SSSS vs. HHIS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about SuRo Capital Corp. (SSSS) and Harvest Diversified High Income Shares ETF (HHIS.TO).

HHIS.TO is an actively managed fund by Harvest. It was launched on Jan 16, 2025.

Performance

SSSS vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SuRo Capital Corp. (SSSS) and Harvest Diversified High Income Shares ETF (HHIS.TO). The values are adjusted to include any dividend payments, if applicable.

SSSS vs. HHIS.TO - Yearly Performance Comparison

	2026 (YTD)	2025
SSSS SuRo Capital Corp.	13.45%	50.01%
HHIS.TO Harvest Diversified High Income Shares ETF	-15.68%	30.47%

Different Trading Currencies

SSSS is traded in USD, while HHIS.TO is traded in CAD. To make them comparable, the HHIS.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSSS achieves a 13.45% return, which is significantly higher than HHIS.TO's -15.68% return.

SSSS

• 1D: 7.75%
• 1M: 14.18%
• YTD: 13.45%
• 6M: 22.42%
• 1Y: 128.07%
• 3Y*: 46.30%
• 5Y*: 6.49%
• 10Y*: 14.83%

HHIS.TO

• 1D: 1.95%
• 1M: -6.64%
• YTD: -15.68%
• 6M: -15.45%
• 1Y: 26.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

SSSS vs. HHIS.TO — Risk / Return Rank

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

SSSS

SSSS Risk / Return Rank: 96
SSSS Sharpe Ratio Rank: 96
SSSS Sortino Ratio Rank: 96
SSSS Omega Ratio Rank: 93
SSSS Calmar Ratio Rank: 97
SSSS Martin Ratio Rank: 97

HHIS.TO

HHIS.TO Risk / Return Rank: 41
HHIS.TO Sharpe Ratio Rank: 41
HHIS.TO Sortino Ratio Rank: 48
HHIS.TO Omega Ratio Rank: 45
HHIS.TO Calmar Ratio Rank: 41
HHIS.TO Martin Ratio Rank: 31

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.

SSSS vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and Harvest Diversified High Income Shares ETF (HHIS.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.

	SSSS	HHIS.TO	Difference
Sharpe ratio Return per unit of total volatility	2.80	0.82	+1.98
Sortino ratio Return per unit of downside risk	3.81	1.42	+2.39
Omega ratio Gain probability vs. loss probability	1.45	1.19	+0.27
Calmar ratio Return relative to maximum drawdown	7.23	1.12	+6.11
Martin ratio Return relative to average drawdown	20.39	3.24	+17.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSSS vs. HHIS.TO - Sharpe Ratio Comparison

The current SSSS Sharpe Ratio is 2.80, which is higher than the HHIS.TO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SSSS and HHIS.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

	SSSS	HHIS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.80	0.82	+1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.23	-0.11

Correlation

The correlation between SSSS and HHIS.TO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SSSS vs. HHIS.TO - Dividend Comparison

SSSS's dividend yield for the trailing twelve months is around 4.67%, less than HHIS.TO's 28.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SSSS SuRo Capital Corp.	4.67%	5.30%	0.00%	0.00%	2.89%	61.78%	6.65%	4.89%	0.00%	0.00%	55.67%
HHIS.TO Harvest Diversified High Income Shares ETF	28.51%	22.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SSSS vs. HHIS.TO - Drawdown Comparison

The maximum SSSS drawdown since its inception was -77.81%, which is greater than HHIS.TO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for SSSS and HHIS.TO.

Drawdown Indicators

	SSSS	HHIS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-77.81%	-31.83%	-45.98%
Max Drawdown (1Y) Largest decline over 1 year	-17.10%	-24.43%	+7.33%
Max Drawdown (5Y) Largest decline over 5 years	-77.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-77.81%	—	—
Current Drawdown Current decline from peak	-14.14%	-23.04%	+8.90%
Average Drawdown Average peak-to-trough decline	-47.72%	-8.76%	-38.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.06%	9.10%	-3.04%

Volatility

SSSS vs. HHIS.TO - Volatility Comparison

SuRo Capital Corp. (SSSS) has a higher volatility of 15.88% compared to Harvest Diversified High Income Shares ETF (HHIS.TO) at 8.41%. This indicates that SSSS's price experiences larger fluctuations and is considered to be riskier than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSSS	HHIS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.88%	8.41%	+7.47%
Volatility (6M) Calculated over the trailing 6-month period	31.05%	19.21%	+11.84%
Volatility (1Y) Calculated over the trailing 1-year period	46.06%	32.82%	+13.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.38%	36.21%	+10.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.19%	36.21%	+9.98%