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

Performance

CRCY.TO vs. EQLI.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 Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, CRCY.TO achieves a 1.83% return, which is significantly lower than EQLI.TO's 2.05% return.


CRCY.TO

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

EQLI.TO

1D
1.76%
1M
-2.70%
YTD
2.05%
6M
2.84%
1Y
8.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

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

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

CRCY.TO

EQLI.TO
EQLI.TO Risk / Return Rank: 3232
Overall Rank
EQLI.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EQLI.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
EQLI.TO Omega Ratio Rank: 3131
Omega Ratio Rank
EQLI.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
EQLI.TO Martin Ratio Rank: 3535
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. EQLI.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 Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.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. EQLI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCY.TOEQLI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.80

-1.43

Correlation

The correlation between CRCY.TO and EQLI.TO is 0.32, 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. EQLI.TO - Dividend Comparison

CRCY.TO's dividend yield for the trailing twelve months is around 26.84%, more than EQLI.TO's 8.67% yield.


Drawdowns

CRCY.TO vs. EQLI.TO - Drawdown Comparison

The maximum CRCY.TO drawdown since its inception was -73.84%, which is greater than EQLI.TO's maximum drawdown of -15.57%. Use the drawdown chart below to compare losses from any high point for CRCY.TO and EQLI.TO.


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Drawdown Indicators


CRCY.TOEQLI.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-15.57%

-58.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

Current Drawdown

Current decline from peak

-53.95%

-3.03%

-50.92%

Average Drawdown

Average peak-to-trough decline

-45.89%

-2.64%

-43.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

CRCY.TO vs. EQLI.TO - Volatility Comparison


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Volatility by Period


CRCY.TOEQLI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

111.28%

13.83%

+97.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.28%

12.50%

+98.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.28%

12.50%

+98.78%