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

Performance

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

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YCST.NEO vs. ENCL.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 ENCL.TO's 27.96% return.


YCST.NEO

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

ENCL.TO

1D
2.23%
1M
7.71%
YTD
27.96%
6M
29.69%
1Y
35.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

YCST.NEO has a 0.40% expense ratio, which is lower than ENCL.TO's 1.86% expense ratio.


Return for Risk

YCST.NEO vs. ENCL.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

ENCL.TO
ENCL.TO Risk / Return Rank: 7272
Overall Rank
ENCL.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 8282
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 6060
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. ENCL.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 Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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.NEOENCL.TODifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.63

-1.82

Sortino ratio

Return per unit of downside risk

-0.11

2.00

-2.10

Omega ratio

Gain probability vs. loss probability

0.99

1.34

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.07

1.80

-1.87

Martin ratio

Return relative to average drawdown

-0.13

7.00

-7.13

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

The current YCST.NEO Sharpe Ratio is -0.18, which is lower than the ENCL.TO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of YCST.NEO and ENCL.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.NEOENCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.63

-1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

1.23

-1.72

Correlation

The correlation between YCST.NEO and ENCL.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. ENCL.TO - Dividend Comparison

YCST.NEO has not paid dividends to shareholders, while ENCL.TO's dividend yield for the trailing twelve months is around 13.84%.


TTM202520242023
YCST.NEO
Costco (COST) Yield Shares Purpose ETF
0.00%0.00%0.00%0.00%
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.84%17.14%18.56%4.68%

Drawdowns

YCST.NEO vs. ENCL.TO - Drawdown Comparison

The maximum YCST.NEO drawdown since its inception was -25.53%, which is greater than ENCL.TO's maximum drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and ENCL.TO.


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Drawdown Indicators


YCST.NEOENCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-21.05%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

-15.72%

-8.47%

Current Drawdown

Current decline from peak

-13.93%

-2.31%

-11.62%

Average Drawdown

Average peak-to-trough decline

-13.34%

-3.96%

-9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

5.28%

+7.74%

Volatility

YCST.NEO vs. ENCL.TO - Volatility Comparison

Costco (COST) Yield Shares Purpose ETF (YCST.NEO) and Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) have volatilities of 5.46% and 5.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCST.NEOENCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.65%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

12.73%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

21.90%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

19.67%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

19.67%

+4.16%