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HYLD vs. DFN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HYLDDFN.TO

Correlation

-0.50.00.51.00.3

The correlation between HYLD and DFN.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

HYLD vs. DFN.TO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember0
24.70%
HYLD
DFN.TO

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Risk-Adjusted Performance

HYLD vs. DFN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for High Yield ETF (HYLD) and Dividend 15 Split Corp. (DFN.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.


HYLD
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for HYLD, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
DFN.TO
Sharpe ratio
The chart of Sharpe ratio for DFN.TO, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Sortino ratio
The chart of Sortino ratio for DFN.TO, currently valued at 3.49, compared to the broader market-2.000.002.004.006.008.0010.0012.003.49
Omega ratio
The chart of Omega ratio for DFN.TO, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for DFN.TO, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.86
Martin ratio
The chart of Martin ratio for DFN.TO, currently valued at 18.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.04

HYLD vs. DFN.TO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.00
2.79
HYLD
DFN.TO

Dividends

HYLD vs. DFN.TO - Dividend Comparison

HYLD has not paid dividends to shareholders, while DFN.TO's dividend yield for the trailing twelve months is around 15.92%.


TTM20232022202120202019201820172016201520142013
HYLD
High Yield ETF
0.00%8.59%7.86%6.75%7.52%7.46%7.97%7.18%6.59%10.87%9.88%7.96%
DFN.TO
Dividend 15 Split Corp.
15.92%14.87%15.94%15.00%11.83%13.99%15.54%11.54%11.17%11.76%10.09%10.87%

Drawdowns

HYLD vs. DFN.TO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.72%
-4.11%
HYLD
DFN.TO

Volatility

HYLD vs. DFN.TO - Volatility Comparison

The current volatility for High Yield ETF (HYLD) is 0.00%, while Dividend 15 Split Corp. (DFN.TO) has a volatility of 6.29%. This indicates that HYLD experiences smaller price fluctuations and is considered to be less risky than DFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
6.29%
HYLD
DFN.TO