HPS-A.TO vs. XCHP.TO
HPS-A.TO (Hammond Power Solutions Inc) is a stock, while XCHP.TO (iShares Semiconductor Index ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past year, HPS-A.TO returned 216.64% vs 185.03% for XCHP.TO. At a 0.36 correlation, their price movements are largely independent.
Performance
HPS-A.TO vs. XCHP.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with HPS-A.TO having a 106.66% return and XCHP.TO slightly lower at 103.75%.
HPS-A.TO
- 1D
- 0.95%
- 1M
- 13.55%
- YTD
- 106.66%
- 6M
- 91.45%
- 1Y
- 216.64%
- 3Y*
- 96.18%
- 5Y*
- 104.09%
- 10Y*
- 52.21%
XCHP.TO
- 1D
- -1.50%
- 1M
- 28.19%
- YTD
- 103.75%
- 6M
- 98.13%
- 1Y
- 185.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPS-A.TO vs. XCHP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HPS-A.TO Hammond Power Solutions Inc | 106.66% | 25.75% | 58.01% | 60.50% |
XCHP.TO iShares Semiconductor Index ETF | 103.75% | 33.58% | 21.73% | 15.27% |
Correlation
The correlation between HPS-A.TO and XCHP.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.36 |
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Return for Risk
HPS-A.TO vs. XCHP.TO — Risk / Return Rank
HPS-A.TO
XCHP.TO
HPS-A.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hammond Power Solutions Inc (HPS-A.TO) and iShares Semiconductor Index ETF (XCHP.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.
| HPS-A.TO | XCHP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.72 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 7.75 | 13.44 | -5.69 |
| Martin ratioReturn relative to average drawdown | 16.17 | 48.02 | -31.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HPS-A.TO | XCHP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 5.62 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.07 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.88 | -1.39 |
Drawdowns
HPS-A.TO vs. XCHP.TO - Drawdown Comparison
The maximum HPS-A.TO drawdown since its inception was -80.00%, which is greater than XCHP.TO's maximum drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for HPS-A.TO and XCHP.TO.
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Drawdown Indicators
| HPS-A.TO | XCHP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.00% | -38.95% | -41.05% |
Max Drawdown (1Y)Largest decline over 1 year | -28.14% | -14.22% | -13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -54.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.28% | — | — |
Current DrawdownCurrent decline from peak | -5.21% | -1.50% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -31.42% | -8.66% | -22.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.46% | 3.95% | +9.51% |
Volatility
HPS-A.TO vs. XCHP.TO - Volatility Comparison
Hammond Power Solutions Inc (HPS-A.TO) has a higher volatility of 19.40% compared to iShares Semiconductor Index ETF (XCHP.TO) at 13.19%. This indicates that HPS-A.TO's price experiences larger fluctuations and is considered to be riskier than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HPS-A.TO | XCHP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.40% | 13.19% | +6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 43.23% | 26.79% | +16.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.07% | 34.01% | +30.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.99% | 38.52% | +12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.66% | 38.52% | +5.14% |
Dividends
HPS-A.TO vs. XCHP.TO - Dividend Comparison
HPS-A.TO's dividend yield for the trailing twelve months is around 0.33%, more than XCHP.TO's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPS-A.TO Hammond Power Solutions Inc | 0.33% | 0.69% | 0.76% | 0.67% | 1.91% | 2.84% | 4.01% | 3.65% | 4.21% | 2.62% | 3.96% | 3.77% |
XCHP.TO iShares Semiconductor Index ETF | 0.21% | 0.43% | 0.29% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HPS-A.TO and XCHP.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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