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

Performance

YCST.NEO vs. GOGY.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 Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO). The values are adjusted to include any dividend payments, if applicable.

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YCST.NEO vs. GOGY.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 GOGY.TO's -3.45% return.


YCST.NEO

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

GOGY.TO

1D
-0.49%
1M
-0.42%
YTD
-3.45%
6M
24.37%
1Y
95.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

YCST.NEO vs. GOGY.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

GOGY.TO
GOGY.TO Risk / Return Rank: 9595
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9393
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9494
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. GOGY.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 Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.NEOGOGY.TODifference

Sharpe ratio

Return per unit of total volatility

-0.18

2.78

-2.96

Sortino ratio

Return per unit of downside risk

-0.11

3.64

-3.75

Omega ratio

Gain probability vs. loss probability

0.99

1.45

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.07

4.66

-4.73

Martin ratio

Return relative to average drawdown

-0.13

17.15

-17.28

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

The current YCST.NEO Sharpe Ratio is -0.18, which is lower than the GOGY.TO Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of YCST.NEO and GOGY.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.NEOGOGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.78

-2.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

1.97

-2.45

Correlation

The correlation between YCST.NEO and GOGY.TO is -0.08. 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. GOGY.TO - Dividend Comparison

YCST.NEO has not paid dividends to shareholders, while GOGY.TO's dividend yield for the trailing twelve months is around 12.78%.


Drawdowns

YCST.NEO vs. GOGY.TO - Drawdown Comparison

The maximum YCST.NEO drawdown since its inception was -25.53%, which is greater than GOGY.TO's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and GOGY.TO.


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Drawdown Indicators


YCST.NEOGOGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-20.87%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

-20.14%

-4.05%

Current Drawdown

Current decline from peak

-13.93%

-12.09%

-1.84%

Average Drawdown

Average peak-to-trough decline

-13.34%

-5.43%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

5.48%

+7.54%

Volatility

YCST.NEO vs. GOGY.TO - Volatility Comparison

The current volatility for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) is 5.46%, while Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a volatility of 10.99%. This indicates that YCST.NEO experiences smaller price fluctuations and is considered to be less risky than GOGY.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.NEOGOGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

10.99%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

22.12%

-6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

34.40%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

34.78%

-10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

34.78%

-10.95%