RMAX.TO vs. APR-UN.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Automotive Properties Real Estate Investment Trust (APR-UN.TO).

RMAX.TO is managed by Hamilton ETFs.

Performance

RMAX.TO vs. APR-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Automotive Properties Real Estate Investment Trust (APR-UN.TO). The values are adjusted to include any dividend payments, if applicable.

RMAX.TO vs. APR-UN.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RMAX.TO Hamilton REITs YIELD MAXIMIZER ETF	1.02%	5.39%	9.70%
APR-UN.TO Automotive Properties Real Estate Investment Trust	3.05%	8.92%	12.01%

Returns By Period

In the year-to-date period, RMAX.TO achieves a 1.02% return, which is significantly lower than APR-UN.TO's 3.05% return.

RMAX.TO

• 1D: 0.76%
• 1M: -4.81%
• YTD: 1.02%
• 6M: -2.74%
• 1Y: 4.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

APR-UN.TO

• 1D: -0.09%
• 1M: -4.02%
• YTD: 3.05%
• 6M: 1.96%
• 1Y: 17.32%
• 3Y*: 5.23%
• 5Y*: -99.91%
• 10Y*: -96.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RMAX.TO vs. APR-UN.TO — Risk / Return Rank

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

RMAX.TO

RMAX.TO Risk / Return Rank: 21
RMAX.TO Sharpe Ratio Rank: 19
RMAX.TO Sortino Ratio Rank: 19
RMAX.TO Omega Ratio Rank: 18
RMAX.TO Calmar Ratio Rank: 25
RMAX.TO Martin Ratio Rank: 24

APR-UN.TO

APR-UN.TO Risk / Return Rank: 74
APR-UN.TO Sharpe Ratio Rank: 77
APR-UN.TO Sortino Ratio Rank: 70
APR-UN.TO Omega Ratio Rank: 72
APR-UN.TO Calmar Ratio Rank: 75
APR-UN.TO Martin Ratio Rank: 75

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.

RMAX.TO vs. APR-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Automotive Properties Real Estate Investment Trust (APR-UN.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.

	RMAX.TO	APR-UN.TO	Difference
Sharpe ratio Return per unit of total volatility	0.30	1.16	-0.87
Sortino ratio Return per unit of downside risk	0.50	1.62	-1.12
Omega ratio Gain probability vs. loss probability	1.07	1.23	-0.17
Calmar ratio Return relative to maximum drawdown	0.56	1.84	-1.28
Martin ratio Return relative to average drawdown	1.87	4.74	-2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RMAX.TO vs. APR-UN.TO - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 0.30, which is lower than the APR-UN.TO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of RMAX.TO and APR-UN.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.

Sharpe Ratios by Period

	RMAX.TO	APR-UN.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	1.16	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-1.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-1.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	-1.11	+1.82

Correlation

The correlation between RMAX.TO and APR-UN.TO is 0.40, 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

RMAX.TO vs. APR-UN.TO - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 9.98%, more than APR-UN.TO's 6.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RMAX.TO Hamilton REITs YIELD MAXIMIZER ETF	9.98%	10.65%	4.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
APR-UN.TO Automotive Properties Real Estate Investment Trust	6.70%	7.39%	8.36%	7.46%	1,281,617.42%	1,206,997.42%	7.51%	6.62%	8.96%	7.37%	897,946.98%	3,487,274.35%

Drawdowns

RMAX.TO vs. APR-UN.TO - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum APR-UN.TO drawdown of -100.01%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and APR-UN.TO.

Drawdown Indicators

	RMAX.TO	APR-UN.TO	Difference
Max Drawdown Largest peak-to-trough decline	-15.90%	-100.01%	+84.11%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-9.14%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	—	-100.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-100.01%	—
Current Drawdown Current decline from peak	-5.00%	-100.00%	+95.00%
Average Drawdown Average peak-to-trough decline	-3.94%	-99.12%	+95.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	3.55%	-0.46%

Volatility

RMAX.TO vs. APR-UN.TO - Volatility Comparison

Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) has a higher volatility of 3.82% compared to Automotive Properties Real Estate Investment Trust (APR-UN.TO) at 3.63%. This indicates that RMAX.TO's price experiences larger fluctuations and is considered to be riskier than APR-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RMAX.TO	APR-UN.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	3.63%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	7.99%	8.96%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	14.98%	-1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.07%	91.68%	-78.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.07%	67.75%	-54.68%