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FTN.TO vs. HTAE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTN.TO vs. HTAE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Financial 15 Split Corp. (FTN.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTN.TO achieves a 13.74% return, which is significantly lower than HTAE.TO's 32.62% return.


FTN.TO

1D
-0.19%
1M
9.04%
YTD
13.74%
6M
25.07%
1Y
79.50%
3Y*
39.55%
5Y*
22.69%
10Y*
11.79%

HTAE.TO

1D
-1.02%
1M
20.35%
YTD
32.62%
6M
33.74%
1Y
56.12%
3Y*
31.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTN.TO vs. HTAE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTN.TO
Financial 15 Split Corp.
13.74%66.59%42.36%1.60%6.46%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
32.62%13.49%28.26%68.45%-3.55%

Correlation

The correlation between FTN.TO and HTAE.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.38

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Return for Risk

FTN.TO vs. HTAE.TO — Risk / Return Rank

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

FTN.TO
FTN.TO Risk / Return Rank: 9595
Overall Rank
FTN.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FTN.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTN.TO Omega Ratio Rank: 9898
Omega Ratio Rank
FTN.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTN.TO Martin Ratio Rank: 9696
Martin Ratio Rank

HTAE.TO
HTAE.TO Risk / Return Rank: 6666
Overall Rank
HTAE.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 5757
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.

FTN.TO vs. HTAE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Financial 15 Split Corp. (FTN.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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.


FTN.TOHTAE.TODifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.82

1.40

+0.42

Calmar ratioReturn relative to maximum drawdown

4.64

3.07

+1.58

Martin ratioReturn relative to average drawdown

21.65

10.12

+11.53

FTN.TO vs. HTAE.TO - Sharpe Ratio Comparison

The current FTN.TO Sharpe Ratio is 3.83, which is higher than the HTAE.TO Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FTN.TO and HTAE.TO, 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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Sharpe Ratios by Period


FTN.TOHTAE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.83

2.57

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.39

-1.14

Drawdowns

FTN.TO vs. HTAE.TO - Drawdown Comparison

The maximum FTN.TO drawdown since its inception was -84.76%, which is greater than HTAE.TO's maximum drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for FTN.TO and HTAE.TO.


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Drawdown Indicators


FTN.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.76%

-30.83%

-53.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-18.39%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-37.44%

-30.83%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-41.26%

Max Drawdown (10Y)

Largest decline over 10 years

-69.69%

Current Drawdown

Current decline from peak

-1.06%

-1.02%

-0.04%

Average Drawdown

Average peak-to-trough decline

-21.16%

-4.57%

-16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.56%

-1.88%

Volatility

FTN.TO vs. HTAE.TO - Volatility Comparison

The current volatility for Financial 15 Split Corp. (FTN.TO) is 4.18%, while Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a volatility of 6.89%. This indicates that FTN.TO experiences smaller price fluctuations and is considered to be less risky than HTAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTN.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

6.89%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.13%

17.54%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

21.98%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

26.99%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.09%

26.99%

+8.10%

Dividends

FTN.TO vs. HTAE.TO - Dividend Comparison

FTN.TO's dividend yield for the trailing twelve months is around 12.21%, more than HTAE.TO's 9.31% yield.


PositionTTM20252024202320222021202020192018201720162015
FTN.TO
Financial 15 Split Corp.
12.21%11.96%16.83%19.39%16.38%14.62%8.94%19.74%23.69%14.69%15.67%15.51%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.31%11.28%10.01%9.38%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTN.TO and HTAE.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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