PortfoliosLab logoPortfoliosLab logo
LLHE.TO vs. PLTE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LLHE.TO vs. PLTE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LLHE.TO vs. PLTE.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LLHE.TO achieves a -14.25% return, which is significantly higher than PLTE.TO's -22.82% return.


LLHE.TO

1D
3.12%
1M
-12.96%
YTD
-14.25%
6M
18.79%
1Y
4.94%
3Y*
5Y*
10Y*

PLTE.TO

1D
3.41%
1M
5.17%
YTD
-22.82%
6M
-22.26%
1Y
66.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LLHE.TO vs. PLTE.TO - Expense Ratio Comparison

Both LLHE.TO and PLTE.TO have an expense ratio of 0.40%.


Return for Risk

LLHE.TO vs. PLTE.TO — Risk / Return Rank

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

LLHE.TO
LLHE.TO Risk / Return Rank: 1616
Overall Rank
LLHE.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 1919
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 1515
Martin Ratio Rank

PLTE.TO
PLTE.TO Risk / Return Rank: 6060
Overall Rank
PLTE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLTE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
PLTE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
PLTE.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLTE.TO Martin Ratio Rank: 4343
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.

LLHE.TO vs. PLTE.TO - 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 Harvest Palantir Enhanced High Income Shares ETF (PLTE.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.


LLHE.TOPLTE.TODifference

Sharpe ratio

Return per unit of total volatility

0.11

1.06

-0.96

Sortino ratio

Return per unit of downside risk

0.48

1.67

-1.20

Omega ratio

Gain probability vs. loss probability

1.07

1.22

-0.15

Calmar ratio

Return relative to maximum drawdown

0.19

1.58

-1.39

Martin ratio

Return relative to average drawdown

0.47

3.93

-3.47

LLHE.TO vs. PLTE.TO - Sharpe Ratio Comparison

The current LLHE.TO Sharpe Ratio is 0.11, which is lower than the PLTE.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of LLHE.TO and PLTE.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.


Loading graphics...

Sharpe Ratios by Period


LLHE.TOPLTE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.06

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

1.12

-1.23

Correlation

The correlation between LLHE.TO and PLTE.TO is 0.16, 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

LLHE.TO vs. PLTE.TO - Dividend Comparison

LLHE.TO's dividend yield for the trailing twelve months is around 22.70%, less than PLTE.TO's 35.10% yield.


Drawdowns

LLHE.TO vs. PLTE.TO - Drawdown Comparison

The maximum LLHE.TO drawdown since its inception was -37.80%, smaller than the maximum PLTE.TO drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and PLTE.TO.


Loading graphics...

Drawdown Indicators


LLHE.TOPLTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.80%

-43.92%

+6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-31.71%

-41.32%

+9.61%

Current Drawdown

Current decline from peak

-17.81%

-33.33%

+15.52%

Average Drawdown

Average peak-to-trough decline

-13.93%

-14.81%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.15%

16.62%

-3.47%

Volatility

LLHE.TO vs. PLTE.TO - Volatility Comparison

The current volatility for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) is 9.90%, while Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) has a volatility of 13.86%. This indicates that LLHE.TO experiences smaller price fluctuations and is considered to be less risky than PLTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LLHE.TOPLTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.90%

13.86%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

27.33%

40.75%

-13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

46.35%

62.67%

-16.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.78%

70.49%

-28.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.78%

70.49%

-28.71%