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HPYM.TO vs. YPLT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPYM.TO vs. YPLT.NEO - 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 Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HPYM.TO achieves a -0.87% return, which is significantly higher than YPLT.NEO's -29.50% return.


HPYM.TO

1D
-0.39%
1M
0.19%
YTD
-0.87%
6M
-1.15%
1Y
1.54%
3Y*
5Y*
10Y*

YPLT.NEO

1D
0.94%
1M
-25.64%
YTD
-29.50%
6M
-31.20%
1Y
-6.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPYM.TO vs. YPLT.NEO - Yearly Performance Comparison


Correlation

The correlation between HPYM.TO and YPLT.NEO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

-0.11

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Return for Risk

HPYM.TO vs. YPLT.NEO — 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: 1313
Overall Rank
HPYM.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
HPYM.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
HPYM.TO Omega Ratio Rank: 1212
Omega Ratio Rank
HPYM.TO Calmar Ratio Rank: 1414
Calmar Ratio Rank
HPYM.TO Martin Ratio Rank: 1414
Martin Ratio Rank

YPLT.NEO
YPLT.NEO Risk / Return Rank: 99
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 1010
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 1010
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 88
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 88
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. YPLT.NEO - 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 Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HPYM.TOYPLT.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.06

1.04

+0.03

Calmar ratioReturn relative to maximum drawdown

0.40

-0.16

+0.56

Martin ratioReturn relative to average drawdown

1.01

-0.33

+1.34

HPYM.TO vs. YPLT.NEO - Sharpe Ratio Comparison

The current HPYM.TO Sharpe Ratio is 0.33, which is higher than the YPLT.NEO Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of HPYM.TO and YPLT.NEO, 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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Drawdowns

HPYM.TO vs. YPLT.NEO - Drawdown Comparison

The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum YPLT.NEO drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and YPLT.NEO.


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Drawdown Indicators


HPYM.TOYPLT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-42.43%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-42.43%

+38.56%

Current Drawdown

Current decline from peak

-2.35%

-40.50%

+38.15%

Average Drawdown

Average peak-to-trough decline

-1.95%

-16.37%

+14.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

20.91%

-19.39%

Volatility

HPYM.TO vs. YPLT.NEO - Volatility Comparison

The current volatility for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) is 1.72%, while Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a volatility of 19.26%. This indicates that HPYM.TO experiences smaller price fluctuations and is considered to be less risky than YPLT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPYM.TOYPLT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

19.26%

-17.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

47.78%

-44.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.67%

61.24%

-56.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

69.28%

-63.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

69.28%

-63.66%

HPYM.TO vs. YPLT.NEO - Expense Ratio Comparison

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


Dividends

HPYM.TO vs. YPLT.NEO - Dividend Comparison

HPYM.TO's dividend yield for the trailing twelve months is around 9.31%, less than YPLT.NEO's 64.26% yield.


Frequently Asked Questions


HPYM.TO and YPLT.NEO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YPLT.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YPLT.NEO is cheaper with a 0.40% expense ratio, compared with 0.45% for HPYM.TO.

HPYM.TO is categorized as Government Bonds, while YPLT.NEO is Derivative Income. They also come from different issuers: Harvest and Purpose. Their fees differ too: 0.45% for HPYM.TO and 0.40% for YPLT.NEO.

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