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BEDZ vs. BJK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BEDZ and BJK is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BEDZ vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Hotel ETF (BEDZ) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
19.04%
3.34%
BEDZ
BJK

Key characteristics

Sharpe Ratio

BEDZ:

1.06

BJK:

-0.07

Sortino Ratio

BEDZ:

1.51

BJK:

0.03

Omega Ratio

BEDZ:

1.19

BJK:

1.00

Calmar Ratio

BEDZ:

1.25

BJK:

-0.04

Martin Ratio

BEDZ:

3.56

BJK:

-0.20

Ulcer Index

BEDZ:

5.14%

BJK:

6.88%

Daily Std Dev

BEDZ:

17.31%

BJK:

18.99%

Max Drawdown

BEDZ:

-29.70%

BJK:

-71.12%

Current Drawdown

BEDZ:

-4.10%

BJK:

-24.62%

Returns By Period


BEDZ

YTD

0.00%

1M

-1.84%

6M

19.70%

1Y

18.31%

5Y*

N/A

10Y*

N/A

BJK

YTD

0.00%

1M

-7.10%

6M

4.93%

1Y

-1.39%

5Y*

0.16%

10Y*

2.99%

*Annualized

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BEDZ vs. BJK - Expense Ratio Comparison

BEDZ has a 0.79% expense ratio, which is higher than BJK's 0.66% expense ratio.


Expense ratio chart for BEDZ: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for BJK: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

BEDZ vs. BJK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Hotel ETF (BEDZ) and VanEck Vectors Gaming ETF (BJK). 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.


The chart of Sharpe ratio for BEDZ, currently valued at 1.06, compared to the broader market0.002.004.001.06-0.07
The chart of Sortino ratio for BEDZ, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.510.03
The chart of Omega ratio for BEDZ, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.00
The chart of Calmar ratio for BEDZ, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.25-0.04
The chart of Martin ratio for BEDZ, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56-0.20
BEDZ
BJK

The current BEDZ Sharpe Ratio is 1.06, which is higher than the BJK Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BEDZ and BJK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember
1.06
-0.07
BEDZ
BJK

Dividends

BEDZ vs. BJK - Dividend Comparison

BEDZ has not paid dividends to shareholders, while BJK's dividend yield for the trailing twelve months is around 2.88%.


TTM2023202220212020201920182017201620152014
BEDZ
AdvisorShares Hotel ETF
0.00%1.67%0.21%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BJK
VanEck Vectors Gaming ETF
2.88%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%

Drawdowns

BEDZ vs. BJK - Drawdown Comparison

The maximum BEDZ drawdown since its inception was -29.70%, smaller than the maximum BJK drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for BEDZ and BJK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-4.10%
-24.20%
BEDZ
BJK

Volatility

BEDZ vs. BJK - Volatility Comparison

AdvisorShares Hotel ETF (BEDZ) has a higher volatility of 5.66% compared to VanEck Vectors Gaming ETF (BJK) at 4.98%. This indicates that BEDZ's price experiences larger fluctuations and is considered to be riskier than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember
5.66%
4.98%
BEDZ
BJK