CNYE.TO vs. HPF.TO
CNYE.TO (Harvest Coinbase Enhanced High Income Shares ETF) and HPF.TO (Harvest Energy Leaders Income ETF Class A CAD Hedged) are both exchange-traded funds - CNYE.TO is a Derivative Income fund actively managed by Harvest, while HPF.TO is a Energy Equities fund actively managed by Harvest. Both are actively managed. Over the past year, CNYE.TO returned -65.79% vs 41.27% for HPF.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
CNYE.TO vs. HPF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CNYE.TO achieves a -31.68% return, which is significantly lower than HPF.TO's 31.82% return.
CNYE.TO
- 1D
- -2.53%
- 1M
- -4.02%
- 6M
- -38.07%
- YTD
- -31.68%
- 1Y
- -65.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPF.TO
- 1D
- 1.06%
- 1M
- 6.87%
- 6M
- 26.38%
- YTD
- 31.82%
- 1Y
- 41.27%
- 3Y*
- 14.64%
- 5Y*
- 17.23%
- 10Y*
- 5.28%
CNYE.TO vs. HPF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -31.68% | -10.85% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 31.82% | 10.13% |
Correlation
The correlation between CNYE.TO and HPF.TO is -0.02, 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025 | 0.09 |
The correlation between CNYE.TO and HPF.TO shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CNYE.TO vs. HPF.TO — Risk / Return Rank
CNYE.TO
HPF.TO
CNYE.TO vs. HPF.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 Energy Leaders Income ETF Class A CAD Hedged (HPF.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.
| CNYE.TO | HPF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -4.17 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.35 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 3.45 | -4.37 |
| Martin ratioReturn relative to average drawdown | -1.33 | 10.17 | -11.50 |
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Drawdowns
CNYE.TO vs. HPF.TO - Drawdown Comparison
The maximum CNYE.TO drawdown since its inception was -72.18%, roughly equal to the maximum HPF.TO drawdown of -72.97%. Use the drawdown chart below to compare losses from any high point for CNYE.TO and HPF.TO.
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Drawdown Indicators
| CNYE.TO | HPF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.18% | -72.97% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -72.18% | -12.01% | -60.17% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.11% | — |
Current DrawdownCurrent decline from peak | -66.37% | -3.42% | -62.95% |
Average DrawdownAverage peak-to-trough decline | -36.44% | -26.26% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.39% | 4.07% | +45.32% |
Volatility
CNYE.TO vs. HPF.TO - Volatility Comparison
Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a higher volatility of 19.97% compared to Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) at 6.39%. This indicates that CNYE.TO's price experiences larger fluctuations and is considered to be riskier than HPF.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 | HPF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.97% | 6.39% | +13.58% |
Volatility (6M)Calculated over the trailing 6-month period | 59.85% | 16.32% | +43.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.22% | 19.73% | +56.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.38% | 23.63% | +57.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.38% | 28.03% | +53.35% |
Dividends
CNYE.TO vs. HPF.TO - Dividend Comparison
CNYE.TO's dividend yield for the trailing twelve months is around 89.39%, more than HPF.TO's 7.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 89.39% | 48.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 7.85% | 9.93% | 9.80% | 8.75% | 6.58% | 4.61% | 15.32% | 8.74% | 8.78% | 12.87% | 13.58% | 13.31% |
Frequently Asked Questions
CNYE.TO and HPF.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNYE.TO is categorized as Derivative Income, while HPF.TO is Energy Equities.
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