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

Performance

TSLY.TO vs. HPF.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 Energy Leaders Income ETF Class A CAD Hedged (HPF.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, TSLY.TO achieves a -8.48% return, which is significantly lower than HPF.TO's 28.72% return.


TSLY.TO

1D
-0.58%
1M
-2.74%
6M
-7.22%
YTD
-8.48%
1Y
39.16%
3Y*
5Y*
10Y*

HPF.TO

1D
-0.80%
1M
2.08%
6M
22.63%
YTD
28.72%
1Y
37.02%
3Y*
14.19%
5Y*
16.67%
10Y*
5.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between TSLY.TO and HPF.TO is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.08

The correlation between TSLY.TO and HPF.TO shifts across timeframes, from -0.11 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLY.TO vs. HPF.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: 3030
Overall Rank
TSLY.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 2828
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 2828
Martin Ratio Rank

HPF.TO
HPF.TO Risk / Return Rank: 6969
Overall Rank
HPF.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HPF.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
HPF.TO Omega Ratio Rank: 6464
Omega Ratio Rank
HPF.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HPF.TO Martin Ratio Rank: 6464
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.

TSLY.TO vs. HPF.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 Energy Leaders Income ETF Class A CAD Hedged (HPF.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.


TSLY.TOHPF.TODifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.17

1.31

-0.15

Calmar ratioReturn relative to maximum drawdown

1.33

3.10

-1.76

Martin ratioReturn relative to average drawdown

3.07

9.15

-6.08

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

The current TSLY.TO Sharpe Ratio is 0.89, which is lower than the HPF.TO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TSLY.TO and HPF.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

TSLY.TO vs. HPF.TO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, smaller than the maximum HPF.TO drawdown of -72.97%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and HPF.TO.


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Drawdown Indicators


TSLY.TOHPF.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-72.97%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-29.78%

-12.01%

-17.77%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

Max Drawdown (10Y)

Largest decline over 10 years

-69.11%

Current Drawdown

Current decline from peak

-18.34%

-5.69%

-12.65%

Average Drawdown

Average peak-to-trough decline

-26.20%

-26.28%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.86%

4.06%

+8.80%

Volatility

TSLY.TO vs. HPF.TO - Volatility Comparison

Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a higher volatility of 15.97% compared to Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) at 6.52%. This indicates that TSLY.TO's price experiences larger fluctuations and is considered to be riskier than HPF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLY.TOHPF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

6.52%

+9.45%

Volatility (6M)

Calculated over the trailing 6-month period

31.62%

16.30%

+15.32%

Volatility (1Y)

Calculated over the trailing 1-year period

44.85%

19.76%

+25.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.21%

23.66%

+36.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.21%

28.03%

+32.18%

Dividends

TSLY.TO vs. HPF.TO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 39.80%, more than HPF.TO's 8.04% yield.


PositionTTM20252024202320222021202020192018201720162015
HPF.TO
Harvest Energy Leaders Income ETF Class A CAD Hedged
8.04%9.93%9.80%8.75%6.58%4.61%15.32%8.74%8.78%12.87%13.58%13.31%
TSLY.TO
Harvest Tesla Enhanced High Income Shares ETF
39.80%32.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSLY.TO and HPF.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLY.TO is categorized as Derivative Income, while HPF.TO is Energy Equities.

Portfolio Optimizer

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