CNYE.TO vs. AVGY.TO
CNYE.TO (Harvest Coinbase Enhanced High Income Shares ETF) and AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, CNYE.TO returned -44.08% vs 82.43% for AVGY.TO. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
CNYE.TO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CNYE.TO achieves a -30.06% return, which is significantly lower than AVGY.TO's 25.75% return.
CNYE.TO
- 1D
- 0.45%
- 1M
- -16.55%
- YTD
- -30.06%
- 6M
- -43.59%
- 1Y
- -44.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -12.01%
- 1M
- 0.50%
- YTD
- 25.75%
- 6M
- 11.32%
- 1Y
- 82.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CNYE.TO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -30.06% | -14.53% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 25.75% | 83.42% |
Correlation
The correlation between CNYE.TO and AVGY.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.35 |
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Return for Risk
CNYE.TO vs. AVGY.TO — Risk / Return Rank
CNYE.TO
AVGY.TO
CNYE.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.
| CNYE.TO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 2.91 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.01 | 6.72 | -7.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNYE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.76 | -2.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 1.83 | -2.24 |
Drawdowns
CNYE.TO vs. AVGY.TO - Drawdown Comparison
The maximum CNYE.TO drawdown since its inception was -72.18%, which is greater than AVGY.TO's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for CNYE.TO and AVGY.TO.
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Drawdown Indicators
| CNYE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.18% | -28.78% | -43.40% |
Max Drawdown (1Y)Largest decline over 1 year | -72.18% | -28.50% | -43.68% |
Current DrawdownCurrent decline from peak | -65.57% | -12.41% | -53.16% |
Average DrawdownAverage peak-to-trough decline | -33.73% | -8.44% | -25.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.83% | 12.31% | +31.52% |
Volatility
CNYE.TO vs. AVGY.TO - Volatility Comparison
Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a higher volatility of 22.11% compared to Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) at 18.51%. This indicates that CNYE.TO's price experiences larger fluctuations and is considered to be riskier than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNYE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.11% | 18.51% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 57.81% | 35.65% | +22.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.13% | 47.07% | +30.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.50% | 52.24% | +30.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.50% | 52.24% | +30.26% |
CNYE.TO vs. AVGY.TO - Expense Ratio Comparison
Both CNYE.TO and AVGY.TO have an expense ratio of 0.40%.
Dividends
CNYE.TO vs. AVGY.TO - Dividend Comparison
CNYE.TO's dividend yield for the trailing twelve months is around 89.78%, more than AVGY.TO's 21.68% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 21.68% | 14.82% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 89.78% | 48.74% |
Frequently Asked Questions
CNYE.TO and AVGY.TO have a correlation of 0.27, 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.
CNYE.TO and AVGY.TO have the same expense ratio: 0.40% per year.
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