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TSLY.TO vs. YCST.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLY.TO vs. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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 -4.93% return, which is significantly lower than YCST.NEO's 13.86% return.


TSLY.TO

1D
-0.95%
1M
9.68%
YTD
-4.93%
6M
-6.65%
1Y
38.16%
3Y*
5Y*
10Y*

YCST.NEO

1D
1.02%
1M
-5.18%
YTD
13.86%
6M
9.28%
1Y
-6.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY.TO vs. YCST.NEO - Yearly Performance Comparison


Correlation

The correlation between TSLY.TO and YCST.NEO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.02

The correlation between TSLY.TO and YCST.NEO shifts across timeframes, from -0.08 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLY.TO vs. YCST.NEO — 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: 2525
Overall Rank
TSLY.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 2525
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 2424
Martin Ratio Rank

YCST.NEO
YCST.NEO Risk / Return Rank: 66
Overall Rank
YCST.NEO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YCST.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
YCST.NEO Omega Ratio Rank: 66
Omega Ratio Rank
YCST.NEO Calmar Ratio Rank: 55
Calmar Ratio Rank
YCST.NEO Martin Ratio Rank: 55
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. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.TOYCST.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.17

0.96

+0.21

Calmar ratioReturn relative to maximum drawdown

1.29

-0.41

+1.69

Martin ratioReturn relative to average drawdown

3.15

-0.92

+4.07

TSLY.TO vs. YCST.NEO - Sharpe Ratio Comparison

The current TSLY.TO Sharpe Ratio is 0.84, which is higher than the YCST.NEO Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of TSLY.TO and YCST.NEO, 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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Sharpe Ratios by Period


TSLY.TOYCST.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.33

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

-0.15

+0.09

Drawdowns

TSLY.TO vs. YCST.NEO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and YCST.NEO.


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Drawdown Indicators


TSLY.TOYCST.NEODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-19.70%

-39.21%

Max Drawdown (1Y)

Largest decline over 1 year

-29.78%

-16.62%

-13.16%

Current Drawdown

Current decline from peak

-15.22%

-11.73%

-3.49%

Average Drawdown

Average peak-to-trough decline

-26.86%

-8.56%

-18.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

9.78%

+2.45%

Volatility

TSLY.TO vs. YCST.NEO - Volatility Comparison

Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a higher volatility of 11.47% compared to Costco (COST) Yield Shares Purpose ETF (YCST.NEO) at 10.38%. This indicates that TSLY.TO's price experiences larger fluctuations and is considered to be riskier than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLY.TOYCST.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

10.38%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

16.64%

+11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

45.74%

20.57%

+25.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.12%

25.20%

+34.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.12%

25.20%

+34.92%

TSLY.TO vs. YCST.NEO - Expense Ratio Comparison

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


Dividends

TSLY.TO vs. YCST.NEO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 38.17%, more than YCST.NEO's 13.87% yield.


Frequently Asked Questions


TSLY.TO and YCST.NEO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TSLY.TO and YCST.NEO have the same expense ratio: 0.40% per year.

They also come from different issuers: Harvest and Purpose Investments.

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