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ECHI.TO vs. HPYT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECHI.TO vs. HPYT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and Harvest Premium Yield Treasury ETF A (HPYT.TO). The values are adjusted to include any dividend payments, if applicable.

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ECHI.TO vs. HPYT.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ECHI.TO achieves a 10.27% return, which is significantly higher than HPYT.TO's -0.23% return.


ECHI.TO

1D
0.33%
1M
-1.65%
YTD
10.27%
6M
22.42%
1Y
3Y*
5Y*
10Y*

HPYT.TO

1D
-0.31%
1M
-3.00%
YTD
-0.23%
6M
-1.42%
1Y
-1.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECHI.TO vs. HPYT.TO - Expense Ratio Comparison

ECHI.TO has a 0.29% expense ratio, which is lower than HPYT.TO's 0.45% expense ratio.


Return for Risk

ECHI.TO vs. HPYT.TO — Risk / Return Rank

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

ECHI.TO

HPYT.TO
HPYT.TO Risk / Return Rank: 1010
Overall Rank
HPYT.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HPYT.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HPYT.TO Omega Ratio Rank: 88
Omega Ratio Rank
HPYT.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HPYT.TO Martin Ratio Rank: 1111
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.

ECHI.TO vs. HPYT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and Harvest Premium Yield Treasury ETF A (HPYT.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.

ECHI.TO vs. HPYT.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECHI.TOHPYT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

0.08

+3.12

Correlation

The correlation between ECHI.TO and HPYT.TO is 0.11, 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

ECHI.TO vs. HPYT.TO - Dividend Comparison

ECHI.TO's dividend yield for the trailing twelve months is around 8.68%, less than HPYT.TO's 18.19% yield.


TTM202520242023
ECHI.TO
Ninepoint Enhanced Canadian HighShares ETF
8.68%5.27%0.00%0.00%
HPYT.TO
Harvest Premium Yield Treasury ETF A
18.19%18.87%18.61%3.71%

Drawdowns

ECHI.TO vs. HPYT.TO - Drawdown Comparison

The maximum ECHI.TO drawdown since its inception was -6.84%, smaller than the maximum HPYT.TO drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for ECHI.TO and HPYT.TO.


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Drawdown Indicators


ECHI.TOHPYT.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-13.17%

+6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

Current Drawdown

Current decline from peak

-1.65%

-7.27%

+5.62%

Average Drawdown

Average peak-to-trough decline

-1.40%

-5.76%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

Volatility

ECHI.TO vs. HPYT.TO - Volatility Comparison


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Volatility by Period


ECHI.TOHPYT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

9.53%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

11.05%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

11.05%

+7.48%