PortfoliosLab logoPortfoliosLab logo
GOGY.TO vs. EMCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGY.TO vs. EMCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GOGY.TO achieves a 15.35% return, which is significantly lower than EMCL.NEO's 28.10% return.


GOGY.TO

1D
-4.62%
1M
-5.12%
YTD
15.35%
6M
13.01%
1Y
121.95%
3Y*
5Y*
10Y*

EMCL.NEO

1D
1.04%
1M
12.70%
YTD
28.10%
6M
28.64%
1Y
57.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGY.TO vs. EMCL.NEO - Yearly Performance Comparison


Correlation

The correlation between GOGY.TO and EMCL.NEO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

0.36

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GOGY.TO vs. EMCL.NEO — Risk / Return Rank

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

GOGY.TO
GOGY.TO Risk / Return Rank: 9292
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9191
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9191
Martin Ratio Rank

EMCL.NEO
EMCL.NEO Risk / Return Rank: 8484
Overall Rank
EMCL.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMCL.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMCL.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
EMCL.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMCL.NEO Martin Ratio Rank: 7676
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.

GOGY.TO vs. EMCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO). 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.


GOGY.TOEMCL.NEODifference

Sharpe ratio

Return per unit of total volatility

4.00

3.10

+0.90

Sortino ratio

Return per unit of downside risk

4.99

3.83

+1.16

Omega ratio

Gain probability vs. loss probability

1.61

1.67

-0.06

Calmar ratio

Return relative to maximum drawdown

5.88

4.03

+1.85

Martin ratio

Return relative to average drawdown

21.83

14.94

+6.89

GOGY.TO vs. EMCL.NEO - Sharpe Ratio Comparison

The current GOGY.TO Sharpe Ratio is 4.00, which is comparable to the EMCL.NEO Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of GOGY.TO and EMCL.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GOGY.TOEMCL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.00

3.10

+0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

1.59

+0.76

Drawdowns

GOGY.TO vs. EMCL.NEO - Drawdown Comparison

The maximum GOGY.TO drawdown since its inception was -20.87%, which is greater than EMCL.NEO's maximum drawdown of -19.19%. Use the drawdown chart below to compare losses from any high point for GOGY.TO and EMCL.NEO.


Loading charts...

Drawdown Indicators


GOGY.TOEMCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-19.19%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

-13.12%

-7.02%

Current Drawdown

Current decline from peak

-9.77%

0.00%

-9.77%

Average Drawdown

Average peak-to-trough decline

-5.05%

-2.47%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

3.53%

+1.90%

Volatility

GOGY.TO vs. EMCL.NEO - Volatility Comparison

Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a higher volatility of 9.13% compared to Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) at 7.78%. This indicates that GOGY.TO's price experiences larger fluctuations and is considered to be riskier than EMCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GOGY.TOEMCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

7.78%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.49%

16.47%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

30.71%

18.75%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.65%

19.01%

+15.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.65%

19.01%

+15.64%

Dividends

GOGY.TO vs. EMCL.NEO - Dividend Comparison

GOGY.TO's dividend yield for the trailing twelve months is around 12.67%, more than EMCL.NEO's 10.10% yield.


Frequently Asked Questions


GOGY.TO and EMCL.NEO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and Global X.

Portfolio Optimizer

Find the right allocation for GOGY.TO and EMCL.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer