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CNYE.TO vs. TSLY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNYE.TO vs. TSLY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) and Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO). The values are adjusted to include any dividend payments, if applicable.

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CNYE.TO vs. TSLY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CNYE.TO achieves a -27.92% return, which is significantly lower than TSLY.TO's -13.79% return.


CNYE.TO

1D
-0.98%
1M
-6.29%
YTD
-27.92%
6M
-56.41%
1Y
-18.55%
3Y*
5Y*
10Y*

TSLY.TO

1D
2.95%
1M
-4.07%
YTD
-13.79%
6M
-13.51%
1Y
49.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNYE.TO vs. TSLY.TO - Expense Ratio Comparison

Both CNYE.TO and TSLY.TO have an expense ratio of 0.40%.


Return for Risk

CNYE.TO vs. TSLY.TO — Risk / Return Rank

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

CNYE.TO
CNYE.TO Risk / Return Rank: 1010
Overall Rank
CNYE.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CNYE.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
CNYE.TO Omega Ratio Rank: 1313
Omega Ratio Rank
CNYE.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
CNYE.TO Martin Ratio Rank: 88
Martin Ratio Rank

TSLY.TO
TSLY.TO Risk / Return Rank: 5454
Overall Rank
TSLY.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 4646
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 4848
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.

CNYE.TO vs. TSLY.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 Tesla Enhanced High Income Shares ETF (TSLY.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.TOTSLY.TODifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.87

-1.10

Sortino ratio

Return per unit of downside risk

0.25

1.55

-1.30

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.25

2.04

-2.28

Martin ratio

Return relative to average drawdown

-0.49

4.87

-5.36

CNYE.TO vs. TSLY.TO - Sharpe Ratio Comparison

The current CNYE.TO Sharpe Ratio is -0.22, which is lower than the TSLY.TO Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CNYE.TO and TSLY.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNYE.TOTSLY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.87

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.19

-0.24

Correlation

The correlation between CNYE.TO and TSLY.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CNYE.TO vs. TSLY.TO - Dividend Comparison

CNYE.TO's dividend yield for the trailing twelve months is around 87.30%, more than TSLY.TO's 41.92% yield.


Drawdowns

CNYE.TO vs. TSLY.TO - Drawdown Comparison

The maximum CNYE.TO drawdown since its inception was -72.18%, which is greater than TSLY.TO's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for CNYE.TO and TSLY.TO.


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Drawdown Indicators


CNYE.TOTSLY.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-58.91%

-13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-72.18%

-26.25%

-45.93%

Current Drawdown

Current decline from peak

-64.52%

-23.12%

-41.40%

Average Drawdown

Average peak-to-trough decline

-29.40%

-27.79%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.00%

10.99%

+25.01%

Volatility

CNYE.TO vs. TSLY.TO - Volatility Comparison

Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a higher volatility of 24.38% compared to Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) at 12.26%. This indicates that CNYE.TO's price experiences larger fluctuations and is considered to be riskier than TSLY.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.TOTSLY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.38%

12.26%

+12.12%

Volatility (6M)

Calculated over the trailing 6-month period

59.46%

29.95%

+29.51%

Volatility (1Y)

Calculated over the trailing 1-year period

82.91%

56.95%

+25.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.42%

62.53%

+21.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.42%

62.53%

+21.89%