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AADR vs. YOLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADR vs. YOLO - Performance Comparison

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

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AADR vs. YOLO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AADR
AdvisorShares Dorsey Wright ADR ETF
-3.15%25.63%24.58%18.67%-22.93%6.48%13.13%19.22%
YOLO
AdvisorShares Pure Cannabis ETF
-19.09%36.36%-17.81%-15.10%-72.21%-20.48%47.17%-50.02%

Returns By Period

In the year-to-date period, AADR achieves a -3.15% return, which is significantly higher than YOLO's -19.09% return.


AADR

1D
2.27%
1M
-10.59%
YTD
-3.15%
6M
-3.82%
1Y
13.57%
3Y*
21.61%
5Y*
7.19%
10Y*
9.17%

YOLO

1D
1.52%
1M
-6.64%
YTD
-19.09%
6M
-23.28%
1Y
50.85%
3Y*
-1.62%
5Y*
-34.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AADR vs. YOLO - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than YOLO's 0.75% expense ratio.


Return for Risk

AADR vs. YOLO — Risk / Return Rank

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

AADR
AADR Risk / Return Rank: 2828
Overall Rank
AADR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 2929
Sortino Ratio Rank
AADR Omega Ratio Rank: 2929
Omega Ratio Rank
AADR Calmar Ratio Rank: 2727
Calmar Ratio Rank
AADR Martin Ratio Rank: 2929
Martin Ratio Rank

YOLO
YOLO Risk / Return Rank: 4545
Overall Rank
YOLO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
YOLO Sortino Ratio Rank: 6363
Sortino Ratio Rank
YOLO Omega Ratio Rank: 4949
Omega Ratio Rank
YOLO Calmar Ratio Rank: 4545
Calmar Ratio Rank
YOLO Martin Ratio Rank: 3131
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. YOLO - Risk-Adjusted Trends Comparison

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


AADRYOLODifference

Sharpe ratio

Return per unit of total volatility

0.53

0.71

-0.18

Sortino ratio

Return per unit of downside risk

0.90

1.67

-0.77

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.67

1.24

-0.57

Martin ratio

Return relative to average drawdown

2.46

2.75

-0.29

AADR vs. YOLO - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.53, which is comparable to the YOLO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of AADR and YOLO, 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


AADRYOLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.71

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.66

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.51

+0.94

Correlation

The correlation between AADR and YOLO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AADR vs. YOLO - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.55%, while YOLO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF
0.55%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
YOLO
AdvisorShares Pure Cannabis ETF
0.00%0.00%3.57%1.17%0.55%3.93%2.03%4.52%0.00%0.00%0.00%0.00%

Drawdowns

AADR vs. YOLO - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum YOLO drawdown of -94.68%. Use the drawdown chart below to compare losses from any high point for AADR and YOLO.


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Drawdown Indicators


AADRYOLODifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-94.68%

+49.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-41.09%

+21.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-93.23%

+58.43%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

Current Drawdown

Current decline from peak

-13.96%

-90.54%

+76.58%

Average Drawdown

Average peak-to-trough decline

-9.37%

-68.44%

+59.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

18.46%

-13.24%

Volatility

AADR vs. YOLO - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright ADR ETF (AADR) is 10.04%, while AdvisorShares Pure Cannabis ETF (YOLO) has a volatility of 15.29%. This indicates that AADR experiences smaller price fluctuations and is considered to be less risky than YOLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADRYOLODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

15.29%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

50.82%

-33.33%

Volatility (1Y)

Calculated over the trailing 1-year period

25.50%

71.85%

-46.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

52.54%

-30.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

50.88%

-28.75%