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

Performance

YCST.NEO vs. ENCC.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 Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, YCST.NEO achieves a 14.50% return, which is significantly lower than ENCC.TO's 22.00% return.


YCST.NEO

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

ENCC.TO

1D
1.79%
1M
6.12%
YTD
22.00%
6M
23.71%
1Y
28.90%
3Y*
19.92%
5Y*
27.10%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

YCST.NEO has a 0.40% expense ratio, which is lower than ENCC.TO's 0.76% expense ratio.


Return for Risk

YCST.NEO vs. ENCC.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

ENCC.TO
ENCC.TO Risk / Return Rank: 7373
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 6262
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.

YCST.NEO vs. ENCC.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 Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.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.NEOENCC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.65

-1.84

Sortino ratio

Return per unit of downside risk

-0.11

2.05

-2.16

Omega ratio

Gain probability vs. loss probability

0.99

1.35

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.07

1.80

-1.87

Martin ratio

Return relative to average drawdown

-0.13

7.24

-7.37

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

The current YCST.NEO Sharpe Ratio is -0.18, which is lower than the ENCC.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of YCST.NEO and ENCC.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


YCST.NEOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.65

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.00

-0.49

Correlation

The correlation between YCST.NEO and ENCC.TO is -0.04. 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. ENCC.TO - Dividend Comparison

YCST.NEO has not paid dividends to shareholders, while ENCC.TO's dividend yield for the trailing twelve months is around 11.51%.


TTM20252024202320222021202020192018201720162015
YCST.NEO
Costco (COST) Yield Shares Purpose ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.51%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%

Drawdowns

YCST.NEO vs. ENCC.TO - Drawdown Comparison

The maximum YCST.NEO drawdown since its inception was -25.53%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and ENCC.TO.


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Drawdown Indicators


YCST.NEOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-89.91%

+64.38%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

-12.91%

-11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-13.93%

-1.80%

-12.13%

Average Drawdown

Average peak-to-trough decline

-13.34%

-40.23%

+26.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

4.14%

+8.88%

Volatility

YCST.NEO vs. ENCC.TO - Volatility Comparison

Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a higher volatility of 5.46% compared to Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) at 4.50%. This indicates that YCST.NEO's price experiences larger fluctuations and is considered to be riskier than ENCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCST.NEOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.50%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

10.13%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

17.56%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

23.27%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

29.05%

-5.22%