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ETHX.TO vs. CGHY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHX.TO vs. CGHY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.TO). The values are adjusted to include any dividend payments, if applicable.

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ETHX.TO vs. CGHY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ETHX.TO achieves a -29.89% return, which is significantly lower than CGHY.TO's -0.18% return.


ETHX.TO

1D
3.89%
1M
8.93%
YTD
-29.89%
6M
-50.06%
1Y
3Y*
5Y*
10Y*

CGHY.TO

1D
0.29%
1M
-0.93%
YTD
-0.18%
6M
0.29%
1Y
4.87%
3Y*
8.27%
5Y*
9.03%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHX.TO vs. CGHY.TO - Expense Ratio Comparison

ETHX.TO has a 0.68% expense ratio, which is lower than CGHY.TO's 0.76% expense ratio.


Return for Risk

ETHX.TO vs. CGHY.TO — Risk / Return Rank

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

ETHX.TO

CGHY.TO
CGHY.TO Risk / Return Rank: 3838
Overall Rank
CGHY.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CGHY.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CGHY.TO Omega Ratio Rank: 2929
Omega Ratio Rank
CGHY.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CGHY.TO Martin Ratio Rank: 5050
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.

ETHX.TO vs. CGHY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.TO) and CI High Yield Bond Private Pool ETF C$ Series (CGHY.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.

ETHX.TO vs. CGHY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETHX.TOCGHY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.44

-1.43

Correlation

The correlation between ETHX.TO and CGHY.TO is -0.02. 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

ETHX.TO vs. CGHY.TO - Dividend Comparison

ETHX.TO has not paid dividends to shareholders, while CGHY.TO's dividend yield for the trailing twelve months is around 5.49%.


TTM20252024202320222021202020192018201720162015
ETHX.TO
CI Galaxy Ethereum ETF CAD Hedged Series
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGHY.TO
CI High Yield Bond Private Pool ETF C$ Series
5.49%5.40%4.99%5.14%5.08%6.32%6.08%5.65%5.91%5.45%5.57%5.23%

Drawdowns

ETHX.TO vs. CGHY.TO - Drawdown Comparison

The maximum ETHX.TO drawdown since its inception was -61.24%, which is greater than CGHY.TO's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for ETHX.TO and CGHY.TO.


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Drawdown Indicators


ETHX.TOCGHY.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-24.44%

-36.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-24.44%

Current Drawdown

Current decline from peak

-55.98%

-1.76%

-54.22%

Average Drawdown

Average peak-to-trough decline

-33.13%

-2.08%

-31.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

ETHX.TO vs. CGHY.TO - Volatility Comparison


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Volatility by Period


ETHX.TOCGHY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

75.71%

7.49%

+68.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.71%

14.51%

+61.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.71%

13.00%

+62.71%