PortfoliosLab logoPortfoliosLab logo
YPLT.NEO vs. HPYM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YPLT.NEO vs. HPYM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) and Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, YPLT.NEO achieves a -12.90% return, which is significantly lower than HPYM.TO's -1.11% return.


YPLT.NEO

1D
-0.28%
1M
4.56%
YTD
-12.90%
6M
-13.41%
1Y
23.07%
3Y*
5Y*
10Y*

HPYM.TO

1D
0.15%
1M
-0.15%
YTD
-1.11%
6M
-1.25%
1Y
2.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YPLT.NEO vs. HPYM.TO - Yearly Performance Comparison


Correlation

The correlation between YPLT.NEO and HPYM.TO is -0.04, 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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

YPLT.NEO vs. HPYM.TO — Risk / Return Rank

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

YPLT.NEO
YPLT.NEO Risk / Return Rank: 1717
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 1919
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 2020
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 1616
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 1515
Martin Ratio Rank

HPYM.TO
HPYM.TO Risk / Return Rank: 1717
Overall Rank
HPYM.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HPYM.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
HPYM.TO Omega Ratio Rank: 1616
Omega Ratio Rank
HPYM.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
HPYM.TO Martin Ratio Rank: 1717
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.

YPLT.NEO vs. HPYM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) and Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.


YPLT.NEOHPYM.TODifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.13

1.09

+0.03

Calmar ratioReturn relative to maximum drawdown

0.55

0.61

-0.05

Martin ratioReturn relative to average drawdown

1.23

1.70

-0.47

YPLT.NEO vs. HPYM.TO - Sharpe Ratio Comparison

The current YPLT.NEO Sharpe Ratio is 0.38, which is comparable to the HPYM.TO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of YPLT.NEO and HPYM.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


YPLT.NEOHPYM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.52

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.38

+0.07

Drawdowns

YPLT.NEO vs. HPYM.TO - Drawdown Comparison

The maximum YPLT.NEO drawdown since its inception was -41.92%, which is greater than HPYM.TO's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for YPLT.NEO and HPYM.TO.


Loading charts...

Drawdown Indicators


YPLT.NEOHPYM.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.92%

-6.19%

-35.73%

Max Drawdown (1Y)

Largest decline over 1 year

-41.92%

-3.85%

-38.07%

Current Drawdown

Current decline from peak

-26.50%

-2.56%

-23.94%

Average Drawdown

Average peak-to-trough decline

-15.41%

-1.94%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.82%

1.37%

+17.45%

Volatility

YPLT.NEO vs. HPYM.TO - Volatility Comparison

Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a higher volatility of 13.68% compared to Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) at 2.01%. This indicates that YPLT.NEO's price experiences larger fluctuations and is considered to be riskier than HPYM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


YPLT.NEOHPYM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.68%

2.01%

+11.67%

Volatility (6M)

Calculated over the trailing 6-month period

45.56%

3.28%

+42.28%

Volatility (1Y)

Calculated over the trailing 1-year period

60.49%

4.53%

+55.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.27%

5.60%

+63.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.27%

5.60%

+63.67%

YPLT.NEO vs. HPYM.TO - Expense Ratio Comparison

YPLT.NEO has a 0.40% expense ratio, which is lower than HPYM.TO's 0.45% expense ratio.


Dividends

YPLT.NEO vs. HPYM.TO - Dividend Comparison

YPLT.NEO's dividend yield for the trailing twelve months is around 47.84%, more than HPYM.TO's 9.36% yield.


Frequently Asked Questions


YPLT.NEO and HPYM.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YPLT.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YPLT.NEO is cheaper with a 0.40% expense ratio, compared with 0.45% for HPYM.TO.

YPLT.NEO is categorized as Derivative Income, while HPYM.TO is Government Bonds. They also come from different issuers: Purpose and Harvest. Their fees differ too: 0.40% for YPLT.NEO and 0.45% for HPYM.TO.

Portfolio Optimizer

Find the right allocation for YPLT.NEO and HPYM.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer