PortfoliosLab logoPortfoliosLab logo
HLIT.TO vs. VRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLIT.TO vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Lithium Producers Index ETF (HLIT.TO) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HLIT.TO is traded in CAD, while VRT is traded in USD. To make them comparable, the VRT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLIT.TO achieves a 25.27% return, which is significantly lower than VRT's 107.23% return.


HLIT.TO

1D
-2.47%
1M
-5.96%
YTD
25.27%
6M
34.39%
1Y
134.51%
3Y*
-8.89%
5Y*
10Y*

VRT

1D
-0.51%
1M
2.14%
YTD
107.23%
6M
84.61%
1Y
199.20%
3Y*
159.08%
5Y*
72.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLIT.TO vs. VRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HLIT.TO
Global X Lithium Producers Index ETF
25.27%42.90%-43.73%-17.02%-5.87%46.00%
VRT
Vertiv Holdings Co.
107.23%36.25%157.17%244.06%-41.35%-4.50%

Correlation

The correlation between HLIT.TO and VRT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2021

0.27

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

HLIT.TO vs. VRT — Risk / Return Rank

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

HLIT.TO
HLIT.TO Risk / Return Rank: 8787
Overall Rank
HLIT.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HLIT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
HLIT.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HLIT.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
HLIT.TO Martin Ratio Rank: 8989
Martin Ratio Rank

VRT
VRT Risk / Return Rank: 9494
Overall Rank
VRT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9393
Sortino Ratio Rank
VRT Omega Ratio Rank: 9191
Omega Ratio Rank
VRT Calmar Ratio Rank: 9696
Calmar Ratio Rank
VRT Martin Ratio Rank: 9696
Martin Ratio Rank
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.

HLIT.TO vs. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Lithium Producers Index ETF (HLIT.TO) and Vertiv Holdings Co. (VRT). 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.


HLIT.TOVRTDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.47

1.48

-0.01

Calmar ratioReturn relative to maximum drawdown

5.70

7.82

-2.12

Martin ratioReturn relative to average drawdown

20.16

22.66

-2.50

HLIT.TO vs. VRT - Sharpe Ratio Comparison

The current HLIT.TO Sharpe Ratio is 3.55, which is comparable to the VRT Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of HLIT.TO and VRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HLIT.TOVRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.55

3.51

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.09

-1.02

Drawdowns

HLIT.TO vs. VRT - Drawdown Comparison

The maximum HLIT.TO drawdown since its inception was -77.20%, which is greater than VRT's maximum drawdown of -70.58%. Use the drawdown chart below to compare losses from any high point for HLIT.TO and VRT.


Loading charts...

Drawdown Indicators


HLIT.TOVRTDifference

Max Drawdown

Largest peak-to-trough decline

-77.20%

-70.58%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-23.73%

-25.63%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-74.44%

-61.70%

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-70.58%

Current Drawdown

Current decline from peak

-38.85%

-10.77%

-28.08%

Average Drawdown

Average peak-to-trough decline

-37.70%

-15.82%

-21.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

8.83%

-2.13%

Volatility

HLIT.TO vs. VRT - Volatility Comparison

The current volatility for Global X Lithium Producers Index ETF (HLIT.TO) is 8.90%, while Vertiv Holdings Co. (VRT) has a volatility of 16.98%. This indicates that HLIT.TO experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HLIT.TOVRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

16.98%

-8.08%

Volatility (6M)

Calculated over the trailing 6-month period

27.73%

44.26%

-16.53%

Volatility (1Y)

Calculated over the trailing 1-year period

38.13%

57.18%

-19.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.56%

60.66%

-22.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.56%

53.40%

-14.84%

Dividends

HLIT.TO vs. VRT - Dividend Comparison

HLIT.TO's dividend yield for the trailing twelve months is around 0.09%, more than VRT's 0.06% yield.


PositionTTM202520242023202220212020
HLIT.TO
Global X Lithium Producers Index ETF
0.09%0.12%2.24%2.58%1.88%0.00%0.00%
VRT
Vertiv Holdings Co.
0.06%0.11%0.10%0.05%0.07%0.04%0.05%

Frequently Asked Questions


HLIT.TO and VRT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HLIT.TO and VRT

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