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AMHE.TO vs. CNDU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMHE.TO vs. CNDU.TO - 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 BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.TO). The values are adjusted to include any dividend payments, if applicable.

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AMHE.TO vs. CNDU.TO - Yearly Performance Comparison


2026 (YTD)20252024
AMHE.TO
Harvest Amazon Enhanced High Income Shares ETF - Class A Units
-10.35%2.43%33.94%
CNDU.TO
BetaPro S&P/TSX 60 2x Daily Bull ETF
4.34%54.27%14.93%

Returns By Period

In the year-to-date period, AMHE.TO achieves a -10.35% return, which is significantly lower than CNDU.TO's 4.34% return.


AMHE.TO

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

CNDU.TO

1D
4.89%
1M
-6.84%
YTD
4.34%
6M
14.56%
1Y
58.23%
3Y*
32.99%
5Y*
21.85%
10Y*
18.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMHE.TO vs. CNDU.TO - Expense Ratio Comparison

AMHE.TO has a 1.88% expense ratio, which is higher than CNDU.TO's 1.15% expense ratio.


Return for Risk

AMHE.TO vs. CNDU.TO — 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: 1818
Overall Rank
AMHE.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 1919
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 1616
Martin Ratio Rank

CNDU.TO
CNDU.TO Risk / Return Rank: 9090
Overall Rank
CNDU.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CNDU.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CNDU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
CNDU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNDU.TO Martin Ratio Rank: 9393
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.

AMHE.TO vs. CNDU.TO - 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 BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.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.


AMHE.TOCNDU.TODifference

Sharpe ratio

Return per unit of total volatility

0.20

2.02

-1.82

Sortino ratio

Return per unit of downside risk

0.56

2.47

-1.91

Omega ratio

Gain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratio

Return relative to maximum drawdown

0.27

2.94

-2.67

Martin ratio

Return relative to average drawdown

0.67

13.41

-12.74

AMHE.TO vs. CNDU.TO - Sharpe Ratio Comparison

The current AMHE.TO Sharpe Ratio is 0.20, which is lower than the CNDU.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of AMHE.TO and CNDU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMHE.TOCNDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.02

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.26

+0.12

Correlation

The correlation between AMHE.TO and CNDU.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AMHE.TO vs. CNDU.TO - Dividend Comparison

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


Drawdowns

AMHE.TO vs. CNDU.TO - Drawdown Comparison

The maximum AMHE.TO drawdown since its inception was -36.83%, smaller than the maximum CNDU.TO drawdown of -78.08%. Use the drawdown chart below to compare losses from any high point for AMHE.TO and CNDU.TO.


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Drawdown Indicators


AMHE.TOCNDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-78.08%

+41.25%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-20.72%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

Max Drawdown (10Y)

Largest decline over 10 years

-61.51%

Current Drawdown

Current decline from peak

-19.37%

-8.17%

-11.20%

Average Drawdown

Average peak-to-trough decline

-11.36%

-23.55%

+12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.15%

4.55%

+5.60%

Volatility

AMHE.TO vs. CNDU.TO - Volatility Comparison

Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) and BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.TO) have volatilities of 10.38% and 10.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHE.TOCNDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

10.76%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

19.82%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

39.03%

29.08%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.38%

25.44%

+10.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.38%

30.07%

+6.31%