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

Performance

AMHE.TO vs. TSLY.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 Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, AMHE.TO achieves a -10.35% return, which is significantly higher than TSLY.TO's -18.63% return.


AMHE.TO

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

TSLY.TO

1D
1.65%
1M
-9.10%
YTD
-18.63%
6M
-15.64%
1Y
44.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AMHE.TO has a 1.88% expense ratio, which is higher than TSLY.TO's 0.40% expense ratio.


Return for Risk

AMHE.TO vs. TSLY.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

TSLY.TO
TSLY.TO Risk / Return Rank: 5252
Overall Rank
TSLY.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 4848
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 4343
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. TSLY.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 Harvest Tesla Enhanced High Income Shares ETF (TSLY.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.TOTSLY.TODifference

Sharpe ratio

Return per unit of total volatility

0.20

0.79

-0.60

Sortino ratio

Return per unit of downside risk

0.56

1.46

-0.90

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.27

1.63

-1.36

Martin ratio

Return relative to average drawdown

0.67

3.90

-3.23

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

The current AMHE.TO Sharpe Ratio is 0.20, which is lower than the TSLY.TO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AMHE.TO and TSLY.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.TOTSLY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.79

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.25

+0.64

Correlation

The correlation between AMHE.TO and TSLY.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AMHE.TO vs. TSLY.TO - Dividend Comparison

AMHE.TO's dividend yield for the trailing twelve months is around 15.00%, less than TSLY.TO's 40.35% yield.


Drawdowns

AMHE.TO vs. TSLY.TO - Drawdown Comparison

The maximum AMHE.TO drawdown since its inception was -36.83%, smaller than the maximum TSLY.TO drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for AMHE.TO and TSLY.TO.


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Drawdown Indicators


AMHE.TOTSLY.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-58.91%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-26.25%

+1.11%

Current Drawdown

Current decline from peak

-19.37%

-27.44%

+8.07%

Average Drawdown

Average peak-to-trough decline

-11.36%

-27.81%

+16.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.15%

10.93%

-0.78%

Volatility

AMHE.TO vs. TSLY.TO - Volatility Comparison

The current volatility for Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) is 10.38%, while Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a volatility of 11.28%. This indicates that AMHE.TO experiences smaller price fluctuations and is considered to be less risky than TSLY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHE.TOTSLY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

11.28%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

29.49%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

39.03%

56.76%

-17.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.38%

62.46%

-26.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.38%

62.46%

-26.08%