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RS.TO vs. HYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RS.TOHYLD

Correlation

-0.50.00.51.00.2

The correlation between RS.TO and HYLD is 0.19, 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.

Performance

RS.TO vs. HYLD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.51%
0
RS.TO
HYLD

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Risk-Adjusted Performance

RS.TO vs. HYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.TO) and High Yield ETF (HYLD). 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.


RS.TO
Sharpe ratio
The chart of Sharpe ratio for RS.TO, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.85
Sortino ratio
The chart of Sortino ratio for RS.TO, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for RS.TO, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for RS.TO, currently valued at 0.39, compared to the broader market0.002.004.006.000.39
Martin ratio
The chart of Martin ratio for RS.TO, currently valued at 2.79, compared to the broader market0.0010.0020.0030.002.79
HYLD
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for HYLD, currently valued at 0.00, compared to the broader market0.002.004.006.000.00

RS.TO vs. HYLD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.85
-1.00
RS.TO
HYLD

Dividends

RS.TO vs. HYLD - Dividend Comparison

RS.TO's dividend yield for the trailing twelve months is around 11.74%, while HYLD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RS.TO
Real Estate Split Corp.
11.74%12.13%11.14%7.11%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYLD
High Yield ETF
0.00%8.59%7.86%6.75%7.52%7.46%7.97%7.18%6.59%10.87%9.88%7.96%

Drawdowns

RS.TO vs. HYLD - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-31.13%
-9.72%
RS.TO
HYLD

Volatility

RS.TO vs. HYLD - Volatility Comparison

Real Estate Split Corp. (RS.TO) has a higher volatility of 7.42% compared to High Yield ETF (HYLD) at 0.00%. This indicates that RS.TO's price experiences larger fluctuations and is considered to be riskier than HYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
0
RS.TO
HYLD