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HPYM.TO vs. PLTE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPYM.TO vs. PLTE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO). The values are adjusted to include any dividend payments, if applicable.

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HPYM.TO vs. PLTE.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HPYM.TO achieves a -1.25% return, which is significantly higher than PLTE.TO's -22.82% return.


HPYM.TO

1D
-0.48%
1M
-2.68%
YTD
-1.25%
6M
-0.29%
1Y
2.31%
3Y*
5Y*
10Y*

PLTE.TO

1D
3.41%
1M
5.17%
YTD
-22.82%
6M
-22.26%
1Y
66.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPYM.TO vs. PLTE.TO - Expense Ratio Comparison

HPYM.TO has a 0.45% expense ratio, which is higher than PLTE.TO's 0.40% expense ratio.


Return for Risk

HPYM.TO vs. PLTE.TO — Risk / Return Rank

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

HPYM.TO
HPYM.TO Risk / Return Rank: 2626
Overall Rank
HPYM.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HPYM.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
HPYM.TO Omega Ratio Rank: 2121
Omega Ratio Rank
HPYM.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
HPYM.TO Martin Ratio Rank: 2828
Martin Ratio Rank

PLTE.TO
PLTE.TO Risk / Return Rank: 6060
Overall Rank
PLTE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLTE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
PLTE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
PLTE.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLTE.TO Martin Ratio Rank: 4343
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.

HPYM.TO vs. PLTE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.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.


HPYM.TOPLTE.TODifference

Sharpe ratio

Return per unit of total volatility

0.48

1.06

-0.58

Sortino ratio

Return per unit of downside risk

0.71

1.67

-0.96

Omega ratio

Gain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratio

Return relative to maximum drawdown

0.88

1.58

-0.70

Martin ratio

Return relative to average drawdown

2.30

3.93

-1.64

HPYM.TO vs. PLTE.TO - Sharpe Ratio Comparison

The current HPYM.TO Sharpe Ratio is 0.48, which is lower than the PLTE.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of HPYM.TO and PLTE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPYM.TOPLTE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.06

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.12

-0.72

Correlation

The correlation between HPYM.TO and PLTE.TO is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HPYM.TO vs. PLTE.TO - Dividend Comparison

HPYM.TO's dividend yield for the trailing twelve months is around 8.49%, less than PLTE.TO's 35.10% yield.


Drawdowns

HPYM.TO vs. PLTE.TO - Drawdown Comparison

The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum PLTE.TO drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and PLTE.TO.


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Drawdown Indicators


HPYM.TOPLTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-43.92%

+37.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-41.32%

+38.43%

Current Drawdown

Current decline from peak

-2.70%

-33.33%

+30.63%

Average Drawdown

Average peak-to-trough decline

-1.91%

-14.81%

+12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

16.62%

-15.51%

Volatility

HPYM.TO vs. PLTE.TO - Volatility Comparison

The current volatility for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) is 1.80%, while Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) has a volatility of 13.86%. This indicates that HPYM.TO experiences smaller price fluctuations and is considered to be less risky than PLTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPYM.TOPLTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

13.86%

-12.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

40.75%

-37.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

62.67%

-57.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

70.49%

-64.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

70.49%

-64.85%