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AWAY vs. MJUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWAY vs. MJUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Travel Tech ETF (AWAY) and ETFMG U.S. Alternative Harvest ETF (MJUS). The values are adjusted to include any dividend payments, if applicable.

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AWAY vs. MJUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AWAY
ETFMG Travel Tech ETF
-22.39%-3.36%10.44%17.94%-32.25%-11.77%
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%

Returns By Period


AWAY

1D
3.74%
1M
-6.02%
YTD
-22.39%
6M
-27.78%
1Y
-18.95%
3Y*
-2.35%
5Y*
-12.67%
10Y*

MJUS

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

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AWAY vs. MJUS - Expense Ratio Comparison

Both AWAY and MJUS have an expense ratio of 0.75%.


Return for Risk

AWAY vs. MJUS — Risk / Return Rank

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

AWAY
AWAY Risk / Return Rank: 22
Overall Rank
AWAY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AWAY Sortino Ratio Rank: 22
Sortino Ratio Rank
AWAY Omega Ratio Rank: 22
Omega Ratio Rank
AWAY Calmar Ratio Rank: 33
Calmar Ratio Rank
AWAY Martin Ratio Rank: 11
Martin Ratio Rank

MJUS
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.

AWAY vs. MJUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) and ETFMG U.S. Alternative Harvest ETF (MJUS). 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.


AWAYMJUSDifference

Sharpe ratio

Return per unit of total volatility

-0.76

Sortino ratio

Return per unit of downside risk

-0.96

Omega ratio

Gain probability vs. loss probability

0.87

Calmar ratio

Return relative to maximum drawdown

-0.60

Martin ratio

Return relative to average drawdown

-1.58

AWAY vs. MJUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AWAYMJUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

Correlation

The correlation between AWAY and MJUS is 0.35, 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

AWAY vs. MJUS - Dividend Comparison

Neither AWAY nor MJUS has paid dividends to shareholders.


TTM202520242023202220212020
AWAY
ETFMG Travel Tech ETF
0.00%0.00%0.28%0.00%0.00%0.00%0.04%
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AWAY vs. MJUS - Drawdown Comparison


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Drawdown Indicators


AWAYMJUSDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

Max Drawdown (5Y)

Largest decline over 5 years

-53.16%

Current Drawdown

Current decline from peak

-53.18%

Average Drawdown

Average peak-to-trough decline

-35.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.41%

Volatility

AWAY vs. MJUS - Volatility Comparison


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Volatility by Period


AWAYMJUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%