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QDAY.NEO vs. YAVG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDAY.NEO vs. YAVG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDAY.NEO achieves a 29.09% return, which is significantly lower than YAVG.NEO's 32.14% return.


QDAY.NEO

1D
0.87%
1M
2.70%
6M
24.69%
YTD
29.09%
1Y
48.25%
3Y*
5Y*
10Y*

YAVG.NEO

1D
-2.76%
1M
-7.45%
6M
28.59%
YTD
32.14%
1Y
74.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDAY.NEO vs. YAVG.NEO - Yearly Performance Comparison


2026 (YTD)2025
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
29.09%14.84%
YAVG.NEO
Broadcom (AVGO) Yield Shares Purpose ETF
32.14%34.66%

Correlation

The correlation between QDAY.NEO and YAVG.NEO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.53

The correlation between QDAY.NEO and YAVG.NEO has been stable across timeframes, ranging from 0.53 to 0.53 - a consistent structural relationship.

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Return for Risk

QDAY.NEO vs. YAVG.NEO — Risk / Return Rank

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

QDAY.NEO
QDAY.NEO Risk / Return Rank: 6666
Overall Rank
QDAY.NEO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QDAY.NEO Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDAY.NEO Omega Ratio Rank: 7171
Omega Ratio Rank
QDAY.NEO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDAY.NEO Martin Ratio Rank: 5151
Martin Ratio Rank

YAVG.NEO
YAVG.NEO Risk / Return Rank: 5757
Overall Rank
YAVG.NEO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
YAVG.NEO Sortino Ratio Rank: 5454
Sortino Ratio Rank
YAVG.NEO Omega Ratio Rank: 6161
Omega Ratio Rank
YAVG.NEO Calmar Ratio Rank: 7272
Calmar Ratio Rank
YAVG.NEO Martin Ratio Rank: 5252
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.

QDAY.NEO vs. YAVG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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.


QDAY.NEOYAVG.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

2.52

2.92

-0.40

Martin ratioReturn relative to average drawdown

6.91

7.09

-0.18

QDAY.NEO vs. YAVG.NEO - Sharpe Ratio Comparison

The current QDAY.NEO Sharpe Ratio is 1.94, which is higher than the YAVG.NEO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of QDAY.NEO and YAVG.NEO, 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

QDAY.NEO vs. YAVG.NEO - Drawdown Comparison

The maximum QDAY.NEO drawdown since its inception was -19.44%, smaller than the maximum YAVG.NEO drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for QDAY.NEO and YAVG.NEO.


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Drawdown Indicators


QDAY.NEOYAVG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-19.44%

-40.03%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-25.90%

+6.46%

Current Drawdown

Current decline from peak

-2.80%

-17.80%

+15.00%

Average Drawdown

Average peak-to-trough decline

-5.04%

-9.11%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

Volatility

QDAY.NEO vs. YAVG.NEO - Volatility Comparison

The current volatility for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) is 10.39%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 17.55%. This indicates that QDAY.NEO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDAY.NEOYAVG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

17.55%

-7.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

43.72%

-23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

55.18%

-29.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

55.71%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

55.71%

-30.45%

Dividends

QDAY.NEO vs. YAVG.NEO - Dividend Comparison

QDAY.NEO's dividend yield for the trailing twelve months is around 15.94%, less than YAVG.NEO's 27.90% yield.


Frequently Asked Questions


QDAY.NEO and YAVG.NEO have a correlation of 0.53, 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: Hamilton Capital and Purpose Investments.

Portfolio Optimizer

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