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HMAX.TO vs. CMVP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMAX.TO vs. CMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HMAX.TO achieves a 11.17% return, which is significantly lower than CMVP.TO's 11.91% return.


HMAX.TO

1D
-0.55%
1M
4.52%
YTD
11.17%
6M
14.64%
1Y
35.28%
3Y*
21.76%
5Y*
10Y*

CMVP.TO

1D
-0.29%
1M
2.40%
YTD
11.91%
6M
14.09%
1Y
25.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMAX.TO vs. CMVP.TO - Yearly Performance Comparison


Correlation

The correlation between HMAX.TO and CMVP.TO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.66

The correlation between HMAX.TO and CMVP.TO has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

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Return for Risk

HMAX.TO vs. CMVP.TO — Risk / Return Rank

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

HMAX.TO
HMAX.TO Risk / Return Rank: 9191
Overall Rank
HMAX.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HMAX.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HMAX.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HMAX.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
HMAX.TO Martin Ratio Rank: 9090
Martin Ratio Rank

CMVP.TO
CMVP.TO Risk / Return Rank: 7979
Overall Rank
CMVP.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CMVP.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
CMVP.TO Omega Ratio Rank: 8080
Omega Ratio Rank
CMVP.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
CMVP.TO Martin Ratio Rank: 8181
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.

HMAX.TO vs. CMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.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.


HMAX.TOCMVP.TODifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.67

1.49

+0.19

Calmar ratioReturn relative to maximum drawdown

4.86

3.62

+1.24

Martin ratioReturn relative to average drawdown

21.27

16.15

+5.11

HMAX.TO vs. CMVP.TO - Sharpe Ratio Comparison

The current HMAX.TO Sharpe Ratio is 3.56, which is higher than the CMVP.TO Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of HMAX.TO and CMVP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HMAX.TOCMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.56

2.66

+0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

2.32

-0.78

Drawdowns

HMAX.TO vs. CMVP.TO - Drawdown Comparison

The maximum HMAX.TO drawdown since its inception was -15.34%, which is greater than CMVP.TO's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for HMAX.TO and CMVP.TO.


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Drawdown Indicators


HMAX.TOCMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.34%

-8.86%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-7.14%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.48%

Current Drawdown

Current decline from peak

-0.91%

-1.42%

+0.51%

Average Drawdown

Average peak-to-trough decline

-2.94%

-1.09%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.60%

+0.06%

Volatility

HMAX.TO vs. CMVP.TO - Volatility Comparison

Hamilton Canadian Financials YIELD MAXIMIZER ETF (HMAX.TO) has a higher volatility of 3.28% compared to HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) at 3.00%. This indicates that HMAX.TO's price experiences larger fluctuations and is considered to be riskier than CMVP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMAX.TOCMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.00%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

7.92%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

9.72%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

11.08%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.42%

11.08%

+0.34%

HMAX.TO vs. CMVP.TO - Expense Ratio Comparison

HMAX.TO has a 0.65% expense ratio, which is higher than CMVP.TO's 0.00% expense ratio.


Dividends

HMAX.TO vs. CMVP.TO - Dividend Comparison

HMAX.TO's dividend yield for the trailing twelve months is around 11.59%, more than CMVP.TO's 2.72% yield.


PositionTTM202520242023
CMVP.TO
HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units
2.72%2.70%0.00%0.00%
HMAX.TO
Hamilton Canadian Financials YIELD MAXIMIZER ETF
11.59%12.29%14.08%15.47%

Frequently Asked Questions


HMAX.TO and CMVP.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMVP.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMVP.TO is cheaper with a 0.00% expense ratio, compared with 0.65% for HMAX.TO.

HMAX.TO is categorized as Derivative Income, while CMVP.TO is Canada Equities. Their fees differ too: 0.65% for HMAX.TO and 0.00% for CMVP.TO.

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