AMHE.TO vs. AMZN

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) and Amazon.com, Inc (AMZN).

AMHE.TO is an actively managed fund by Harvest. It was launched on Aug 19, 2024.

Performance

AMHE.TO vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

AMHE.TO vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AMHE.TO Harvest Amazon Enhanced High Income Shares ETF - Class A Units	-10.35%	2.43%	33.94%
AMZN Amazon.com, Inc	-8.55%	0.38%	31.57%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, AMHE.TO achieves a -10.35% return, which is significantly lower than AMZN's -8.55% return.

AMHE.TO

• 1D: 2.80%
• 1M: 0.17%
• YTD: -10.35%
• 6M: -5.53%
• 1Y: 7.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMZN

• 1D: 3.53%
• 1M: 1.13%
• YTD: -8.55%
• 6M: -5.23%
• 1Y: 5.82%
• 3Y*: 27.54%
• 5Y*: 7.87%
• 10Y*: 22.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMHE.TO vs. AMZN — Risk / Return Rank

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

AMHE.TO

AMHE.TO Risk / Return Rank: 18
AMHE.TO Sharpe Ratio Rank: 16
AMHE.TO Sortino Ratio Rank: 20
AMHE.TO Omega Ratio Rank: 19
AMHE.TO Calmar Ratio Rank: 17
AMHE.TO Martin Ratio Rank: 16

AMZN

AMZN Risk / Return Rank: 50
AMZN Sharpe Ratio Rank: 52
AMZN Sortino Ratio Rank: 47
AMZN Omega Ratio Rank: 46
AMZN Calmar Ratio Rank: 52
AMZN Martin Ratio Rank: 53

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.

AMHE.TO vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) and Amazon.com, Inc (AMZN). 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.

	AMHE.TO	AMZN	Difference
Sharpe ratio Return per unit of total volatility	0.20	0.17	+0.03
Sortino ratio Return per unit of downside risk	0.56	0.49	+0.07
Omega ratio Gain probability vs. loss probability	1.07	1.06	+0.01
Calmar ratio Return relative to maximum drawdown	0.27	0.21	+0.06
Martin ratio Return relative to average drawdown	0.67	0.50	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMHE.TO vs. AMZN - Sharpe Ratio Comparison

The current AMHE.TO Sharpe Ratio is 0.20, which is comparable to the AMZN Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of AMHE.TO and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMHE.TO	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	0.17	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.84	-0.46

Correlation

The correlation between AMHE.TO and AMZN is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AMHE.TO vs. AMZN - Dividend Comparison

AMHE.TO's dividend yield for the trailing twelve months is around 15.00%, while AMZN has not paid dividends to shareholders.

	TTM	2025	2024
AMHE.TO Harvest Amazon Enhanced High Income Shares ETF - Class A Units	15.00%	14.31%	4.24%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%

Drawdowns

AMHE.TO vs. AMZN - Drawdown Comparison

The maximum AMHE.TO drawdown since its inception was -36.83%, smaller than the maximum AMZN drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for AMHE.TO and AMZN.

Drawdown Indicators

	AMHE.TO	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-94.40%	+57.57%
Max Drawdown (1Y) Largest decline over 1 year	-25.14%	-21.74%	-3.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-19.37%	-18.00%	-1.37%
Average Drawdown Average peak-to-trough decline	-11.36%	-28.27%	+16.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.15%	9.03%	+1.12%

Volatility

AMHE.TO vs. AMZN - Volatility Comparison

Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) has a higher volatility of 10.38% compared to Amazon.com, Inc (AMZN) at 9.46%. This indicates that AMHE.TO's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMHE.TO	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.38%	9.46%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	24.36%	22.81%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	39.03%	35.27%	+3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.38%	34.22%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.38%	31.61%	+4.77%