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HTA.TO vs. HHIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTA.TO vs. HHIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tech Achievers Growth & Income ETF (HTA.TO) and Harvest Canadian High Income Shares ETF (HHIC.TO). The values are adjusted to include any dividend payments, if applicable.

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HTA.TO vs. HHIC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HTA.TO achieves a -9.41% return, which is significantly lower than HHIC.TO's 9.05% return.


HTA.TO

1D
2.84%
1M
-4.73%
YTD
-9.41%
6M
-7.99%
1Y
13.11%
3Y*
16.97%
5Y*
11.31%
10Y*
16.94%

HHIC.TO

1D
0.77%
1M
-2.59%
YTD
9.05%
6M
15.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HTA.TO vs. HHIC.TO - Expense Ratio Comparison

HTA.TO has a 0.99% expense ratio, which is higher than HHIC.TO's 0.40% expense ratio.


Return for Risk

HTA.TO vs. HHIC.TO — Risk / Return Rank

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

HTA.TO
HTA.TO Risk / Return Rank: 3232
Overall Rank
HTA.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HTA.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTA.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HTA.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
HTA.TO Martin Ratio Rank: 3232
Martin Ratio Rank

HHIC.TO
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.

HTA.TO vs. HHIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tech Achievers Growth & Income ETF (HTA.TO) and Harvest Canadian High Income Shares ETF (HHIC.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.


HTA.TOHHIC.TODifference

Sharpe ratio

Return per unit of total volatility

0.55

Sortino ratio

Return per unit of downside risk

0.96

Omega ratio

Gain probability vs. loss probability

1.13

Calmar ratio

Return relative to maximum drawdown

0.89

Martin ratio

Return relative to average drawdown

2.86

HTA.TO vs. HHIC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HTA.TOHHIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

2.79

-2.19

Correlation

The correlation between HTA.TO and HHIC.TO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HTA.TO vs. HHIC.TO - Dividend Comparison

HTA.TO's dividend yield for the trailing twelve months is around 9.29%, more than HHIC.TO's 6.85% yield.


TTM20252024202320222021202020192018201720162015
HTA.TO
Harvest Tech Achievers Growth & Income ETF
9.29%8.80%8.11%7.81%9.99%4.27%5.52%6.12%7.58%7.03%8.74%5.29%
HHIC.TO
Harvest Canadian High Income Shares ETF
6.85%4.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HTA.TO vs. HHIC.TO - Drawdown Comparison

The maximum HTA.TO drawdown since its inception was -38.77%, which is greater than HHIC.TO's maximum drawdown of -7.26%. Use the drawdown chart below to compare losses from any high point for HTA.TO and HHIC.TO.


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Drawdown Indicators


HTA.TOHHIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-7.26%

-31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-12.45%

-4.18%

-8.27%

Average Drawdown

Average peak-to-trough decline

-8.33%

-1.31%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

Volatility

HTA.TO vs. HHIC.TO - Volatility Comparison


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Volatility by Period


HTA.TOHHIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

17.25%

+6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.40%

17.25%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

17.25%

+5.72%