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TRVI.TO vs. MSTE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRVI.TO vs. MSTE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Travel & Leisure Income ETF Class A Units (TRVI.TO) and Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRVI.TO achieves a 0.60% return, which is significantly higher than MSTE.TO's -41.39% return.


TRVI.TO

1D
-0.40%
1M
-2.44%
6M
2.94%
YTD
0.60%
1Y
5.13%
3Y*
9.09%
5Y*
10Y*

MSTE.TO

1D
0.00%
1M
-29.03%
6M
-51.63%
YTD
-41.39%
1Y
-82.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRVI.TO vs. MSTE.TO - Yearly Performance Comparison


Correlation

The correlation between TRVI.TO and MSTE.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2025

0.19

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Return for Risk

TRVI.TO vs. MSTE.TO — Risk / Return Rank

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

TRVI.TO
TRVI.TO Risk / Return Rank: 1414
Overall Rank
TRVI.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRVI.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
TRVI.TO Omega Ratio Rank: 1313
Omega Ratio Rank
TRVI.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
TRVI.TO Martin Ratio Rank: 1515
Martin Ratio Rank

MSTE.TO
MSTE.TO Risk / Return Rank: 11
Overall Rank
MSTE.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSTE.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTE.TO Omega Ratio Rank: 11
Omega Ratio Rank
MSTE.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTE.TO Martin Ratio Rank: 22
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.

TRVI.TO vs. MSTE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Travel & Leisure Income ETF Class A Units (TRVI.TO) and Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.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.

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.


TRVI.TOMSTE.TODifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.06

0.76

+0.30

Calmar ratioReturn relative to maximum drawdown

0.41

-0.96

+1.37

Martin ratioReturn relative to average drawdown

1.01

-1.36

+2.37

TRVI.TO vs. MSTE.TO - Sharpe Ratio Comparison

The current TRVI.TO Sharpe Ratio is 0.24, which is higher than the MSTE.TO Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of TRVI.TO and MSTE.TO, 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

TRVI.TO vs. MSTE.TO - Drawdown Comparison

The maximum TRVI.TO drawdown since its inception was -28.51%, smaller than the maximum MSTE.TO drawdown of -85.33%. Use the drawdown chart below to compare losses from any high point for TRVI.TO and MSTE.TO.


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Drawdown Indicators


TRVI.TOMSTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.51%

-85.33%

+56.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-85.33%

+72.82%

Max Drawdown (3Y)

Largest decline over 3 years

-28.51%

Current Drawdown

Current decline from peak

-4.54%

-82.50%

+77.96%

Average Drawdown

Average peak-to-trough decline

-5.34%

-42.97%

+37.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

60.33%

-55.26%

Volatility

TRVI.TO vs. MSTE.TO - Volatility Comparison

The current volatility for Harvest Travel & Leisure Income ETF Class A Units (TRVI.TO) is 5.88%, while Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.TO) has a volatility of 31.44%. This indicates that TRVI.TO experiences smaller price fluctuations and is considered to be less risky than MSTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRVI.TOMSTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

31.44%

-25.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.93%

68.52%

-51.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

84.00%

-62.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

86.69%

-64.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

86.69%

-64.88%

Dividends

TRVI.TO vs. MSTE.TO - Dividend Comparison

TRVI.TO's dividend yield for the trailing twelve months is around 10.11%, less than MSTE.TO's 188.48% yield.


PositionTTM202520242023
MSTE.TO
Harvest Strategy Inc. Enhanced High Income Shares ETF
188.48%121.40%0.00%0.00%
TRVI.TO
Harvest Travel & Leisure Income ETF Class A Units
10.11%9.07%8.79%6.43%

Frequently Asked Questions


TRVI.TO and MSTE.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRVI.TO is categorized as Consumer Discretionary Equities, while MSTE.TO is Derivative Income.

Portfolio Optimizer

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