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BIGY.TO vs. SDAY.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGY.TO vs. SDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

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BIGY.TO vs. SDAY.NEO - Yearly Performance Comparison


2026 (YTD)2025
BIGY.TO
Evolve US Equity UltraYield ETF
-14.92%0.64%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
5.24%1.13%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -14.92% return, which is significantly lower than SDAY.NEO's 5.24% return.


BIGY.TO

1D
0.74%
1M
-6.64%
YTD
-14.92%
6M
-20.66%
1Y
3Y*
5Y*
10Y*

SDAY.NEO

1D
0.30%
1M
-3.12%
YTD
5.24%
6M
4.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGY.TO vs. SDAY.NEO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is lower than SDAY.NEO's 0.85% expense ratio.


Return for Risk

BIGY.TO vs. SDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.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.


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

BIGY.TO vs. SDAY.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIGY.TOSDAY.NEODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

1.33

-2.15

Correlation

The correlation between BIGY.TO and SDAY.NEO 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

BIGY.TO vs. SDAY.NEO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 22.85%, more than SDAY.NEO's 11.50% yield.


Drawdowns

BIGY.TO vs. SDAY.NEO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, which is greater than SDAY.NEO's maximum drawdown of -8.27%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and SDAY.NEO.


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Drawdown Indicators


BIGY.TOSDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-8.27%

-19.55%

Current Drawdown

Current decline from peak

-23.69%

-3.72%

-19.97%

Average Drawdown

Average peak-to-trough decline

-10.34%

-1.62%

-8.72%

Volatility

BIGY.TO vs. SDAY.NEO - Volatility Comparison


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Volatility by Period


BIGY.TOSDAY.NEODifference

Volatility (1Y)

Calculated over the trailing 1-year period

30.04%

11.95%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.04%

11.95%

+18.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.04%

11.95%

+18.09%