LIEN vs. HHIS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Chicago Atlantic BDC, Inc (LIEN) and Harvest Diversified High Income Shares ETF (HHIS.TO).

HHIS.TO is an actively managed fund by Harvest. It was launched on Jan 16, 2025.

Performance

LIEN vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chicago Atlantic BDC, Inc (LIEN) and Harvest Diversified High Income Shares ETF (HHIS.TO). The values are adjusted to include any dividend payments, if applicable.

LIEN vs. HHIS.TO - Yearly Performance Comparison

	2026 (YTD)	2025
LIEN Chicago Atlantic BDC, Inc	-6.23%	5.59%
HHIS.TO Harvest Diversified High Income Shares ETF	-15.68%	30.47%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, LIEN achieves a -6.23% return, which is significantly higher than HHIS.TO's -15.68% return.

LIEN

• 1D: 0.32%
• 1M: -3.42%
• YTD: -6.23%
• 6M: -4.66%
• 1Y: -5.25%
• 3Y*: 14.63%
• 5Y*: —
• 10Y*: —

HHIS.TO

• 1D: 1.95%
• 1M: -6.64%
• YTD: -15.68%
• 6M: -15.45%
• 1Y: 26.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LIEN vs. HHIS.TO — Risk / Return Rank

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

LIEN

LIEN Risk / Return Rank: 27
LIEN Sharpe Ratio Rank: 32
LIEN Sortino Ratio Rank: 27
LIEN Omega Ratio Rank: 27
LIEN Calmar Ratio Rank: 25
LIEN Martin Ratio Rank: 22

HHIS.TO

HHIS.TO Risk / Return Rank: 41
HHIS.TO Sharpe Ratio Rank: 41
HHIS.TO Sortino Ratio Rank: 48
HHIS.TO Omega Ratio Rank: 45
HHIS.TO Calmar Ratio Rank: 41
HHIS.TO Martin Ratio Rank: 31

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.

LIEN vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic BDC, Inc (LIEN) and Harvest Diversified High Income Shares ETF (HHIS.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.

	LIEN	HHIS.TO	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.82	-1.01
Sortino ratio Return per unit of downside risk	-0.09	1.42	-1.50
Omega ratio Gain probability vs. loss probability	0.99	1.19	-0.20
Calmar ratio Return relative to maximum drawdown	-0.50	1.12	-1.62
Martin ratio Return relative to average drawdown	-1.03	3.24	-4.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIEN vs. HHIS.TO - Sharpe Ratio Comparison

The current LIEN Sharpe Ratio is -0.19, which is lower than the HHIS.TO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LIEN and HHIS.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.

Sharpe Ratios by Period

	LIEN	HHIS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.82	-1.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.23	-0.24

Correlation

The correlation between LIEN and HHIS.TO is 0.01, 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.

Dividends

LIEN vs. HHIS.TO - Dividend Comparison

LIEN's dividend yield for the trailing twelve months is around 14.56%, less than HHIS.TO's 28.51% yield.

	TTM	2025	2024	2023
LIEN Chicago Atlantic BDC, Inc	14.56%	13.17%	8.95%	15.76%
HHIS.TO Harvest Diversified High Income Shares ETF	28.51%	22.88%	0.00%	0.00%

Drawdowns

LIEN vs. HHIS.TO - Drawdown Comparison

The maximum LIEN drawdown since its inception was -46.91%, which is greater than HHIS.TO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for LIEN and HHIS.TO.

Drawdown Indicators

	LIEN	HHIS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-46.91%	-31.83%	-15.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-24.43%	+11.51%
Current Drawdown Current decline from peak	-14.92%	-23.04%	+8.12%
Average Drawdown Average peak-to-trough decline	-20.50%	-8.76%	-11.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.60%	9.10%	-2.50%

Volatility

LIEN vs. HHIS.TO - Volatility Comparison

The current volatility for Chicago Atlantic BDC, Inc (LIEN) is 6.37%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 8.41%. This indicates that LIEN experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIEN	HHIS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	8.41%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	16.32%	19.21%	-2.89%
Volatility (1Y) Calculated over the trailing 1-year period	27.41%	32.82%	-5.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.86%	36.21%	+3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.86%	36.21%	+3.65%