ETG.TO vs. HYG
Compare and contrast key facts about Entrée Resources Ltd. (ETG.TO) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG).
HYG is a passively managed fund by iShares that tracks the performance of the iBoxx $ Liquid High Yield Index. It was launched on Apr 11, 2007.
Performance
ETG.TO vs. HYG - Performance Comparison
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ETG.TO vs. HYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETG.TO Entrée Resources Ltd. | 12.92% | -13.99% | 104.20% | 3.48% | 41.98% | 44.64% | 51.35% | -32.73% | -28.57% | 83.33% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.16% | 3.61% | 17.24% | 9.08% | -4.64% | 2.82% | 2.70% | 8.48% | 6.29% | -0.68% |
Different Trading Currencies
ETG.TO is traded in CAD, while HYG is traded in USD. To make them comparable, the HYG values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETG.TO achieves a 12.92% return, which is significantly higher than HYG's 1.16% return. Over the past 10 years, ETG.TO has outperformed HYG with an annualized return of 19.72%, while HYG has yielded a comparatively lower 5.85% annualized return.
ETG.TO
- 1D
- 2.16%
- 1M
- -12.92%
- YTD
- 12.92%
- 6M
- 7.76%
- 1Y
- 12.38%
- 3Y*
- 22.30%
- 5Y*
- 25.77%
- 10Y*
- 19.72%
HYG
- 1D
- 0.11%
- 1M
- 0.96%
- YTD
- 1.16%
- 6M
- 0.65%
- 1Y
- 3.87%
- 3Y*
- 8.99%
- 5Y*
- 5.80%
- 10Y*
- 5.85%
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Return for Risk
ETG.TO vs. HYG — Risk / Return Rank
ETG.TO
HYG
ETG.TO vs. HYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Entrée Resources Ltd. (ETG.TO) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.
| ETG.TO | HYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.56 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.79 | 0.77 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.64 | -0.28 |
Martin ratioReturn relative to average drawdown | 0.76 | 1.86 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETG.TO | HYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.56 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.80 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.90 | -0.82 |
Correlation
The correlation between ETG.TO and HYG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ETG.TO vs. HYG - Dividend Comparison
ETG.TO has not paid dividends to shareholders, while HYG's dividend yield for the trailing twelve months is around 5.88%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETG.TO Entrée Resources Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.88% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
Drawdowns
ETG.TO vs. HYG - Drawdown Comparison
The maximum ETG.TO drawdown since its inception was -95.07%, which is greater than HYG's maximum drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for ETG.TO and HYG.
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Drawdown Indicators
| ETG.TO | HYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.07% | -34.25% | -60.82% |
Max Drawdown (1Y)Largest decline over 1 year | -34.24% | -3.93% | -30.31% |
Max Drawdown (5Y)Largest decline over 5 years | -35.90% | -15.79% | -20.11% |
Max Drawdown (10Y)Largest decline over 10 years | -73.86% | -22.03% | -51.83% |
Current DrawdownCurrent decline from peak | -35.34% | -1.05% | -34.29% |
Average DrawdownAverage peak-to-trough decline | -64.03% | -3.27% | -60.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.33% | 0.75% | +15.58% |
Volatility
ETG.TO vs. HYG - Volatility Comparison
Entrée Resources Ltd. (ETG.TO) has a higher volatility of 14.84% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 2.56%. This indicates that ETG.TO's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETG.TO | HYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.84% | 2.56% | +12.28% |
Volatility (6M)Calculated over the trailing 6-month period | 43.17% | 4.31% | +38.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 6.99% | +49.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.29% | 7.26% | +41.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.13% | 8.04% | +47.09% |