PortfoliosLab logoPortfoliosLab logo
YCST.NEO vs. CRCY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YCST.NEO vs. CRCY.TO - Performance Comparison

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

Loading graphics...

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


Returns By Period

In the year-to-date period, YCST.NEO achieves a 14.50% return, which is significantly higher than CRCY.TO's 0.02% return.


YCST.NEO

1D
1.67%
1M
0.18%
YTD
14.50%
6M
4.79%
1Y
-3.94%
3Y*
5Y*
10Y*

CRCY.TO

1D
-0.39%
1M
-13.81%
YTD
0.02%
6M
-54.68%
1Y
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.


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


Return for Risk

YCST.NEO vs. CRCY.TO — Risk / Return Rank

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

YCST.NEO
YCST.NEO Risk / Return Rank: 88
Overall Rank
YCST.NEO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
YCST.NEO Sortino Ratio Rank: 88
Sortino Ratio Rank
YCST.NEO Omega Ratio Rank: 88
Omega Ratio Rank
YCST.NEO Calmar Ratio Rank: 99
Calmar Ratio Rank
YCST.NEO Martin Ratio Rank: 99
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.

YCST.NEO vs. CRCY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) 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.


YCST.NEOCRCY.TODifference

Sharpe ratio

Return per unit of total volatility

-0.18

Sortino ratio

Return per unit of downside risk

-0.11

Omega ratio

Gain probability vs. loss probability

0.99

Calmar ratio

Return relative to maximum drawdown

-0.07

Martin ratio

Return relative to average drawdown

-0.13

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


Loading graphics...

Sharpe Ratios by Period


YCST.NEOCRCY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.64

+0.15

Correlation

The correlation between YCST.NEO and CRCY.TO is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

YCST.NEO vs. CRCY.TO - Dividend Comparison

YCST.NEO has not paid dividends to shareholders, while CRCY.TO's dividend yield for the trailing twelve months is around 34.32%.


Drawdowns

YCST.NEO vs. CRCY.TO - Drawdown Comparison

The maximum YCST.NEO drawdown since its inception was -25.53%, smaller than the maximum CRCY.TO drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and CRCY.TO.


Loading graphics...

Drawdown Indicators


YCST.NEOCRCY.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-73.84%

+48.31%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

Current Drawdown

Current decline from peak

-13.93%

-54.77%

+40.84%

Average Drawdown

Average peak-to-trough decline

-13.34%

-46.01%

+32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

Volatility

YCST.NEO vs. CRCY.TO - Volatility Comparison


Loading graphics...

Volatility by Period


YCST.NEOCRCY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

110.97%

-89.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

110.97%

-87.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

110.97%

-87.14%