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BCCL.NEO vs. GOGY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCCL.NEO vs. GOGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) and Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO). The values are adjusted to include any dividend payments, if applicable.

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BCCL.NEO vs. GOGY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BCCL.NEO achieves a -29.35% return, which is significantly lower than GOGY.TO's -2.98% return.


BCCL.NEO

1D
0.35%
1M
-0.26%
YTD
-29.35%
6M
-51.34%
1Y
3Y*
5Y*
10Y*

GOGY.TO

1D
4.21%
1M
-1.19%
YTD
-2.98%
6M
24.97%
1Y
94.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCCL.NEO vs. GOGY.TO - Expense Ratio Comparison


Return for Risk

BCCL.NEO vs. GOGY.TO — Risk / Return Rank

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

BCCL.NEO

GOGY.TO
GOGY.TO Risk / Return Rank: 9696
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9393
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9595
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.

BCCL.NEO vs. GOGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) and Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCCL.NEO vs. GOGY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCCL.NEOGOGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.87

2.00

-2.87

Correlation

The correlation between BCCL.NEO and GOGY.TO is 0.17, 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

BCCL.NEO vs. GOGY.TO - Dividend Comparison

BCCL.NEO has not paid dividends to shareholders, while GOGY.TO's dividend yield for the trailing twelve months is around 12.72%.


Drawdowns

BCCL.NEO vs. GOGY.TO - Drawdown Comparison

The maximum BCCL.NEO drawdown since its inception was -57.91%, which is greater than GOGY.TO's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for BCCL.NEO and GOGY.TO.


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Drawdown Indicators


BCCL.NEOGOGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-57.91%

-20.87%

-37.04%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

Current Drawdown

Current decline from peak

-54.53%

-11.67%

-42.86%

Average Drawdown

Average peak-to-trough decline

-20.93%

-5.40%

-15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

Volatility

BCCL.NEO vs. GOGY.TO - Volatility Comparison


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Volatility by Period


BCCL.NEOGOGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

Volatility (6M)

Calculated over the trailing 6-month period

22.13%

Volatility (1Y)

Calculated over the trailing 1-year period

50.82%

34.40%

+16.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.82%

34.84%

+15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.82%

34.84%

+15.98%