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TSLY.TO vs. CRCY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLY.TO vs. CRCY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO). The values are adjusted to include any dividend payments, if applicable.

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TSLY.TO vs. CRCY.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSLY.TO achieves a -13.79% return, which is significantly lower than CRCY.TO's 0.42% return.


TSLY.TO

1D
2.95%
1M
-4.07%
YTD
-13.79%
6M
-13.51%
1Y
49.40%
3Y*
5Y*
10Y*

CRCY.TO

1D
-6.43%
1M
-9.07%
YTD
0.42%
6M
-45.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLY.TO vs. CRCY.TO - Expense Ratio Comparison


Return for Risk

TSLY.TO vs. CRCY.TO — Risk / Return Rank

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

TSLY.TO
TSLY.TO Risk / Return Rank: 5454
Overall Rank
TSLY.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 4646
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 4848
Martin Ratio Rank

CRCY.TO
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.

TSLY.TO vs. CRCY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.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.


TSLY.TOCRCY.TODifference

Sharpe ratio

Return per unit of total volatility

0.87

Sortino ratio

Return per unit of downside risk

1.55

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

2.04

Martin ratio

Return relative to average drawdown

4.87

TSLY.TO vs. CRCY.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLY.TOCRCY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.63

+0.45

Correlation

The correlation between TSLY.TO and CRCY.TO is 0.27, 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

TSLY.TO vs. CRCY.TO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 41.92%, more than CRCY.TO's 34.18% yield.


Drawdowns

TSLY.TO vs. CRCY.TO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, smaller than the maximum CRCY.TO drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and CRCY.TO.


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Drawdown Indicators


TSLY.TOCRCY.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-73.84%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-26.25%

Current Drawdown

Current decline from peak

-23.12%

-54.59%

+31.47%

Average Drawdown

Average peak-to-trough decline

-27.79%

-45.94%

+18.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

Volatility

TSLY.TO vs. CRCY.TO - Volatility Comparison


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Volatility by Period


TSLY.TOCRCY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.26%

Volatility (6M)

Calculated over the trailing 6-month period

29.95%

Volatility (1Y)

Calculated over the trailing 1-year period

56.95%

111.41%

-54.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.53%

111.41%

-48.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.53%

111.41%

-48.88%