HHIS.TO vs. CONY
HHIS.TO (Harvest Diversified High Income Shares ETF) and CONY (YieldMax COIN Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, HHIS.TO returned 31.98% vs -41.65% for CONY. A 0.73 correlation means they provide meaningful diversification when combined. HHIS.TO charges 0.00%/yr vs 0.99%/yr for CONY.
Performance
HHIS.TO vs. CONY - Performance Comparison
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Different Trading Currencies
HHIS.TO is traded in CAD, while CONY is traded in USD. To make them comparable, the CONY values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HHIS.TO achieves a 9.32% return, which is significantly higher than CONY's -24.32% return.
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CONY
- 1D
- -5.24%
- 1M
- -14.99%
- YTD
- -24.32%
- 6M
- -36.07%
- 1Y
- -41.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO vs. CONY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 24.40% |
CONY YieldMax COIN Option Income Strategy ETF | -24.32% | -35.22% |
Correlation
The correlation between HHIS.TO and CONY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2025 | 0.73 |
The correlation between HHIS.TO and CONY has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.
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Return for Risk
HHIS.TO vs. CONY — Risk / Return Rank
HHIS.TO
CONY
HHIS.TO vs. CONY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and YieldMax COIN Option Income Strategy ETF (CONY). 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.
| HHIS.TO | CONY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.89 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.66 | +1.97 |
| Martin ratioReturn relative to average drawdown | 3.27 | -1.11 | +4.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HHIS.TO | CONY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | -0.73 | +2.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.15 | +0.59 |
Drawdowns
HHIS.TO vs. CONY - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum CONY drawdown of -64.97%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and CONY.
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Drawdown Indicators
| HHIS.TO | CONY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -64.97% | +33.14% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -63.74% | +39.31% |
Current DrawdownCurrent decline from peak | -2.95% | -58.42% | +55.47% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -22.60% | +13.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 37.49% | -27.70% |
Volatility
HHIS.TO vs. CONY - Volatility Comparison
The current volatility for Harvest Diversified High Income Shares ETF (HHIS.TO) is 5.51%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 15.60%. This indicates that HHIS.TO experiences smaller price fluctuations and is considered to be less risky than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHIS.TO | CONY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 15.60% | -10.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 43.19% | -26.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 57.71% | -34.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 59.22% | -25.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 59.22% | -25.44% |
HHIS.TO vs. CONY - Expense Ratio Comparison
HHIS.TO has a 0.00% expense ratio, which is lower than CONY's 0.99% expense ratio.
Dividends
HHIS.TO vs. CONY - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, less than CONY's 189.23% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CONY YieldMax COIN Option Income Strategy ETF | 189.23% | 192.07% | 155.66% | 16.43% |
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% | 0.00% | 0.00% |
Frequently Asked Questions
HHIS.TO and CONY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.99% for CONY.
They also come from different issuers: Harvest and YieldMax. Their fees differ too: 0.00% for HHIS.TO and 0.99% for CONY.
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