FTN.TO vs. HYLD.TO
FTN.TO (Financial 15 Split Corp.) is a stock, while HYLD.TO (Hamilton Enhanced U.S. Covered Call ETF) is Derivative Income fund actively managed by Hamilton Capital. Over the past 3 years, FTN.TO returned 65.97%/yr vs 22.77%/yr for HYLD.TO. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
FTN.TO vs. HYLD.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FTN.TO achieves a 40.34% return, which is significantly higher than HYLD.TO's 12.62% return.
FTN.TO
- 1D
- -0.08%
- 1M
- 12.12%
- YTD
- 40.34%
- 6M
- 40.71%
- 1Y
- 166.68%
- 3Y*
- 65.97%
- 5Y*
- 39.18%
- 10Y*
- 16.36%
HYLD.TO
- 1D
- -2.23%
- 1M
- 0.17%
- YTD
- 12.62%
- 6M
- 11.14%
- 1Y
- 33.66%
- 3Y*
- 22.77%
- 5Y*
- —
- 10Y*
- —
FTN.TO vs. HYLD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTN.TO Financial 15 Split Corp. | 40.34% | 110.80% | 50.39% | 7.91% | -8.60% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 12.62% | 22.14% | 25.39% | 19.01% | -18.00% |
Correlation
The correlation between FTN.TO and HYLD.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2022 | 0.52 |
The correlation between FTN.TO and HYLD.TO has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.
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Return for Risk
FTN.TO vs. HYLD.TO — Risk / Return Rank
FTN.TO
HYLD.TO
FTN.TO vs. HYLD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial 15 Split Corp. (FTN.TO) and Hamilton Enhanced U.S. Covered Call ETF (HYLD.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.
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.
| FTN.TO | HYLD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 2.16 | 1.37 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 10.10 | 2.82 | +7.28 |
| Martin ratioReturn relative to average drawdown | 39.13 | 12.14 | +27.00 |
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Drawdowns
FTN.TO vs. HYLD.TO - Drawdown Comparison
The maximum FTN.TO drawdown since its inception was -85.95%, which is greater than HYLD.TO's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FTN.TO and HYLD.TO.
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Drawdown Indicators
| FTN.TO | HYLD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.95% | -31.38% | -54.57% |
Max Drawdown (1Y)Largest decline over 1 year | -16.61% | -12.01% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -36.47% | -21.83% | -14.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.26% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -2.96% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -28.92% | -8.81% | -20.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.78% | +1.50% |
Volatility
FTN.TO vs. HYLD.TO - Volatility Comparison
The current volatility for Financial 15 Split Corp. (FTN.TO) is 3.87%, while Hamilton Enhanced U.S. Covered Call ETF (HYLD.TO) has a volatility of 6.84%. This indicates that FTN.TO experiences smaller price fluctuations and is considered to be less risky than HYLD.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.TO | HYLD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 6.84% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.28% | 13.67% | +10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.58% | 16.47% | +19.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.94% | 19.36% | +7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.34% | 19.36% | +16.98% |
Dividends
FTN.TO vs. HYLD.TO - Dividend Comparison
FTN.TO's dividend yield for the trailing twelve months is around 10.87%, less than HYLD.TO's 11.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTN.TO Financial 15 Split Corp. | 10.87% | 13.13% | 21.73% | 25.74% | 21.73% | 17.46% | 6.72% | 10.49% | 12.58% | 7.80% | 8.32% | 8.23% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 11.54% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTN.TO and HYLD.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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