%

18.26%

+16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.74%

18.26%

+16.48%

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

AMAX.TO has a 0.65% expense ratio, which is lower than ZWEN.TO's 0.88% expense ratio.


Dividends

AMAX.TO vs. ZWEN.TO - Dividend Comparison

AMAX.TO's dividend yield for the trailing twelve months is around 9.66%, more than ZWEN.TO's 7.88% yield.


PositionTTM202520242023
AMAX.TO
Hamilton Gold Producer YIELD MAXIMIZER ETF
9.66%6.96%9.67%0.00%
ZWEN.TO
BMO Covered Call Energy ETF
7.88%9.53%9.09%8.27%

Frequently Asked Questions


AMAX.TO and ZWEN.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMAX.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMAX.TO is cheaper with a 0.65% expense ratio, compared with 0.88% for ZWEN.TO.

AMAX.TO is categorized as Gold, while ZWEN.TO is Energy Equities. They also come from different issuers: Hamilton Capital and BMO. Their fees differ too: 0.65% for AMAX.TO and 0.88% for ZWEN.TO.

Portfolio Optimizer

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