PortfoliosLab logoPortfoliosLab logo
HBIX.NEO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBIX.NEO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Bitcoin Enhanced Income ETF (HBIX.NEO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HBIX.NEO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
HBIX.NEO
Harvest Bitcoin Enhanced Income ETF
-24.07%-6.82%
^GSPC
S&P 500 Index
-2.73%22.24%
Different Trading Currencies

HBIX.NEO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBIX.NEO achieves a -24.07% return, which is significantly lower than ^GSPC's -3.34% return.


HBIX.NEO

1D
0.15%
1M
1.72%
YTD
-24.07%
6M
-46.58%
1Y
3Y*
5Y*
10Y*

^GSPC

1D
0.00%
1M
-3.51%
YTD
-3.34%
6M
-2.91%
1Y
12.69%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HBIX.NEO vs. ^GSPC — Risk / Return Rank

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

HBIX.NEO

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6464
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6969
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6060
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7777
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.

HBIX.NEO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Bitcoin Enhanced Income ETF (HBIX.NEO) and S&P 500 Index (^GSPC). 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.

HBIX.NEO vs. ^GSPC - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HBIX.NEO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.91

-1.51

Correlation

The correlation between HBIX.NEO and ^GSPC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

HBIX.NEO vs. ^GSPC - Drawdown Comparison

The maximum HBIX.NEO drawdown since its inception was -55.90%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for HBIX.NEO and ^GSPC.


Loading graphics...

Drawdown Indicators


HBIX.NEO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-55.90%

-56.78%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-49.72%

-5.78%

-43.94%

Average Drawdown

Average peak-to-trough decline

-19.91%

-10.75%

-9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

HBIX.NEO vs. ^GSPC - Volatility Comparison


Loading graphics...

Volatility by Period


HBIX.NEO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

52.86%

18.11%

+34.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.86%

14.99%

+37.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.86%

16.33%

+36.53%