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HHIC.TO vs. CMVP.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHIC.TO vs. CMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Canadian High Income Shares ETF (HHIC.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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HHIC.TO vs. CMVP.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHIC.TO achieves a 9.05% return, which is significantly higher than CMVP.TO's 7.10% return.


HHIC.TO

1D
0.77%
1M
-2.59%
YTD
9.05%
6M
15.30%
1Y
3Y*
5Y*
10Y*

CMVP.TO

1D
1.21%
1M
-3.44%
YTD
7.10%
6M
11.38%
1Y
27.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHIC.TO vs. CMVP.TO - Expense Ratio Comparison

HHIC.TO has a 0.40% expense ratio, which is higher than CMVP.TO's 0.00% expense ratio.


Return for Risk

HHIC.TO vs. CMVP.TO — Risk / Return Rank

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

HHIC.TO

CMVP.TO
CMVP.TO Risk / Return Rank: 9595
Overall Rank
CMVP.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CMVP.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
CMVP.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CMVP.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CMVP.TO Martin Ratio Rank: 9595
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.

HHIC.TO vs. CMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Canadian High Income Shares ETF (HHIC.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HHIC.TO vs. CMVP.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIC.TOCMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (All Time)

Calculated using the full available price history

2.79

2.25

+0.54

Correlation

The correlation between HHIC.TO and CMVP.TO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HHIC.TO vs. CMVP.TO - Dividend Comparison

HHIC.TO's dividend yield for the trailing twelve months is around 6.85%, more than CMVP.TO's 2.55% yield.


Drawdowns

HHIC.TO vs. CMVP.TO - Drawdown Comparison

The maximum HHIC.TO drawdown since its inception was -7.26%, smaller than the maximum CMVP.TO drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for HHIC.TO and CMVP.TO.


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Drawdown Indicators


HHIC.TOCMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.26%

-8.86%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

Current Drawdown

Current decline from peak

-4.18%

-3.88%

-0.30%

Average Drawdown

Average peak-to-trough decline

-1.31%

-1.06%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

HHIC.TO vs. CMVP.TO - Volatility Comparison


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Volatility by Period


HHIC.TOCMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

11.46%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

11.22%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

11.22%

+6.03%