HHL.TO vs. CNYE.TO
HHL.TO (Harvest Healthcare Leaders Income ETF) and CNYE.TO (Harvest Coinbase Enhanced High Income Shares ETF) are both exchange-traded funds - HHL.TO is a Health & Biotech Equities fund actively managed by Harvest, while CNYE.TO is a Derivative Income fund actively managed by Harvest. Both are actively managed. Over the past year, HHL.TO returned 11.62% vs -65.79% for CNYE.TO. At a 0.20 correlation, their price movements are largely independent. HHL.TO charges 0.85%/yr vs 0.40%/yr for CNYE.TO.
Performance
HHL.TO vs. CNYE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHL.TO achieves a -2.24% return, which is significantly higher than CNYE.TO's -31.68% return.
HHL.TO
- 1D
- -0.83%
- 1M
- 5.41%
- 6M
- -3.12%
- YTD
- -2.24%
- 1Y
- 11.62%
- 3Y*
- 5.77%
- 5Y*
- 5.76%
- 10Y*
- 6.61%
CNYE.TO
- 1D
- -2.53%
- 1M
- -4.02%
- 6M
- -38.07%
- YTD
- -31.68%
- 1Y
- -65.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHL.TO vs. CNYE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | -2.24% | 3.44% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -31.68% | -10.85% |
Correlation
The correlation between HHL.TO and CNYE.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025 | 0.20 |
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Return for Risk
HHL.TO vs. CNYE.TO — Risk / Return Rank
HHL.TO
CNYE.TO
HHL.TO vs. CNYE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and Harvest Coinbase Enhanced High Income Shares ETF (CNYE.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.
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.
| HHL.TO | CNYE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.84 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.91 | +1.82 |
| Martin ratioReturn relative to average drawdown | 2.02 | -1.33 | +3.35 |
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Drawdowns
HHL.TO vs. CNYE.TO - Drawdown Comparison
The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum CNYE.TO drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for HHL.TO and CNYE.TO.
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Drawdown Indicators
| HHL.TO | CNYE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.70% | -72.18% | +45.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -72.18% | +59.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.70% | — | — |
Current DrawdownCurrent decline from peak | -5.43% | -66.37% | +60.94% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -36.44% | +30.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 49.39% | -43.63% |
Volatility
HHL.TO vs. CNYE.TO - Volatility Comparison
The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 5.75%, while Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a volatility of 19.97%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than CNYE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHL.TO | CNYE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 19.97% | -14.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 59.85% | -48.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 76.22% | -60.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 81.38% | -67.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 81.38% | -65.54% |
HHL.TO vs. CNYE.TO - Expense Ratio Comparison
HHL.TO has a 0.85% expense ratio, which is higher than CNYE.TO's 0.40% expense ratio.
Dividends
HHL.TO vs. CNYE.TO - Dividend Comparison
HHL.TO's dividend yield for the trailing twelve months is around 10.07%, less than CNYE.TO's 89.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 89.39% | 48.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HHL.TO Harvest Healthcare Leaders Income ETF | 10.07% | 9.36% | 9.27% | 8.71% | 8.51% | 7.91% | 9.02% | 8.65% | 9.00% | 8.45% | 8.83% | 8.19% |
Frequently Asked Questions
HHL.TO and CNYE.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CNYE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CNYE.TO is cheaper with a 0.40% expense ratio, compared with 0.85% for HHL.TO.
HHL.TO is categorized as Health & Biotech Equities, while CNYE.TO is Derivative Income. Their fees differ too: 0.85% for HHL.TO and 0.40% for CNYE.TO.
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