AVGY.TO vs. CNYE.TO
AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) and CNYE.TO (Harvest Coinbase Enhanced High Income Shares ETF) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, AVGY.TO returned 107.90% vs -45.12% for CNYE.TO. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
AVGY.TO vs. CNYE.TO - Performance Comparison
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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 CNYE.TO's -30.37% return.
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CNYE.TO
- 1D
- -8.20%
- 1M
- -18.94%
- YTD
- -30.37%
- 6M
- -44.48%
- 1Y
- -45.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO vs. CNYE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -30.37% | -14.53% |
Correlation
The correlation between AVGY.TO and CNYE.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.35 |
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Return for Risk
AVGY.TO vs. CNYE.TO — Risk / Return Rank
AVGY.TO
CNYE.TO
AVGY.TO vs. CNYE.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 Harvest Coinbase Enhanced High Income Shares ETF (CNYE.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.TO | CNYE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.98 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.93 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | -0.63 | +4.43 |
| Martin ratioReturn relative to average drawdown | 8.81 | -1.03 | +9.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVGY.TO | CNYE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | -0.59 | +2.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.30 | -0.41 | +2.71 |
Drawdowns
AVGY.TO vs. CNYE.TO - Drawdown Comparison
The maximum AVGY.TO drawdown since its inception was -28.78%, smaller than the maximum CNYE.TO drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and CNYE.TO.
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Drawdown Indicators
| AVGY.TO | CNYE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -72.18% | +43.40% |
Max Drawdown (1Y)Largest decline over 1 year | -28.50% | -72.18% | +43.68% |
Current DrawdownCurrent decline from peak | -0.45% | -65.73% | +65.28% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -33.63% | +25.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.29% | 43.64% | -31.35% |
Volatility
AVGY.TO vs. CNYE.TO - Volatility Comparison
The current volatility for Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) is 13.20%, while Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a volatility of 22.12%. This indicates that AVGY.TO experiences smaller price fluctuations and is considered to be less risky than CNYE.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.TO | CNYE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 22.12% | -8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 57.85% | -24.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.46% | 77.32% | -31.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 82.63% | -31.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.13% | 82.63% | -31.50% |
AVGY.TO vs. CNYE.TO - Expense Ratio Comparison
Both AVGY.TO and CNYE.TO have an expense ratio of 0.40%.
Dividends
AVGY.TO vs. CNYE.TO - Dividend Comparison
AVGY.TO's dividend yield for the trailing twelve months is around 19.08%, less than CNYE.TO's 90.18% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 90.18% | 48.74% |
Frequently Asked Questions
AVGY.TO and CNYE.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AVGY.TO and CNYE.TO have the same expense ratio: 0.40% per year.
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