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CNBS vs. WEEK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNBS vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Seymour Cannabis ETF (CNBS) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNBS achieves a 4.70% return, which is significantly higher than WEEK's 1.43% return.


CNBS

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

WEEK

1D
-0.01%
1M
0.26%
YTD
1.43%
6M
1.74%
1Y
3.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNBS vs. WEEK - Yearly Performance Comparison


2026 (YTD)2025
CNBS
Amplify Seymour Cannabis ETF
4.70%53.72%
WEEK
Roundhill Weekly T-Bill ETF
1.43%3.37%

Correlation

The correlation between CNBS and WEEK is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

-0.13

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Return for Risk

CNBS vs. WEEK — Risk / Return Rank

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

CNBS
CNBS Risk / Return Rank: 3333
Overall Rank
CNBS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CNBS Sortino Ratio Rank: 4040
Sortino Ratio Rank
CNBS Omega Ratio Rank: 3737
Omega Ratio Rank
CNBS Calmar Ratio Rank: 3737
Calmar Ratio Rank
CNBS Martin Ratio Rank: 2525
Martin Ratio Rank

WEEK
WEEK Risk / Return Rank: 9999
Overall Rank
WEEK Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WEEK Sortino Ratio Rank: 9999
Sortino Ratio Rank
WEEK Omega Ratio Rank: 9999
Omega Ratio Rank
WEEK Calmar Ratio Rank: 9999
Calmar Ratio Rank
WEEK Martin Ratio Rank: 9999
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. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and Roundhill Weekly T-Bill ETF (WEEK). 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.


CNBSWEEKDifference
Sharpe ratioReturn per unit of total volatility

-8.38

Sortino ratioReturn per unit of downside risk

-17.05

Omega ratioGain probability vs. loss probability

1.24

4.61

-3.37

Calmar ratioReturn relative to maximum drawdown

1.80

29.41

-27.61

Martin ratioReturn relative to average drawdown

3.30

262.85

-259.55

CNBS vs. WEEK - Sharpe Ratio Comparison

The current CNBS Sharpe Ratio is 0.88, which is lower than the WEEK Sharpe Ratio of 9.26. The chart below compares the historical Sharpe Ratios of CNBS and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNBSWEEKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

9.26

-8.38

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

9.99

-10.39

Drawdowns

CNBS vs. WEEK - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.71%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for CNBS and WEEK.


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Drawdown Indicators


CNBSWEEKDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-0.13%

-95.58%

Max Drawdown (1Y)

Largest decline over 1 year

-51.25%

-0.13%

-51.12%

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%

-0.01%

-90.87%

Average Drawdown

Average peak-to-trough decline

-71.27%

-0.01%

-71.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.83%

0.01%

+27.82%

Volatility

CNBS vs. WEEK - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 18.65% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.08%. This indicates that CNBS's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNBSWEEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

0.08%

+18.57%

Volatility (6M)

Calculated over the trailing 6-month period

76.84%

0.25%

+76.59%

Volatility (1Y)

Calculated over the trailing 1-year period

105.28%

0.41%

+104.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.80%

0.39%

+64.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.37%

0.39%

+60.98%

CNBS vs. WEEK - Expense Ratio Comparison

CNBS has a 0.75% expense ratio, which is higher than WEEK's 0.19% expense ratio.


Dividends

CNBS vs. WEEK - Dividend Comparison

CNBS has not paid dividends to shareholders, while WEEK's dividend yield for the trailing twelve months is around 3.72%.


PositionTTM2025202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
0.00%0.00%43.54%0.00%0.00%0.00%0.58%0.58%
WEEK
Roundhill Weekly T-Bill ETF
3.72%3.27%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNBS and WEEK have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNBS has higher volatility (18.65%) compared to WEEK (0.08%). In terms of maximum drawdown, CNBS dropped -95.71% vs WEEK's -0.13%.

On 1-year performance, CNBS leads with 91.63% vs 3.80% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CNBS has performed better with a 91.63% return vs 3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WEEK is cheaper with a 0.19% expense ratio, compared with 0.75% for CNBS.

WEEK has the higher dividend yield at 3.72%, compared with 0.00% for CNBS.

CNBS is categorized as Cannabis, while WEEK is Ultrashort Bond. They also come from different issuers: Amplify and Roundhill. Their fees differ too: 0.75% for CNBS and 0.19% for WEEK.

WEEK currently has the higher Sharpe Ratio (9.26 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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