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ECHI.TO vs. NNRG.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECHI.TO vs. NNRG.NEO - Performance Comparison

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

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ECHI.TO vs. NNRG.NEO - Yearly Performance Comparison


2026 (YTD)2025
ECHI.TO
Ninepoint Enhanced Canadian HighShares ETF
10.27%20.01%
NNRG.NEO
Ninepoint Energy ETF
32.61%15.98%

Returns By Period

In the year-to-date period, ECHI.TO achieves a 10.27% return, which is significantly lower than NNRG.NEO's 32.61% return.


ECHI.TO

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

NNRG.NEO

1D
-3.69%
1M
12.20%
YTD
32.61%
6M
42.68%
1Y
47.71%
3Y*
21.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECHI.TO vs. NNRG.NEO - Expense Ratio Comparison

ECHI.TO has a 0.29% expense ratio, which is lower than NNRG.NEO's 1.79% expense ratio.


Return for Risk

ECHI.TO vs. NNRG.NEO — Risk / Return Rank

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

ECHI.TO

NNRG.NEO
NNRG.NEO Risk / Return Rank: 7979
Overall Rank
NNRG.NEO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NNRG.NEO Sortino Ratio Rank: 8181
Sortino Ratio Rank
NNRG.NEO Omega Ratio Rank: 8282
Omega Ratio Rank
NNRG.NEO Calmar Ratio Rank: 7979
Calmar Ratio Rank
NNRG.NEO Martin Ratio Rank: 6666
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. NNRG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and Ninepoint Energy ETF (NNRG.NEO). 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. NNRG.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECHI.TONNRG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

1.04

+2.16

Correlation

The correlation between ECHI.TO and NNRG.NEO is 0.14, 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. NNRG.NEO - Dividend Comparison

ECHI.TO's dividend yield for the trailing twelve months is around 8.68%, more than NNRG.NEO's 0.56% yield.


TTM20252024202320222021
ECHI.TO
Ninepoint Enhanced Canadian HighShares ETF
8.68%5.27%0.00%0.00%0.00%0.00%
NNRG.NEO
Ninepoint Energy ETF
0.56%0.37%0.39%0.38%9.08%1.92%

Drawdowns

ECHI.TO vs. NNRG.NEO - Drawdown Comparison

The maximum ECHI.TO drawdown since its inception was -6.84%, smaller than the maximum NNRG.NEO drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for ECHI.TO and NNRG.NEO.


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Drawdown Indicators


ECHI.TONNRG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-35.78%

+28.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.22%

Current Drawdown

Current decline from peak

-1.65%

-4.78%

+3.13%

Average Drawdown

Average peak-to-trough decline

-1.40%

-9.77%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

Volatility

ECHI.TO vs. NNRG.NEO - Volatility Comparison


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Volatility by Period


ECHI.TONNRG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

27.21%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

34.50%

-15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

34.50%

-15.97%