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SDAY.NEO vs. GOGY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDAY.NEO vs. GOGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO). The values are adjusted to include any dividend payments, if applicable.

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SDAY.NEO vs. GOGY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SDAY.NEO achieves a 5.24% return, which is significantly higher than GOGY.TO's -2.98% return.


SDAY.NEO

1D
0.30%
1M
-3.12%
YTD
5.24%
6M
4.78%
1Y
3Y*
5Y*
10Y*

GOGY.TO

1D
4.21%
1M
-1.19%
YTD
-2.98%
6M
24.97%
1Y
94.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDAY.NEO vs. GOGY.TO - Expense Ratio Comparison

SDAY.NEO has a 0.85% expense ratio, which is higher than GOGY.TO's 0.40% expense ratio.


Return for Risk

SDAY.NEO vs. GOGY.TO — Risk / Return Rank

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

SDAY.NEO

GOGY.TO
GOGY.TO Risk / Return Rank: 9696
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9393
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9595
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.

SDAY.NEO vs. GOGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SDAY.NEO vs. GOGY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SDAY.NEOGOGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

2.00

-0.67

Correlation

The correlation between SDAY.NEO and GOGY.TO is 0.23, 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

SDAY.NEO vs. GOGY.TO - Dividend Comparison

SDAY.NEO's dividend yield for the trailing twelve months is around 11.50%, less than GOGY.TO's 12.72% yield.


Drawdowns

SDAY.NEO vs. GOGY.TO - Drawdown Comparison

The maximum SDAY.NEO drawdown since its inception was -8.27%, smaller than the maximum GOGY.TO drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for SDAY.NEO and GOGY.TO.


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Drawdown Indicators


SDAY.NEOGOGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-20.87%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

Current Drawdown

Current decline from peak

-3.72%

-11.67%

+7.95%

Average Drawdown

Average peak-to-trough decline

-1.62%

-5.40%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

Volatility

SDAY.NEO vs. GOGY.TO - Volatility Comparison


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Volatility by Period


SDAY.NEOGOGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

Volatility (6M)

Calculated over the trailing 6-month period

22.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

34.40%

-22.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

34.84%

-22.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

34.84%

-22.89%