PortfoliosLab logo
HHIS.TO vs. FTN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HHIS.TO and FTN.TO is 0.68, 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.


Performance

HHIS.TO vs. FTN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harvest Diversified High Income Shares ETF (HHIS.TO) and Financial 15 Split Corp. (FTN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

HHIS.TO:

52.79%

FTN.TO:

23.39%

Max Drawdown

HHIS.TO:

-31.83%

FTN.TO:

-84.76%

Current Drawdown

HHIS.TO:

-7.30%

FTN.TO:

-3.11%

Returns By Period


HHIS.TO

YTD

N/A

1M

8.91%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FTN.TO

YTD

5.79%

1M

13.91%

6M

-0.12%

1Y

30.41%

3Y*

12.04%

5Y*

13.58%

10Y*

4.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Financial 15 Split Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HHIS.TO vs. FTN.TO — Risk-Adjusted Performance Rank

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

HHIS.TO

FTN.TO
The Risk-Adjusted Performance Rank of FTN.TO is 8585
Overall Rank
The Sharpe Ratio Rank of FTN.TO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FTN.TO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FTN.TO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FTN.TO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FTN.TO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HHIS.TO vs. FTN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and Financial 15 Split Corp. (FTN.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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HHIS.TO vs. FTN.TO - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 8.80%, less than FTN.TO's 16.62% yield.


TTM20242023202220212020201920182017201620152014
HHIS.TO
Harvest Diversified High Income Shares ETF
8.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTN.TO
Financial 15 Split Corp.
16.62%16.38%19.38%16.38%13.16%8.94%19.74%23.69%14.69%15.67%15.51%15.62%

Drawdowns

HHIS.TO vs. FTN.TO - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum FTN.TO drawdown of -84.76%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and FTN.TO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HHIS.TO vs. FTN.TO - Volatility Comparison


Loading data...