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BFIN.TO vs. HPYB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFIN.TO vs. HPYB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton North American Financials Dividend ETF (BFIN.TO) and Harvest Premium Yield Canadian Bank ETF (HPYB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BFIN.TO

1D
1.49%
1M
5.15%
6M
12.79%
YTD
13.37%
1Y
26.87%
3Y*
25.28%
5Y*
10.99%
10Y*

HPYB.TO

1D
0.19%
1M
3.95%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFIN.TO vs. HPYB.TO - Yearly Performance Comparison


Correlation

The correlation between BFIN.TO and HPYB.TO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 21, 2026

0.57

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Return for Risk

BFIN.TO vs. HPYB.TO — Risk / Return Rank

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

BFIN.TO
BFIN.TO Risk / Return Rank: 6262
Overall Rank
BFIN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BFIN.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
BFIN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
BFIN.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BFIN.TO Martin Ratio Rank: 5252
Martin Ratio Rank

HPYB.TO

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

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.

BFIN.TO vs. HPYB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton North American Financials Dividend ETF (BFIN.TO) and Harvest Premium Yield Canadian Bank ETF (HPYB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BFIN.TOHPYB.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.24

Martin ratioReturn relative to average drawdown

7.19

BFIN.TO vs. HPYB.TO - Sharpe Ratio Comparison


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Drawdowns

BFIN.TO vs. HPYB.TO - Drawdown Comparison

The maximum BFIN.TO drawdown since its inception was -38.01%, which is greater than HPYB.TO's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for BFIN.TO and HPYB.TO.


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Drawdown Indicators


BFIN.TOHPYB.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-6.37%

-31.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.69%

-1.09%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

Volatility

BFIN.TO vs. HPYB.TO - Volatility Comparison


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Volatility by Period


BFIN.TOHPYB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

11.82%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

11.82%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

11.82%

+8.93%

Dividends

BFIN.TO vs. HPYB.TO - Dividend Comparison

BFIN.TO's dividend yield for the trailing twelve months is around 5.40%, less than HPYB.TO's 5.80% yield.


PositionTTM20252024202320222021202020192018
BFIN.TO
Brompton North American Financials Dividend ETF
5.40%5.50%5.36%6.08%5.64%4.00%4.98%4.34%0.48%
HPYB.TO
Harvest Premium Yield Canadian Bank ETF
5.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BFIN.TO and HPYB.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFIN.TO is categorized as Financials Equities, while HPYB.TO is Derivative Income. They also come from different issuers: Brompton and Harvest.

Portfolio Optimizer

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