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CDAY.NEO vs. YAVG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDAY.NEO vs. YAVG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.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, CDAY.NEO achieves a 19.03% return, which is significantly lower than YAVG.NEO's 33.82% return.


CDAY.NEO

1D
-0.11%
1M
2.25%
6M
14.95%
YTD
19.03%
1Y
36.81%
3Y*
5Y*
10Y*

YAVG.NEO

1D
-1.53%
1M
0.37%
6M
35.89%
YTD
33.82%
1Y
73.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDAY.NEO vs. YAVG.NEO - Yearly Performance Comparison


Correlation

The correlation between CDAY.NEO and YAVG.NEO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.07

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Return for Risk

CDAY.NEO vs. YAVG.NEO — Risk / Return Rank

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

CDAY.NEO
CDAY.NEO Risk / Return Rank: 9292
Overall Rank
CDAY.NEO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CDAY.NEO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CDAY.NEO Omega Ratio Rank: 9494
Omega Ratio Rank
CDAY.NEO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CDAY.NEO Martin Ratio Rank: 9292
Martin Ratio Rank

YAVG.NEO
YAVG.NEO Risk / Return Rank: 5555
Overall Rank
YAVG.NEO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
YAVG.NEO Sortino Ratio Rank: 5252
Sortino Ratio Rank
YAVG.NEO Omega Ratio Rank: 5959
Omega Ratio Rank
YAVG.NEO Calmar Ratio Rank: 7070
Calmar Ratio Rank
YAVG.NEO Martin Ratio Rank: 5050
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.

CDAY.NEO vs. YAVG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.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.

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.


CDAY.NEOYAVG.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.55

1.29

+0.26

Calmar ratioReturn relative to maximum drawdown

3.85

2.86

+0.99

Martin ratioReturn relative to average drawdown

17.39

6.90

+10.49

CDAY.NEO vs. YAVG.NEO - Sharpe Ratio Comparison

The current CDAY.NEO Sharpe Ratio is 2.98, which is higher than the YAVG.NEO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CDAY.NEO and YAVG.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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Drawdowns

CDAY.NEO vs. YAVG.NEO - Drawdown Comparison

The maximum CDAY.NEO drawdown since its inception was -9.65%, smaller than the maximum YAVG.NEO drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for CDAY.NEO and YAVG.NEO.


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Drawdown Indicators


CDAY.NEOYAVG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-9.65%

-40.03%

+30.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-25.90%

+16.25%

Current Drawdown

Current decline from peak

-0.43%

-16.76%

+16.33%

Average Drawdown

Average peak-to-trough decline

-1.22%

-9.13%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.67%

Volatility

CDAY.NEO vs. YAVG.NEO - Volatility Comparison

The current volatility for Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) is 2.53%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 16.00%. This indicates that CDAY.NEO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDAY.NEOYAVG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

16.00%

-13.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

43.42%

-32.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

55.10%

-42.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.57%

55.59%

-43.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

55.59%

-43.02%

Dividends

CDAY.NEO vs. YAVG.NEO - Dividend Comparison

CDAY.NEO's dividend yield for the trailing twelve months is around 14.79%, less than YAVG.NEO's 27.55% yield.


Frequently Asked Questions


CDAY.NEO and YAVG.NEO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Hamilton Capital and Purpose Investments.

Portfolio Optimizer

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