AMHE.TO vs. NRGU.TO
AMHE.TO (Harvest Amazon Enhanced High Income Shares ETF - Class A Units) and NRGU.TO (BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, AMHE.TO returned 15.54% vs 124.13% for NRGU.TO. At a correlation of -0.05, they often move in opposite directions.
Performance
AMHE.TO vs. NRGU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMHE.TO achieves a 8.86% return, which is significantly lower than NRGU.TO's 78.12% return.
AMHE.TO
- 1D
- -0.95%
- 1M
- 5.02%
- 6M
- 3.46%
- YTD
- 8.86%
- 1Y
- 15.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NRGU.TO
- 1D
- 3.90%
- 1M
- 10.60%
- 6M
- 61.19%
- YTD
- 78.12%
- 1Y
- 124.13%
- 3Y*
- 39.45%
- 5Y*
- 50.62%
- 10Y*
- 5.44%
AMHE.TO vs. NRGU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMHE.TO Harvest Amazon Enhanced High Income Shares ETF - Class A Units | 8.86% | 2.43% | 28.19% |
NRGU.TO BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF | 78.12% | 21.43% | -12.07% |
Correlation
The correlation between AMHE.TO and NRGU.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | -0.05 |
The correlation between AMHE.TO and NRGU.TO shifts across timeframes, from -0.20 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMHE.TO vs. NRGU.TO — Risk / Return Rank
AMHE.TO
NRGU.TO
AMHE.TO vs. NRGU.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 Capped Energy 2x Daily Bull ETF (NRGU.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.
| AMHE.TO | NRGU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.92 | -3.30 |
| Martin ratioReturn relative to average drawdown | 1.48 | 11.51 | -10.03 |
Loading charts...
Drawdowns
AMHE.TO vs. NRGU.TO - Drawdown Comparison
The maximum AMHE.TO drawdown since its inception was -36.83%, smaller than the maximum NRGU.TO drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for AMHE.TO and NRGU.TO.
Loading charts...
Drawdown Indicators
| AMHE.TO | NRGU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -99.71% | +62.88% |
Max Drawdown (1Y)Largest decline over 1 year | -25.14% | -31.84% | +6.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -51.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -97.54% | — |
Current DrawdownCurrent decline from peak | -9.35% | -85.39% | +76.04% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -83.55% | +72.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.52% | 10.83% | -0.31% |
Volatility
AMHE.TO vs. NRGU.TO - Volatility Comparison
The current volatility for Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) is 10.35%, while BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) has a volatility of 15.38%. This indicates that AMHE.TO experiences smaller price fluctuations and is considered to be less risky than NRGU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMHE.TO | NRGU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 15.38% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 24.20% | 40.20% | -16.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.57% | 48.33% | -14.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.04% | 57.16% | -21.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.04% | 66.55% | -30.51% |
Dividends
AMHE.TO vs. NRGU.TO - Dividend Comparison
AMHE.TO's dividend yield for the trailing twelve months is around 14.64%, while NRGU.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMHE.TO Harvest Amazon Enhanced High Income Shares ETF - Class A Units | 14.64% | 14.31% | 4.24% |
NRGU.TO BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMHE.TO and NRGU.TO have a correlation of -0.20, 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: Harvest and Global X.
Find the right allocation for AMHE.TO and NRGU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer