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OILY.TO vs. ETSX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILY.TO vs. ETSX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) and Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.TO). The values are adjusted to include any dividend payments, if applicable.

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OILY.TO vs. ETSX.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OILY.TO achieves a 30.30% return, which is significantly higher than ETSX.TO's 0.82% return.


OILY.TO

1D
-2.08%
1M
9.89%
YTD
30.30%
6M
31.31%
1Y
36.97%
3Y*
5Y*
10Y*

ETSX.TO

1D
1.29%
1M
-4.15%
YTD
0.82%
6M
7.20%
1Y
27.15%
3Y*
16.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILY.TO vs. ETSX.TO - Expense Ratio Comparison

OILY.TO has a 0.60% expense ratio, which is higher than ETSX.TO's 0.45% expense ratio.


Return for Risk

OILY.TO vs. ETSX.TO — Risk / Return Rank

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

OILY.TO
OILY.TO Risk / Return Rank: 7373
Overall Rank
OILY.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OILY.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
OILY.TO Omega Ratio Rank: 8181
Omega Ratio Rank
OILY.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
OILY.TO Martin Ratio Rank: 6161
Martin Ratio Rank

ETSX.TO
ETSX.TO Risk / Return Rank: 8989
Overall Rank
ETSX.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ETSX.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ETSX.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ETSX.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ETSX.TO Martin Ratio Rank: 9090
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.

OILY.TO vs. ETSX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) and Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.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.


OILY.TOETSX.TODifference

Sharpe ratio

Return per unit of total volatility

1.51

2.01

-0.50

Sortino ratio

Return per unit of downside risk

1.94

2.72

-0.78

Omega ratio

Gain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratio

Return relative to maximum drawdown

1.68

2.41

-0.73

Martin ratio

Return relative to average drawdown

6.06

11.88

-5.82

OILY.TO vs. ETSX.TO - Sharpe Ratio Comparison

The current OILY.TO Sharpe Ratio is 1.51, which is comparable to the ETSX.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of OILY.TO and ETSX.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


OILY.TOETSX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.01

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

1.34

+0.09

Correlation

The correlation between OILY.TO and ETSX.TO is 0.13, 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

OILY.TO vs. ETSX.TO - Dividend Comparison

OILY.TO's dividend yield for the trailing twelve months is around 11.26%, more than ETSX.TO's 8.77% yield.


TTM202520242023
OILY.TO
Evolve Canadian Energy Enhanced Yield Index Fund ETF
11.26%11.50%0.00%0.00%
ETSX.TO
Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged
8.77%9.39%9.20%9.92%

Drawdowns

OILY.TO vs. ETSX.TO - Drawdown Comparison

The maximum OILY.TO drawdown since its inception was -22.70%, which is greater than ETSX.TO's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for OILY.TO and ETSX.TO.


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Drawdown Indicators


OILY.TOETSX.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-12.23%

-10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-22.70%

-9.97%

-12.73%

Current Drawdown

Current decline from peak

-2.40%

-4.81%

+2.41%

Average Drawdown

Average peak-to-trough decline

-4.52%

-1.69%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

2.02%

+4.27%

Volatility

OILY.TO vs. ETSX.TO - Volatility Comparison

Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) and Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.TO) have volatilities of 4.79% and 5.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILY.TOETSX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

5.04%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

9.12%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.63%

13.83%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.66%

11.75%

+12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

11.75%

+12.91%