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AVGY.TO vs. CBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGY.TO vs. CBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.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, AVGY.TO achieves a 42.92% return, which is significantly higher than CBNK.TO's 25.56% return.


AVGY.TO

1D
-0.45%
1M
19.17%
YTD
42.92%
6M
27.21%
1Y
107.90%
3Y*
5Y*
10Y*

CBNK.TO

1D
0.42%
1M
7.74%
YTD
25.56%
6M
32.17%
1Y
79.20%
3Y*
38.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGY.TO vs. CBNK.TO - Yearly Performance Comparison


Correlation

The correlation between AVGY.TO and CBNK.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2025

0.28

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Return for Risk

AVGY.TO vs. CBNK.TO — Risk / Return Rank

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

AVGY.TO
AVGY.TO Risk / Return Rank: 6565
Overall Rank
AVGY.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVGY.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
AVGY.TO Omega Ratio Rank: 6363
Omega Ratio Rank
AVGY.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVGY.TO Martin Ratio Rank: 5252
Martin Ratio Rank

CBNK.TO
CBNK.TO Risk / Return Rank: 9696
Overall Rank
CBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CBNK.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CBNK.TO Martin Ratio Rank: 9696
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.

AVGY.TO vs. CBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.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.


AVGY.TOCBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.83

Omega ratioGain probability vs. loss probability

1.38

1.87

-0.48

Calmar ratioReturn relative to maximum drawdown

3.81

7.94

-4.13

Martin ratioReturn relative to average drawdown

8.81

34.25

-25.44

AVGY.TO vs. CBNK.TO - Sharpe Ratio Comparison

The current AVGY.TO Sharpe Ratio is 2.39, which is lower than the CBNK.TO Sharpe Ratio of 5.12. The chart below compares the historical Sharpe Ratios of AVGY.TO and CBNK.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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Sharpe Ratios by Period


AVGY.TOCBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

5.12

-2.73

Sharpe Ratio (All Time)

Calculated using the full available price history

2.30

1.10

+1.20

Drawdowns

AVGY.TO vs. CBNK.TO - Drawdown Comparison

The maximum AVGY.TO drawdown since its inception was -28.78%, smaller than the maximum CBNK.TO drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and CBNK.TO.


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Drawdown Indicators


AVGY.TOCBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-32.12%

+3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

-10.03%

-18.47%

Max Drawdown (3Y)

Largest decline over 3 years

-17.92%

Current Drawdown

Current decline from peak

-0.45%

-2.29%

+1.84%

Average Drawdown

Average peak-to-trough decline

-8.43%

-10.92%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.29%

2.32%

+9.97%

Volatility

AVGY.TO vs. CBNK.TO - Volatility Comparison

Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a higher volatility of 13.20% compared to Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO) at 5.67%. This indicates that AVGY.TO's price experiences larger fluctuations and is considered to be riskier than CBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGY.TOCBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

5.67%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

13.29%

+19.94%

Volatility (1Y)

Calculated over the trailing 1-year period

45.46%

15.55%

+29.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.13%

17.55%

+33.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

17.55%

+33.58%

Dividends

AVGY.TO vs. CBNK.TO - Dividend Comparison

AVGY.TO's dividend yield for the trailing twelve months is around 19.08%, more than CBNK.TO's 5.94% yield.


PositionTTM2025202420232022
AVGY.TO
Harvest Broadcom Enhanced High Income Shares ETF - Class A Units
19.08%14.82%0.00%0.00%0.00%
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
5.94%5.86%8.25%9.59%7.85%

Frequently Asked Questions


AVGY.TO and CBNK.TO have a correlation of 0.22, 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 Mulvihill.

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