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HDGE.TO vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDGE.TO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Accelerate Absolute Return Hedge Fund (HDGE.TO) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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HDGE.TO vs. SPY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HDGE.TO
Accelerate Absolute Return Hedge Fund
-0.36%3.68%22.91%3.04%15.07%27.57%-20.47%1.86%
SPY
State Street SPDR S&P 500 ETF
-3.08%12.32%35.62%23.40%-12.34%27.57%16.33%9.63%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, HDGE.TO achieves a -0.36% return, which is significantly higher than SPY's -5.73% return.


HDGE.TO

1D
-0.83%
1M
-3.98%
YTD
-0.36%
6M
0.51%
1Y
5.85%
3Y*
9.04%
5Y*
13.60%
10Y*

SPY

1D
0.00%
1M
-5.71%
YTD
-5.73%
6M
-4.60%
1Y
10.56%
3Y*
18.22%
5Y*
13.39%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDGE.TO vs. SPY - Expense Ratio Comparison


Return for Risk

HDGE.TO vs. SPY — Risk / Return Rank

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

HDGE.TO
HDGE.TO Risk / Return Rank: 3030
Overall Rank
HDGE.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HDGE.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
HDGE.TO Omega Ratio Rank: 2323
Omega Ratio Rank
HDGE.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
HDGE.TO Martin Ratio Rank: 3333
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

HDGE.TO vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accelerate Absolute Return Hedge Fund (HDGE.TO) and State Street SPDR S&P 500 ETF (SPY). 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.


HDGE.TOSPYDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.57

-0.13

Sortino ratio

Return per unit of downside risk

0.71

0.91

-0.20

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

1.21

0.99

+0.22

Martin ratio

Return relative to average drawdown

2.80

3.69

-0.89

HDGE.TO vs. SPY - Sharpe Ratio Comparison

The current HDGE.TO Sharpe Ratio is 0.44, which is comparable to the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of HDGE.TO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HDGE.TOSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.57

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.89

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.04

-0.66

Correlation

The correlation between HDGE.TO and SPY is 0.07, 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.


Dividends

HDGE.TO vs. SPY - Dividend Comparison

HDGE.TO's dividend yield for the trailing twelve months is around 1.09%, less than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
HDGE.TO
Accelerate Absolute Return Hedge Fund
1.09%1.45%1.48%1.79%1.82%2.05%2.55%0.99%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

HDGE.TO vs. SPY - Drawdown Comparison

The maximum HDGE.TO drawdown since its inception was -29.81%, which is greater than SPY's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for HDGE.TO and SPY.


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Drawdown Indicators


HDGE.TOSPYDifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-55.19%

+25.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-12.05%

+6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-13.69%

-24.50%

+10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-4.12%

-6.24%

+2.12%

Average Drawdown

Average peak-to-trough decline

-8.88%

-9.09%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.52%

-0.01%

Volatility

HDGE.TO vs. SPY - Volatility Comparison

Accelerate Absolute Return Hedge Fund (HDGE.TO) has a higher volatility of 5.04% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that HDGE.TO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDGE.TOSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.26%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.16%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

18.66%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

15.11%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

16.18%

+1.16%