PortfoliosLab logoPortfoliosLab logo
TSLY.TO vs. PLTE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLY.TO vs. PLTE.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 Palantir Enhanced High Income Shares ETF (PLTE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Returns By Period

In the year-to-date period, TSLY.TO achieves a -18.63% return, which is significantly higher than PLTE.TO's -22.82% return.


TSLY.TO

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

PLTE.TO

1D
3.41%
1M
5.17%
YTD
-22.82%
6M
-22.26%
1Y
66.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both TSLY.TO and PLTE.TO have an expense ratio of 0.40%.


Return for Risk

TSLY.TO vs. PLTE.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

PLTE.TO
PLTE.TO Risk / Return Rank: 6060
Overall Rank
PLTE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLTE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
PLTE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
PLTE.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLTE.TO Martin Ratio Rank: 4343
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. PLTE.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 Palantir Enhanced High Income Shares ETF (PLTE.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.TOPLTE.TODifference

Sharpe ratio

Return per unit of total volatility

0.79

1.06

-0.27

Sortino ratio

Return per unit of downside risk

1.46

1.67

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.63

1.58

+0.04

Martin ratio

Return relative to average drawdown

3.90

3.93

-0.03

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

The current TSLY.TO Sharpe Ratio is 0.79, which is comparable to the PLTE.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of TSLY.TO and PLTE.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.


Loading graphics...

Sharpe Ratios by Period


TSLY.TOPLTE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.06

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

1.12

-1.37

Correlation

The correlation between TSLY.TO and PLTE.TO is 0.46, 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. PLTE.TO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 40.35%, more than PLTE.TO's 35.10% yield.


Drawdowns

TSLY.TO vs. PLTE.TO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than PLTE.TO's maximum drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and PLTE.TO.


Loading graphics...

Drawdown Indicators


TSLY.TOPLTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-43.92%

-14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-26.25%

-41.32%

+15.07%

Current Drawdown

Current decline from peak

-27.44%

-33.33%

+5.89%

Average Drawdown

Average peak-to-trough decline

-27.81%

-14.81%

-13.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.93%

16.62%

-5.69%

Volatility

TSLY.TO vs. PLTE.TO - Volatility Comparison

The current volatility for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) is 11.28%, while Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) has a volatility of 13.86%. This indicates that TSLY.TO experiences smaller price fluctuations and is considered to be less risky than PLTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TSLY.TOPLTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

13.86%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

40.75%

-11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

56.76%

62.67%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.46%

70.49%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.46%

70.49%

-8.03%