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AVGY.TO vs. YCST.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGY.TO vs. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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 YCST.NEO's 12.72% return.


AVGY.TO

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

YCST.NEO

1D
0.77%
1M
-5.63%
YTD
12.72%
6M
5.30%
1Y
-7.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGY.TO vs. YCST.NEO - Yearly Performance Comparison


Correlation

The correlation between AVGY.TO and YCST.NEO is -0.13, 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

-0.13

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

-0.08

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Return for Risk

AVGY.TO vs. YCST.NEO — 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

YCST.NEO
YCST.NEO Risk / Return Rank: 55
Overall Rank
YCST.NEO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YCST.NEO Sortino Ratio Rank: 55
Sortino Ratio Rank
YCST.NEO Omega Ratio Rank: 55
Omega Ratio Rank
YCST.NEO Calmar Ratio Rank: 55
Calmar Ratio Rank
YCST.NEO Martin Ratio Rank: 55
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. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.TOYCST.NEODifference
Sharpe ratioReturn per unit of total volatility

+2.77

Sortino ratioReturn per unit of downside risk

+3.34

Omega ratioGain probability vs. loss probability

1.38

0.95

+0.44

Calmar ratioReturn relative to maximum drawdown

3.81

-0.40

+4.21

Martin ratioReturn relative to average drawdown

8.81

-0.81

+9.62

AVGY.TO vs. YCST.NEO - Sharpe Ratio Comparison

The current AVGY.TO Sharpe Ratio is 2.39, which is higher than the YCST.NEO Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AVGY.TO and YCST.NEO, 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.TOYCST.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

-0.38

+2.77

Sharpe Ratio (All Time)

Calculated using the full available price history

2.30

-0.18

+2.48

Drawdowns

AVGY.TO vs. YCST.NEO - Drawdown Comparison

The maximum AVGY.TO drawdown since its inception was -28.78%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and YCST.NEO.


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Drawdown Indicators


AVGY.TOYCST.NEODifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-19.70%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

-19.54%

-8.96%

Current Drawdown

Current decline from peak

-0.45%

-12.62%

+12.17%

Average Drawdown

Average peak-to-trough decline

-8.43%

-8.56%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.29%

9.91%

+2.38%

Volatility

AVGY.TO vs. YCST.NEO - Volatility Comparison

Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a higher volatility of 13.20% compared to Costco (COST) Yield Shares Purpose ETF (YCST.NEO) at 10.33%. This indicates that AVGY.TO's price experiences larger fluctuations and is considered to be riskier than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGY.TOYCST.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

10.33%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

16.64%

+16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

45.46%

20.54%

+24.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.13%

25.22%

+25.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

25.22%

+25.91%

AVGY.TO vs. YCST.NEO - Expense Ratio Comparison

Both AVGY.TO and YCST.NEO have an expense ratio of 0.40%.


Dividends

AVGY.TO vs. YCST.NEO - Dividend Comparison

AVGY.TO's dividend yield for the trailing twelve months is around 19.08%, more than YCST.NEO's 14.01% yield.


Frequently Asked Questions


AVGY.TO and YCST.NEO have a correlation of -0.13, 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 YCST.NEO have the same expense ratio: 0.40% per year.

They also come from different issuers: Harvest and Purpose Investments.

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