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AADR vs. MSOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADR vs. MSOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and AdvisorShares Pure US Cannabis ETF (MSOS). The values are adjusted to include any dividend payments, if applicable.

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AADR vs. MSOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AADR
AdvisorShares Dorsey Wright ADR ETF
-5.30%25.63%24.58%18.67%-22.93%6.48%6.51%
MSOS
AdvisorShares Pure US Cannabis ETF
-24.79%23.88%-45.65%0.29%-72.68%-29.69%47.95%

Returns By Period

In the year-to-date period, AADR achieves a -5.30% return, which is significantly higher than MSOS's -24.79% return.


AADR

1D
4.25%
1M
-13.57%
YTD
-5.30%
6M
-5.74%
1Y
10.34%
3Y*
20.70%
5Y*
6.71%
10Y*
8.92%

MSOS

1D
12.70%
1M
-8.51%
YTD
-24.79%
6M
-25.89%
1Y
36.02%
3Y*
-14.55%
5Y*
-39.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AADR vs. MSOS - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than MSOS's 0.74% expense ratio.


Return for Risk

AADR vs. MSOS — Risk / Return Rank

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

AADR
AADR Risk / Return Rank: 2626
Overall Rank
AADR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2727
Sortino Ratio Rank
AADR Omega Ratio Rank: 2626
Omega Ratio Rank
AADR Calmar Ratio Rank: 2424
Calmar Ratio Rank
AADR Martin Ratio Rank: 2626
Martin Ratio Rank

MSOS
MSOS Risk / Return Rank: 3535
Overall Rank
MSOS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MSOS Sortino Ratio Rank: 5757
Sortino Ratio Rank
MSOS Omega Ratio Rank: 4343
Omega Ratio Rank
MSOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MSOS Martin Ratio Rank: 2222
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.

AADR vs. MSOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and AdvisorShares Pure US Cannabis ETF (MSOS). 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.


AADRMSOSDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.33

+0.08

Sortino ratio

Return per unit of downside risk

0.73

1.42

-0.68

Omega ratio

Gain probability vs. loss probability

1.10

1.16

-0.06

Calmar ratio

Return relative to maximum drawdown

0.50

0.66

-0.17

Martin ratio

Return relative to average drawdown

1.86

1.32

+0.54

AADR vs. MSOS - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.41, which is comparable to the MSOS Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of AADR and MSOS, 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


AADRMSOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.33

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.52

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.40

+0.83

Correlation

The correlation between AADR and MSOS is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AADR vs. MSOS - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.56%, while MSOS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF
0.56%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.00%0.27%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AADR vs. MSOS - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum MSOS drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for AADR and MSOS.


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Drawdown Indicators


AADRMSOSDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-96.25%

+51.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-52.91%

+33.61%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-95.26%

+60.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

Current Drawdown

Current decline from peak

-15.87%

-93.53%

+77.66%

Average Drawdown

Average peak-to-trough decline

-9.37%

-71.08%

+61.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

26.44%

-21.29%

Volatility

AADR vs. MSOS - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright ADR ETF (AADR) is 11.01%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 22.69%. This indicates that AADR experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADRMSOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

22.69%

-11.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

79.95%

-62.61%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

109.99%

-84.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

75.80%

-54.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

73.16%

-51.03%