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

Performance

AVGY.TO vs. ECHI.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 Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, AVGY.TO achieves a -9.59% return, which is significantly lower than ECHI.TO's 9.91% return.


AVGY.TO

1D
3.67%
1M
-2.61%
YTD
-9.59%
6M
-3.90%
1Y
92.05%
3Y*
5Y*
10Y*

ECHI.TO

1D
2.64%
1M
0.11%
YTD
9.91%
6M
22.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGY.TO vs. ECHI.TO - Expense Ratio Comparison

AVGY.TO has a 0.40% expense ratio, which is higher than ECHI.TO's 0.29% expense ratio.


Return for Risk

AVGY.TO vs. ECHI.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: 8383
Overall Rank
AVGY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVGY.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVGY.TO Omega Ratio Rank: 8282
Omega Ratio Rank
AVGY.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVGY.TO Martin Ratio Rank: 7070
Martin Ratio Rank

ECHI.TO
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. ECHI.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 Ninepoint Enhanced Canadian HighShares ETF (ECHI.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.TOECHI.TODifference

Sharpe ratio

Return per unit of total volatility

1.83

Sortino ratio

Return per unit of downside risk

2.42

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

3.17

Martin ratio

Return relative to average drawdown

7.48

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


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Sharpe Ratios by Period


AVGY.TOECHI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

3.17

-2.01

Correlation

The correlation between AVGY.TO and ECHI.TO is 0.36, 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

AVGY.TO vs. ECHI.TO - Dividend Comparison

AVGY.TO's dividend yield for the trailing twelve months is around 22.26%, more than ECHI.TO's 8.71% yield.


Drawdowns

AVGY.TO vs. ECHI.TO - Drawdown Comparison

The maximum AVGY.TO drawdown since its inception was -28.78%, which is greater than ECHI.TO's maximum drawdown of -6.84%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and ECHI.TO.


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Drawdown Indicators


AVGY.TOECHI.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-6.84%

-21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

Current Drawdown

Current decline from peak

-25.88%

-1.98%

-23.90%

Average Drawdown

Average peak-to-trough decline

-9.00%

-1.40%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.07%

Volatility

AVGY.TO vs. ECHI.TO - Volatility Comparison


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Volatility by Period


AVGY.TOECHI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.64%

Volatility (6M)

Calculated over the trailing 6-month period

34.95%

Volatility (1Y)

Calculated over the trailing 1-year period

50.52%

18.59%

+31.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.23%

18.59%

+33.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.23%

18.59%

+33.64%