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CNBS vs. MSOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNBS and MSOS is 0.32, 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.


Performance

CNBS vs. MSOS - Performance Comparison

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

-90.00%-85.00%-80.00%-75.00%-70.00%December2025FebruaryMarchAprilMay
-81.92%
-88.85%
CNBS
MSOS

Key characteristics

Sharpe Ratio

CNBS:

-1.08

MSOS:

-0.94

Sortino Ratio

CNBS:

-1.87

MSOS:

-1.70

Omega Ratio

CNBS:

0.77

MSOS:

0.79

Calmar Ratio

CNBS:

-0.63

MSOS:

-0.74

Martin Ratio

CNBS:

-1.43

MSOS:

-1.42

Ulcer Index

CNBS:

42.07%

MSOS:

49.72%

Daily Std Dev

CNBS:

54.54%

MSOS:

74.13%

Max Drawdown

CNBS:

-95.63%

MSOS:

-96.20%

Current Drawdown

CNBS:

-94.45%

MSOS:

-95.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with CNBS having a -26.55% return and MSOS slightly lower at -27.82%.


CNBS

YTD

-26.55%

1M

27.14%

6M

-37.96%

1Y

-58.53%

5Y*

-25.66%

10Y*

N/A

MSOS

YTD

-27.82%

1M

31.58%

6M

-47.32%

1Y

-69.31%

5Y*

N/A

10Y*

N/A

*Annualized

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CNBS vs. MSOS - Expense Ratio Comparison

CNBS has a 0.75% expense ratio, which is higher than MSOS's 0.74% expense ratio.


Risk-Adjusted Performance

CNBS vs. MSOS — Risk-Adjusted Performance Rank

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

CNBS
The Risk-Adjusted Performance Rank of CNBS is 11
Overall Rank
The Sharpe Ratio Rank of CNBS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of CNBS is 00
Sortino Ratio Rank
The Omega Ratio Rank of CNBS is 00
Omega Ratio Rank
The Calmar Ratio Rank of CNBS is 11
Calmar Ratio Rank
The Martin Ratio Rank of CNBS is 22
Martin Ratio Rank

MSOS
The Risk-Adjusted Performance Rank of MSOS is 11
Overall Rank
The Sharpe Ratio Rank of MSOS is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOS is 00
Sortino Ratio Rank
The Omega Ratio Rank of MSOS is 00
Omega Ratio Rank
The Calmar Ratio Rank of MSOS is 00
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNBS vs. MSOS - Risk-Adjusted Performance Comparison

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


The current CNBS Sharpe Ratio is -1.08, which is comparable to the MSOS Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of CNBS 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.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.20December2025FebruaryMarchAprilMay
-1.08
-0.94
CNBS
MSOS

Dividends

CNBS vs. MSOS - Dividend Comparison

CNBS's dividend yield for the trailing twelve months is around 59.30%, while MSOS has not paid dividends to shareholders.


TTM202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
59.30%43.56%0.00%0.00%0.00%0.58%0.58%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%0.00%0.00%

Drawdowns

CNBS vs. MSOS - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.63%, roughly equal to the maximum MSOS drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for CNBS and MSOS. For additional features, visit the drawdowns tool.


-96.00%-95.00%-94.00%-93.00%-92.00%-91.00%December2025FebruaryMarchAprilMay
-94.45%
-95.00%
CNBS
MSOS

Volatility

CNBS vs. MSOS - Volatility Comparison

The current volatility for Amplify Seymour Cannabis ETF (CNBS) is 21.62%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 28.58%. This indicates that CNBS 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.


10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
21.62%
28.58%
CNBS
MSOS