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CRCY.TO vs. BKCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRCY.TO vs. BKCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO). The values are adjusted to include any dividend payments, if applicable.

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CRCY.TO vs. BKCC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRCY.TO achieves a 1.83% return, which is significantly higher than BKCC.TO's 0.86% return.


CRCY.TO

1D
-0.55%
1M
4.02%
YTD
1.83%
6M
1Y
3Y*
5Y*
10Y*

BKCC.TO

1D
1.85%
1M
-3.78%
YTD
0.86%
6M
10.61%
1Y
33.59%
3Y*
16.79%
5Y*
9.57%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRCY.TO vs. BKCC.TO - Expense Ratio Comparison


Return for Risk

CRCY.TO vs. BKCC.TO — Risk / Return Rank

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

CRCY.TO

BKCC.TO
BKCC.TO Risk / Return Rank: 9797
Overall Rank
BKCC.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BKCC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
BKCC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
BKCC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
BKCC.TO Martin Ratio Rank: 9696
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.

CRCY.TO vs. BKCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.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.


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

CRCY.TO vs. BKCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCY.TOBKCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-0.00

-0.63

Correlation

The correlation between CRCY.TO and BKCC.TO is 0.28, 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

CRCY.TO vs. BKCC.TO - Dividend Comparison

CRCY.TO's dividend yield for the trailing twelve months is around 26.84%, more than BKCC.TO's 9.64% yield.


TTM20252024202320222021202020192018201720162015
CRCY.TO
Harvest Circle Enhanced High Income Shares ETF Class A Units
26.84%17.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
9.64%10.43%12.30%10.93%8.23%5.52%5.92%5.44%6.24%5.76%5.79%7.35%

Drawdowns

CRCY.TO vs. BKCC.TO - Drawdown Comparison

The maximum CRCY.TO drawdown since its inception was -73.84%, smaller than the maximum BKCC.TO drawdown of -100.33%. Use the drawdown chart below to compare losses from any high point for CRCY.TO and BKCC.TO.


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Drawdown Indicators


CRCY.TOBKCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-100.33%

+26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

Current Drawdown

Current decline from peak

-53.95%

-100.00%

+46.05%

Average Drawdown

Average peak-to-trough decline

-45.89%

-99.92%

+54.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

CRCY.TO vs. BKCC.TO - Volatility Comparison


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Volatility by Period


CRCY.TOBKCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

111.28%

11.49%

+99.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.28%

13.37%

+97.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.28%

16.97%

+94.31%