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ETHY.TO vs. PFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHY.TO vs. PFD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Ether Yield ETF - ETF Units (ETHY.TO) and Flaherty & Crumrine Preferred Income Fund (PFD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETHY.TO is traded in CAD, while PFD is traded in USD. To make them comparable, the PFD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHY.TO achieves a -44.43% return, which is significantly lower than PFD's 4.49% return.


ETHY.TO

1D
5.04%
1M
15.84%
6M
-48.08%
YTD
-44.43%
1Y
-44.79%
3Y*
-8.05%
5Y*
10Y*

PFD

1D
0.51%
1M
3.48%
6M
2.01%
YTD
4.49%
1Y
12.67%
3Y*
15.74%
5Y*
1.71%
10Y*
4.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHY.TO vs. PFD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHY.TO
Purpose Ether Yield ETF - ETF Units
-44.43%-16.24%40.99%70.87%-67.53%-19.45%
PFD
Flaherty & Crumrine Preferred Income Fund
4.49%7.80%32.00%-7.14%-27.60%1.18%

Correlation

The correlation between ETHY.TO and PFD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.19

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Return for Risk

ETHY.TO vs. PFD — Risk / Return Rank

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

ETHY.TO
ETHY.TO Risk / Return Rank: 44
Overall Rank
ETHY.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHY.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHY.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHY.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHY.TO Martin Ratio Rank: 44
Martin Ratio Rank

PFD
PFD Risk / Return Rank: 2121
Overall Rank
PFD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFD Sortino Ratio Rank: 2020
Sortino Ratio Rank
PFD Omega Ratio Rank: 2626
Omega Ratio Rank
PFD Calmar Ratio Rank: 1818
Calmar Ratio Rank
PFD Martin Ratio Rank: 2020
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.

ETHY.TO vs. PFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Ether Yield ETF - ETF Units (ETHY.TO) and Flaherty & Crumrine Preferred Income Fund (PFD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETHY.TOPFDDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

0.93

1.25

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.63

1.74

-2.37

Martin ratioReturn relative to average drawdown

-1.02

4.96

-5.97

ETHY.TO vs. PFD - Sharpe Ratio Comparison

The current ETHY.TO Sharpe Ratio is -0.62, which is lower than the PFD Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ETHY.TO and PFD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETHY.TO vs. PFD - Drawdown Comparison

The maximum ETHY.TO drawdown since its inception was -77.54%, smaller than the maximum PFD drawdown of -82.57%. Use the drawdown chart below to compare losses from any high point for ETHY.TO and PFD.


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Drawdown Indicators


ETHY.TOPFDDifference

Max Drawdown

Largest peak-to-trough decline

-77.54%

-82.57%

+5.03%

Max Drawdown (1Y)

Largest decline over 1 year

-71.48%

-7.29%

-64.19%

Max Drawdown (3Y)

Largest decline over 3 years

-71.48%

-12.78%

-58.70%

Max Drawdown (5Y)

Largest decline over 5 years

-42.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.89%

Current Drawdown

Current decline from peak

-70.67%

-11.85%

-58.82%

Average Drawdown

Average peak-to-trough decline

-53.38%

-17.77%

-35.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.16%

2.56%

+41.60%

Volatility

ETHY.TO vs. PFD - Volatility Comparison

Purpose Ether Yield ETF - ETF Units (ETHY.TO) has a higher volatility of 22.09% compared to Flaherty & Crumrine Preferred Income Fund (PFD) at 2.49%. This indicates that ETHY.TO's price experiences larger fluctuations and is considered to be riskier than PFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHY.TOPFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.09%

2.49%

+19.60%

Volatility (6M)

Calculated over the trailing 6-month period

56.60%

7.70%

+48.90%

Volatility (1Y)

Calculated over the trailing 1-year period

72.70%

9.76%

+62.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.88%

17.61%

+48.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.88%

24.27%

+41.61%

Dividends

ETHY.TO vs. PFD - Dividend Comparison

ETHY.TO's dividend yield for the trailing twelve months is around 44.86%, more than PFD's 6.96% yield.


PositionTTM20252024202320222021202020192018201720162015
ETHY.TO
Purpose Ether Yield ETF - ETF Units
44.86%19.26%21.40%10.34%26.08%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
PFD
Flaherty & Crumrine Preferred Income Fund
6.96%6.47%6.46%6.94%7.97%5.82%5.09%5.85%8.14%6.85%7.44%8.36%

Frequently Asked Questions


ETHY.TO and PFD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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