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HHL.TO vs. CRCY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHL.TO vs. CRCY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Healthcare Leaders Income ETF (HHL.TO) and Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO). The values are adjusted to include any dividend payments, if applicable.

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HHL.TO vs. CRCY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHL.TO achieves a -7.66% return, which is significantly lower than CRCY.TO's 1.83% return.


HHL.TO

1D
0.00%
1M
-9.10%
YTD
-7.66%
6M
0.95%
1Y
-3.16%
3Y*
4.50%
5Y*
6.59%
10Y*
7.30%

CRCY.TO

1D
-0.55%
1M
4.02%
YTD
1.83%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHL.TO vs. CRCY.TO - Expense Ratio Comparison


Return for Risk

HHL.TO vs. CRCY.TO — Risk / Return Rank

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

HHL.TO
HHL.TO Risk / Return Rank: 88
Overall Rank
HHL.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 88
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 88
Martin Ratio Rank

CRCY.TO
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHL.TO vs. CRCY.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 Circle Enhanced High Income Shares ETF Class A Units (CRCY.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.


HHL.TOCRCY.TODifference

Sharpe ratio

Return per unit of total volatility

-0.19

Sortino ratio

Return per unit of downside risk

-0.15

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.22

Martin ratio

Return relative to average drawdown

-0.42

HHL.TO vs. CRCY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHL.TOCRCY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.63

+0.97

Correlation

The correlation between HHL.TO and CRCY.TO is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HHL.TO vs. CRCY.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.30%, less than CRCY.TO's 26.84% yield.


TTM20252024202320222021202020192018201720162015
HHL.TO
Harvest Healthcare Leaders Income ETF
10.30%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%
CRCY.TO
Harvest Circle Enhanced High Income Shares ETF Class A Units
26.84%17.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HHL.TO vs. CRCY.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum CRCY.TO drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for HHL.TO and CRCY.TO.


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Drawdown Indicators


HHL.TOCRCY.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-73.84%

+47.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

Current Drawdown

Current decline from peak

-10.68%

-53.95%

+43.27%

Average Drawdown

Average peak-to-trough decline

-6.17%

-45.89%

+39.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

Volatility

HHL.TO vs. CRCY.TO - Volatility Comparison


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Volatility by Period


HHL.TOCRCY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

111.28%

-94.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

111.28%

-97.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

111.28%

-95.56%