HHIS.TO vs. FICO
HHIS.TO (Harvest Diversified High Income Shares ETF) is Derivative Income fund actively managed by Harvest, while FICO (Fair Isaac Corporation) is a stock. Over the past year, HHIS.TO returned 27.04% vs -32.10% for FICO. At a 0.22 correlation, their price movements are largely independent.
Performance
HHIS.TO vs. FICO - Performance Comparison
Loading charts...
Different Trading Currencies
HHIS.TO is traded in CAD, while FICO is traded in USD. To make them comparable, the FICO 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 4.23% return, which is significantly higher than FICO's -28.84% return.
HHIS.TO
- 1D
- -0.18%
- 1M
- -2.83%
- YTD
- 4.23%
- 6M
- 3.47%
- 1Y
- 27.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FICO
- 1D
- -0.34%
- 1M
- 9.28%
- YTD
- -28.84%
- 6M
- -35.17%
- 1Y
- -32.10%
- 3Y*
- 15.43%
- 5Y*
- 21.97%
- 10Y*
- 27.70%
HHIS.TO vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 4.23% | 24.70% |
FICO Fair Isaac Corporation | -28.84% | -20.55% |
Correlation
The correlation between HHIS.TO and FICO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.22 |
The correlation between HHIS.TO and FICO shifts across timeframes, from 0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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
HHIS.TO vs. FICO — Risk / Return Rank
HHIS.TO
FICO
HHIS.TO vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and Fair Isaac Corporation (FICO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HHIS.TO | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.91 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.63 | +1.71 |
| Martin ratioReturn relative to average drawdown | 2.68 | -1.19 | +3.87 |
Loading charts...
Drawdowns
HHIS.TO vs. FICO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum FICO drawdown of -77.27%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and FICO.
Loading charts...
Drawdown Indicators
| HHIS.TO | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -77.27% | +45.44% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -51.79% | +27.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -62.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -62.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.04% | — |
Current DrawdownCurrent decline from peak | -7.47% | -50.95% | +43.48% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -21.40% | +12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 27.27% | -17.41% |
Volatility
HHIS.TO vs. FICO - Volatility Comparison
The current volatility for Harvest Diversified High Income Shares ETF (HHIS.TO) is 8.04%, while Fair Isaac Corporation (FICO) has a volatility of 14.68%. This indicates that HHIS.TO experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HHIS.TO | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 14.68% | -6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 39.57% | -21.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.84% | 51.05% | -27.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.81% | 41.52% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.81% | 38.85% | -5.04% |
Dividends
HHIS.TO vs. FICO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 27.93%, while FICO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
HHIS.TO Harvest Diversified High Income Shares ETF | 27.93% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HHIS.TO and FICO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for HHIS.TO and FICO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer