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CNBS vs. MSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNBS vs. MSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Seymour Cannabis ETF (CNBS) and Advisorshares Msos 2x Daily ETF (MSOX). The values are adjusted to include any dividend payments, if applicable.

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CNBS vs. MSOX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CNBS
Amplify Seymour Cannabis ETF
-22.31%15.33%-29.41%-16.11%-32.40%
MSOX
Advisorshares Msos 2x Daily ETF
-52.01%-51.20%-87.32%-39.26%-79.25%

Returns By Period

In the year-to-date period, CNBS achieves a -22.31% return, which is significantly higher than MSOX's -52.01% return.


CNBS

1D
12.22%
1M
-7.19%
YTD
-22.31%
6M
-25.46%
1Y
30.34%
3Y*
-13.76%
5Y*
-38.03%
10Y*

MSOX

1D
25.00%
1M
-21.82%
YTD
-52.01%
6M
-72.26%
1Y
-45.71%
3Y*
-69.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNBS vs. MSOX - Expense Ratio Comparison

CNBS has a 0.75% expense ratio, which is lower than MSOX's 0.95% expense ratio.


Return for Risk

CNBS vs. MSOX — Risk / Return Rank

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

CNBS
CNBS Risk / Return Rank: 3131
Overall Rank
CNBS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CNBS Sortino Ratio Rank: 5151
Sortino Ratio Rank
CNBS Omega Ratio Rank: 4141
Omega Ratio Rank
CNBS Calmar Ratio Rank: 2525
Calmar Ratio Rank
CNBS Martin Ratio Rank: 2020
Martin Ratio Rank

MSOX
MSOX Risk / Return Rank: 1919
Overall Rank
MSOX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MSOX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MSOX Omega Ratio Rank: 3535
Omega Ratio Rank
MSOX Calmar Ratio Rank: 33
Calmar Ratio Rank
MSOX Martin Ratio Rank: 55
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.

CNBS vs. MSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and Advisorshares Msos 2x Daily ETF (MSOX). 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.


CNBSMSOXDifference

Sharpe ratio

Return per unit of total volatility

0.30

-0.21

+0.51

Sortino ratio

Return per unit of downside risk

1.33

1.20

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

0.54

-0.54

+1.08

Martin ratio

Return relative to average drawdown

1.07

-0.91

+1.98

CNBS vs. MSOX - Sharpe Ratio Comparison

The current CNBS Sharpe Ratio is 0.30, which is higher than the MSOX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CNBS and MSOX, 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


CNBSMSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

-0.21

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

-0.47

+0.01

Correlation

The correlation between CNBS and MSOX is 0.92, 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.


Dividends

CNBS vs. MSOX - Dividend Comparison

Neither CNBS nor MSOX has paid dividends to shareholders.


TTM2025202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
0.00%0.00%43.54%0.00%0.00%0.00%0.58%0.58%
MSOX
Advisorshares Msos 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNBS vs. MSOX - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.71%, roughly equal to the maximum MSOX drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for CNBS and MSOX.


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Drawdown Indicators


CNBSMSOXDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-99.75%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-51.25%

-84.89%

+33.64%

Max Drawdown (5Y)

Largest decline over 5 years

-94.21%

Current Drawdown

Current decline from peak

-93.23%

-99.68%

+6.45%

Average Drawdown

Average peak-to-trough decline

-70.73%

-88.32%

+17.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.80%

50.00%

-24.20%

Volatility

CNBS vs. MSOX - Volatility Comparison

The current volatility for Amplify Seymour Cannabis ETF (CNBS) is 21.94%, while Advisorshares Msos 2x Daily ETF (MSOX) has a volatility of 44.06%. This indicates that CNBS experiences smaller price fluctuations and is considered to be less risky than MSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNBSMSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.94%

44.06%

-22.12%

Volatility (6M)

Calculated over the trailing 6-month period

75.89%

154.20%

-78.31%

Volatility (1Y)

Calculated over the trailing 1-year period

101.69%

213.51%

-111.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.85%

167.02%

-104.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.38%

167.02%

-106.64%