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

Performance

TSLY.TO vs. HTA.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 Tech Achievers Growth & Income ETF (HTA.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, TSLY.TO achieves a -18.63% return, which is significantly lower than HTA.TO's -9.41% return.


TSLY.TO

1D
1.65%
1M
-9.10%
YTD
-18.63%
6M
-15.64%
1Y
44.86%
3Y*
5Y*
10Y*

HTA.TO

1D
2.84%
1M
-4.73%
YTD
-9.41%
6M
-7.99%
1Y
13.11%
3Y*
16.97%
5Y*
11.31%
10Y*
16.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TSLY.TO has a 0.40% expense ratio, which is lower than HTA.TO's 0.99% expense ratio.


Return for Risk

TSLY.TO vs. HTA.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: 5252
Overall Rank
TSLY.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 4848
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 4343
Martin Ratio Rank

HTA.TO
HTA.TO Risk / Return Rank: 3232
Overall Rank
HTA.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HTA.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTA.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HTA.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
HTA.TO Martin Ratio Rank: 3232
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. HTA.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 Tech Achievers Growth & Income ETF (HTA.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.TOHTA.TODifference

Sharpe ratio

Return per unit of total volatility

0.79

0.55

+0.24

Sortino ratio

Return per unit of downside risk

1.46

0.96

+0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.63

0.89

+0.74

Martin ratio

Return relative to average drawdown

3.90

2.86

+1.04

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

The current TSLY.TO Sharpe Ratio is 0.79, which is higher than the HTA.TO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TSLY.TO and HTA.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.


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Sharpe Ratios by Period


TSLY.TOHTA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.55

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.59

-0.85

Correlation

The correlation between TSLY.TO and HTA.TO is 0.50, 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

TSLY.TO vs. HTA.TO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 40.35%, more than HTA.TO's 9.29% yield.


TTM20252024202320222021202020192018201720162015
TSLY.TO
Harvest Tesla Enhanced High Income Shares ETF
40.35%32.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTA.TO
Harvest Tech Achievers Growth & Income ETF
9.29%8.80%8.11%7.81%9.99%4.27%5.52%6.12%7.58%7.03%8.74%5.29%

Drawdowns

TSLY.TO vs. HTA.TO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than HTA.TO's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and HTA.TO.


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Drawdown Indicators


TSLY.TOHTA.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-38.77%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-26.25%

-14.87%

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-27.44%

-12.45%

-14.99%

Average Drawdown

Average peak-to-trough decline

-27.81%

-8.33%

-19.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.93%

4.61%

+6.32%

Volatility

TSLY.TO vs. HTA.TO - Volatility Comparison

Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a higher volatility of 11.28% compared to Harvest Tech Achievers Growth & Income ETF (HTA.TO) at 6.50%. This indicates that TSLY.TO's price experiences larger fluctuations and is considered to be riskier than HTA.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.TOHTA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

6.50%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

13.74%

+15.75%

Volatility (1Y)

Calculated over the trailing 1-year period

56.76%

23.95%

+32.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.46%

23.40%

+39.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.46%

22.97%

+39.49%