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

Performance

ECHI.TO vs. INTY.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 Evolve International Equity UltraYield ETF (INTY.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period


ECHI.TO

1D
2.64%
1M
0.11%
YTD
9.91%
6M
22.65%
1Y
3Y*
5Y*
10Y*

INTY.TO

1D
1.23%
1M
-6.30%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ECHI.TO has a 0.29% expense ratio, which is lower than INTY.TO's 0.60% expense ratio.


Return for Risk

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

This table presents a comparison of risk-adjusted performance metrics for Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and Evolve International Equity UltraYield ETF (INTY.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. INTY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECHI.TOINTY.TODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.17

-1.40

+4.57

Correlation

The correlation between ECHI.TO and INTY.TO is 0.67, 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

ECHI.TO vs. INTY.TO - Dividend Comparison

ECHI.TO's dividend yield for the trailing twelve months is around 8.71%, more than INTY.TO's 4.70% yield.


Drawdowns

ECHI.TO vs. INTY.TO - Drawdown Comparison

The maximum ECHI.TO drawdown since its inception was -6.84%, smaller than the maximum INTY.TO drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for ECHI.TO and INTY.TO.


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Drawdown Indicators


ECHI.TOINTY.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-11.06%

+4.22%

Current Drawdown

Current decline from peak

-1.98%

-9.21%

+7.23%

Average Drawdown

Average peak-to-trough decline

-1.40%

-5.34%

+3.94%

Volatility

ECHI.TO vs. INTY.TO - Volatility Comparison


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Volatility by Period


ECHI.TOINTY.TODifference

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

23.46%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

23.46%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

23.46%

-4.87%