LLHE.TO vs. LLY
Compare and contrast key facts about Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Eli Lilly and Company (LLY).
LLHE.TO is an actively managed fund by Harvest. It was launched on Aug 19, 2024.
Performance
LLHE.TO vs. LLY - Performance Comparison
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LLHE.TO vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | -14.25% | 29.60% | -16.36% |
LLY Eli Lilly and Company | -13.11% | 33.81% | -14.07% |
Different Trading Currencies
LLHE.TO is traded in CAD, while LLY is traded in USD. To make them comparable, the LLY values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LLHE.TO achieves a -14.25% return, which is significantly lower than LLY's -13.11% return.
LLHE.TO
- 1D
- 3.12%
- 1M
- -12.96%
- YTD
- -14.25%
- 6M
- 18.79%
- 1Y
- 4.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLY
- 1D
- 3.62%
- 1M
- -10.84%
- YTD
- -13.11%
- 6M
- 20.82%
- 1Y
- 8.45%
- 3Y*
- 41.24%
- 5Y*
- 42.06%
- 10Y*
- 31.80%
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Return for Risk
LLHE.TO vs. LLY — Risk / Return Rank
LLHE.TO
LLY
LLHE.TO vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Eli Lilly and Company (LLY). 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.
| LLHE.TO | LLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.20 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.48 | 0.58 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.31 | -0.12 |
Martin ratioReturn relative to average drawdown | 0.47 | 0.73 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLHE.TO | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.20 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.31 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 1.00 | -1.11 |
Correlation
The correlation between LLHE.TO and LLY is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LLHE.TO vs. LLY - Dividend Comparison
LLHE.TO's dividend yield for the trailing twelve months is around 22.70%, more than LLY's 0.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 22.70% | 20.89% | 7.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.68% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Drawdowns
LLHE.TO vs. LLY - Drawdown Comparison
The maximum LLHE.TO drawdown since its inception was -37.80%, which is greater than LLY's maximum drawdown of -35.96%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and LLY.
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Drawdown Indicators
| LLHE.TO | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -68.24% | +30.44% |
Max Drawdown (1Y)Largest decline over 1 year | -31.71% | -30.26% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -17.81% | -17.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -13.93% | -19.25% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.15% | 12.39% | +0.76% |
Volatility
LLHE.TO vs. LLY - Volatility Comparison
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has a higher volatility of 9.90% compared to Eli Lilly and Company (LLY) at 8.95%. This indicates that LLHE.TO's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLHE.TO | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.90% | 8.95% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 26.68% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.35% | 42.38% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.78% | 32.20% | +9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.78% | 29.92% | +11.86% |