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NRGU.TO vs. AMHE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NRGU.TO vs. AMHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) and Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRGU.TO achieves a 71.45% return, which is significantly higher than AMHE.TO's 9.91% return.


NRGU.TO

1D
0.29%
1M
3.38%
6M
57.99%
YTD
71.45%
1Y
117.07%
3Y*
39.92%
5Y*
49.47%
10Y*
4.90%

AMHE.TO

1D
-2.15%
1M
2.57%
6M
4.31%
YTD
9.91%
1Y
17.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRGU.TO vs. AMHE.TO - Yearly Performance Comparison


Correlation

The correlation between NRGU.TO and AMHE.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

-0.05

The correlation between NRGU.TO and AMHE.TO shifts across timeframes, from -0.20 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NRGU.TO vs. AMHE.TO — Risk / Return Rank

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

NRGU.TO
NRGU.TO Risk / Return Rank: 8080
Overall Rank
NRGU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NRGU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
NRGU.TO Omega Ratio Rank: 7575
Omega Ratio Rank
NRGU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
NRGU.TO Martin Ratio Rank: 7575
Martin Ratio Rank

AMHE.TO
AMHE.TO Risk / Return Rank: 2020
Overall Rank
AMHE.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 2020
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 1919
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.

NRGU.TO vs. AMHE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) and Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRGU.TOAMHE.TODifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratioReturn relative to maximum drawdown

3.70

0.69

+3.01

Martin ratioReturn relative to average drawdown

10.91

1.64

+9.28

NRGU.TO vs. AMHE.TO - Sharpe Ratio Comparison

The current NRGU.TO Sharpe Ratio is 2.44, which is higher than the AMHE.TO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NRGU.TO and AMHE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NRGU.TO vs. AMHE.TO - Drawdown Comparison

The maximum NRGU.TO drawdown since its inception was -99.71%, which is greater than AMHE.TO's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for NRGU.TO and AMHE.TO.


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Drawdown Indicators


NRGU.TOAMHE.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.71%

-36.83%

-62.88%

Max Drawdown (1Y)

Largest decline over 1 year

-31.84%

-25.14%

-6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-51.12%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

Max Drawdown (10Y)

Largest decline over 10 years

-97.54%

Current Drawdown

Current decline from peak

-85.94%

-8.48%

-77.46%

Average Drawdown

Average peak-to-trough decline

-83.55%

-10.79%

-72.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

10.51%

+0.26%

Volatility

NRGU.TO vs. AMHE.TO - Volatility Comparison

BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) has a higher volatility of 15.32% compared to Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) at 10.89%. This indicates that NRGU.TO's price experiences larger fluctuations and is considered to be riskier than AMHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGU.TOAMHE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.32%

10.89%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

40.08%

24.18%

+15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

48.28%

33.60%

+14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.16%

36.07%

+21.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.54%

36.07%

+30.47%

Dividends

NRGU.TO vs. AMHE.TO - Dividend Comparison

NRGU.TO has not paid dividends to shareholders, while AMHE.TO's dividend yield for the trailing twelve months is around 14.51%.


Frequently Asked Questions


NRGU.TO and AMHE.TO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Global X and Harvest.

Portfolio Optimizer

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