PortfoliosLab logoPortfoliosLab logo
HHIH.TO vs. EMAX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHIH.TO vs. EMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Hamilton Energy YIELD MAXIMIZER ETF (EMAX.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HHIH.TO vs. EMAX.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHIH.TO achieves a -7.69% return, which is significantly lower than EMAX.TO's 28.41% return.


HHIH.TO

1D
1.40%
1M
-0.24%
YTD
-7.69%
6M
-9.31%
1Y
3Y*
5Y*
10Y*

EMAX.TO

1D
-3.02%
1M
6.45%
YTD
28.41%
6M
28.44%
1Y
27.50%
3Y*
5Y*
10Y*
*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.


HHIH.TO vs. EMAX.TO - Expense Ratio Comparison

HHIH.TO has a 0.40% expense ratio, which is lower than EMAX.TO's 0.65% expense ratio.


Return for Risk

HHIH.TO vs. EMAX.TO — Risk / Return Rank

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

HHIH.TO

EMAX.TO
EMAX.TO Risk / Return Rank: 4848
Overall Rank
EMAX.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EMAX.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
EMAX.TO Omega Ratio Rank: 5656
Omega Ratio Rank
EMAX.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
EMAX.TO Martin Ratio Rank: 3535
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.

HHIH.TO vs. EMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Hamilton Energy YIELD MAXIMIZER ETF (EMAX.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.

HHIH.TO vs. EMAX.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HHIH.TOEMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.75

-0.92

Correlation

The correlation between HHIH.TO and EMAX.TO is 0.00, 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

HHIH.TO vs. EMAX.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 12.75%, more than EMAX.TO's 10.44% yield.


TTM20252024
HHIH.TO
Harvest High Income Equity Shares ETF Class A Units
12.75%6.37%0.00%
EMAX.TO
Hamilton Energy YIELD MAXIMIZER ETF
10.44%13.44%12.31%

Drawdowns

HHIH.TO vs. EMAX.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, smaller than the maximum EMAX.TO drawdown of -27.55%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and EMAX.TO.


Loading graphics...

Drawdown Indicators


HHIH.TOEMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-27.55%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

Current Drawdown

Current decline from peak

-15.17%

-5.45%

-9.72%

Average Drawdown

Average peak-to-trough decline

-6.94%

-9.51%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

Volatility

HHIH.TO vs. EMAX.TO - Volatility Comparison


Loading graphics...

Volatility by Period


HHIH.TOEMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

26.45%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

22.19%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

22.19%

-0.93%