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HHIS.TO vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HHIS.TO and MSTY is 0.48, 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. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harvest Diversified High Income Shares ETF (HHIS.TO) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

HHIS.TO:

52.79%

MSTY:

74.60%

Max Drawdown

HHIS.TO:

-31.83%

MSTY:

-40.83%

Current Drawdown

HHIS.TO:

-7.30%

MSTY:

-12.24%

Returns By Period


HHIS.TO

YTD

N/A

1M

10.57%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

MSTY

YTD

21.09%

1M

-2.22%

6M

3.16%

1Y

93.45%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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HHIS.TO vs. MSTY - Expense Ratio Comparison

HHIS.TO has a 0.00% expense ratio, which is lower than MSTY's 0.99% expense ratio.


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

Risk-Adjusted Performance

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

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

HHIS.TO

MSTY
The Risk-Adjusted Performance Rank of MSTY is 8686
Overall Rank
The Sharpe Ratio Rank of MSTY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 8383
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. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.



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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. MSTY - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 8.80%, less than MSTY's 140.35% yield.


Drawdowns

HHIS.TO vs. MSTY - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum MSTY drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and MSTY.


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

Volatility

HHIS.TO vs. MSTY - Volatility Comparison


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