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HUTL.TO vs. FTS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HUTL.TO vs. FTS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) and Fortis Inc (FTS). The values are adjusted to include any dividend payments, if applicable.

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HUTL.TO vs. FTS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
11.42%15.59%14.70%3.11%-4.97%16.04%-10.64%13.96%
FTS
Fortis Inc
9.77%23.67%14.90%5.01%-7.54%21.62%0.19%20.69%
Different Trading Currencies

HUTL.TO is traded in CAD, while FTS is traded in USD. To make them comparable, the FTS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUTL.TO achieves a 11.42% return, which is significantly higher than FTS's 9.77% return.


HUTL.TO

1D
0.00%
1M
-0.30%
YTD
11.42%
6M
12.52%
1Y
19.38%
3Y*
13.28%
5Y*
9.39%
10Y*

FTS

1D
-0.59%
1M
-1.06%
YTD
9.77%
6M
11.74%
1Y
22.57%
3Y*
15.21%
5Y*
11.77%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HUTL.TO vs. FTS — Risk / Return Rank

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

HUTL.TO
HUTL.TO Risk / Return Rank: 8181
Overall Rank
HUTL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HUTL.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
HUTL.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HUTL.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
HUTL.TO Martin Ratio Rank: 8989
Martin Ratio Rank

FTS
FTS Risk / Return Rank: 8989
Overall Rank
FTS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTS Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTS Omega Ratio Rank: 8585
Omega Ratio Rank
FTS Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTS Martin Ratio Rank: 9090
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.

HUTL.TO vs. FTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) and Fortis Inc (FTS). 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.


HUTL.TOFTSDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.67

-0.24

Sortino ratio

Return per unit of downside risk

1.96

2.39

-0.44

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

2.66

3.84

-1.18

Martin ratio

Return relative to average drawdown

11.46

8.00

+3.46

HUTL.TO vs. FTS - Sharpe Ratio Comparison

The current HUTL.TO Sharpe Ratio is 1.43, which is comparable to the FTS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HUTL.TO and FTS, 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


HUTL.TOFTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.67

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.82

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.68

-0.17

Correlation

The correlation between HUTL.TO and FTS is 0.46, 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

HUTL.TO vs. FTS - Dividend Comparison

HUTL.TO's dividend yield for the trailing twelve months is around 7.34%, more than FTS's 3.25% yield.


TTM2025202420232022202120202019201820172016
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
7.34%7.94%8.30%8.56%8.13%7.16%7.73%5.33%0.00%0.00%0.00%
FTS
Fortis Inc
3.25%3.42%4.62%4.50%4.48%3.40%3.54%3.31%3.35%4.43%4.94%

Drawdowns

HUTL.TO vs. FTS - Drawdown Comparison

The maximum HUTL.TO drawdown since its inception was -34.00%, which is greater than FTS's maximum drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for HUTL.TO and FTS.


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Drawdown Indicators


HUTL.TOFTSDifference

Max Drawdown

Largest peak-to-trough decline

-34.00%

-34.36%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-6.63%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-29.96%

+10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.36%

Current Drawdown

Current decline from peak

-0.98%

-4.73%

+3.75%

Average Drawdown

Average peak-to-trough decline

-6.80%

-6.90%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.57%

-0.90%

Volatility

HUTL.TO vs. FTS - Volatility Comparison

The current volatility for Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) is 3.63%, while Fortis Inc (FTS) has a volatility of 4.39%. This indicates that HUTL.TO experiences smaller price fluctuations and is considered to be less risky than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUTL.TOFTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.39%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

9.55%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

13.65%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

14.39%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

16.96%

-1.67%