CNBS vs. MJUS

Last updated Jun 5, 2026

CNBS (Amplify Seymour Cannabis ETF) and MJUS (ETFMG U.S. Alternative Harvest ETF) are both Cannabis funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

CNBS vs. MJUS - Performance Comparison

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

Returns By Period

CNBS

• 1D: 6.54%
• 1M: 0.77%
• YTD: 4.70%
• 6M: 26.27%
• 1Y: 91.63%
• 3Y*: -0.72%
• 5Y*: -32.48%
• 10Y*: —

MJUS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CNBS vs. MJUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CNBS Amplify Seymour Cannabis ETF	4.70%	15.33%	-29.41%	-16.11%	-63.98%	-38.05%
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	27.88%	-17.41%	-66.89%	-39.41%

Correlation

The correlation between CNBS and MJUS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since May 14, 2021	0.53

The correlation between CNBS and MJUS shifts across timeframes, from 0.29 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

CNBS vs. MJUS - Sectors Allocation Comparison

Sectors	CNBS	MJUS
Healthcare	63.1%	14.1%
Real Estate	13.8%	1.6%
Technology	10.7%	3.6%
Consumer Defensive	7.0%	-
Consumer Cyclical	3.4%	0.8%
Financial Services	1.9%	4.7%
Industrials	0.1%	-
Basic Materials	-	-
Communication Services	-	-
Energy	-	-
Utilities	-	-

Return for Risk

CNBS vs. MJUS — Risk / Return Rank

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

CNBS

CNBS Risk / Return Rank: 33
CNBS Sharpe Ratio Rank: 25
CNBS Sortino Ratio Rank: 40
CNBS Omega Ratio Rank: 37
CNBS Calmar Ratio Rank: 37
CNBS Martin Ratio Rank: 25

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.

CNBS vs. MJUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) 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.

	CNBS	MJUS	Difference
Sharpe ratio: Return per unit of total volatility	0.88	—	—
Sortino ratio: Return per unit of downside risk	2.02	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.80	—	—
Martin ratio: Return relative to average drawdown	3.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CNBS	MJUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	—	—

Drawdowns

Drawdown Indicators

	CNBS	MJUS	Difference
Max Drawdown Largest peak-to-trough decline	-95.71%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-51.25%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-73.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-93.58%	—	—
Current Drawdown Current decline from peak	-90.88%	—	—
Average Drawdown Average peak-to-trough decline	-71.27%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	27.83%	—	—

Volatility

Volatility by Period

	CNBS	MJUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	76.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	105.28%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.80%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.37%	—	—

CNBS vs. MJUS - Expense Ratio Comparison

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

Dividends

CNBS vs. MJUS - Dividend Comparison

Neither CNBS nor MJUS has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CNBS Amplify Seymour Cannabis ETF	0.00%	0.00%	43.54%	0.00%	0.00%	0.00%	0.58%	0.58%
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CNBS and MJUS in my portfolio?

CNBS and MJUS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CNBS or MJUS?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CNBS or MJUS?

CNBS and MJUS have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, CNBS or MJUS?

CNBS and MJUS have nearly identical dividend yields, around 0.00%.

What is the main difference between CNBS and MJUS?

They also come from different issuers: Amplify and ETFMG.