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

Performance

NVHE.TO vs. AMHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.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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NVHE.TO vs. AMHE.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NVHE.TO achieves a -2.66% return, which is significantly higher than AMHE.TO's -7.76% return.


NVHE.TO

1D
1.02%
1M
-1.61%
YTD
-2.66%
6M
-1.35%
1Y
62.99%
3Y*
5Y*
10Y*

AMHE.TO

1D
1.45%
1M
3.78%
YTD
-7.76%
6M
-3.46%
1Y
10.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVHE.TO vs. AMHE.TO - Expense Ratio Comparison

NVHE.TO has a 0.40% expense ratio, which is lower than AMHE.TO's 1.88% expense ratio.


Return for Risk

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

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

NVHE.TO
NVHE.TO Risk / Return Rank: 7777
Overall Rank
NVHE.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NVHE.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
NVHE.TO Omega Ratio Rank: 7070
Omega Ratio Rank
NVHE.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
NVHE.TO Martin Ratio Rank: 7272
Martin Ratio Rank

AMHE.TO
AMHE.TO Risk / Return Rank: 1919
Overall Rank
AMHE.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 2121
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.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.


NVHE.TOAMHE.TODifference

Sharpe ratio

Return per unit of total volatility

1.40

0.27

+1.14

Sortino ratio

Return per unit of downside risk

2.03

0.66

+1.38

Omega ratio

Gain probability vs. loss probability

1.27

1.09

+0.18

Calmar ratio

Return relative to maximum drawdown

3.48

0.43

+3.05

Martin ratio

Return relative to average drawdown

8.07

1.06

+7.01

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

The current NVHE.TO Sharpe Ratio is 1.40, which is higher than the AMHE.TO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of NVHE.TO and AMHE.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.


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Sharpe Ratios by Period


NVHE.TOAMHE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.27

+1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.04

Correlation

The correlation between NVHE.TO and AMHE.TO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NVHE.TO vs. AMHE.TO - Dividend Comparison

NVHE.TO's dividend yield for the trailing twelve months is around 24.45%, more than AMHE.TO's 16.13% yield.


Drawdowns

NVHE.TO vs. AMHE.TO - Drawdown Comparison

The maximum NVHE.TO drawdown since its inception was -40.87%, 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 NVHE.TO and AMHE.TO.


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Drawdown Indicators


NVHE.TOAMHE.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.87%

-36.83%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-25.14%

+6.73%

Current Drawdown

Current decline from peak

-12.42%

-17.03%

+4.61%

Average Drawdown

Average peak-to-trough decline

-10.09%

-11.37%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

10.20%

-2.25%

Volatility

NVHE.TO vs. AMHE.TO - Volatility Comparison

Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO) has a higher volatility of 12.01% compared to Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) at 10.94%. This indicates that NVHE.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


NVHE.TOAMHE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.01%

10.94%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

27.28%

24.59%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

45.08%

39.18%

+5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.30%

36.43%

+13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.30%

36.43%

+13.87%