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

Correlation

The correlation between CNBS and YOLO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CNBS vs. YOLO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CNBS:

-1.15

YOLO:

-1.20

Sortino Ratio

CNBS:

-2.03

YOLO:

-1.91

Omega Ratio

CNBS:

0.75

YOLO:

0.77

Calmar Ratio

CNBS:

-0.66

YOLO:

-0.55

Martin Ratio

CNBS:

-1.45

YOLO:

-1.37

Ulcer Index

CNBS:

43.37%

YOLO:

38.04%

Daily Std Dev

CNBS:

54.98%

YOLO:

43.15%

Max Drawdown

CNBS:

-95.63%

YOLO:

-94.68%

Current Drawdown

CNBS:

-94.77%

YOLO:

-93.02%

Returns By Period

In the year-to-date period, CNBS achieves a -30.85% return, which is significantly lower than YOLO's -18.65% return.


CNBS

YTD

-30.85%

1M

3.66%

6M

-38.05%

1Y

-62.77%

3Y*

-37.86%

5Y*

-27.79%

10Y*

N/A

YOLO

YTD

-18.65%

1M

11.92%

6M

-26.54%

1Y

-51.48%

3Y*

-33.80%

5Y*

-26.11%

10Y*

N/A

*Annualized

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Amplify Seymour Cannabis ETF

AdvisorShares Pure Cannabis ETF

CNBS vs. YOLO - Expense Ratio Comparison

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


Risk-Adjusted Performance

CNBS vs. YOLO — 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 00
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 11
Martin Ratio Rank

YOLO
The Risk-Adjusted Performance Rank of YOLO is 11
Overall Rank
The Sharpe Ratio Rank of YOLO is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of YOLO is 00
Sortino Ratio Rank
The Omega Ratio Rank of YOLO is 00
Omega Ratio Rank
The Calmar Ratio Rank of YOLO is 11
Calmar Ratio Rank
The Martin Ratio Rank of YOLO is 11
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. YOLO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and AdvisorShares Pure Cannabis ETF (YOLO). 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 -1.15, which is comparable to the YOLO Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of CNBS and YOLO, 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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Dividends

CNBS vs. YOLO - Dividend Comparison

CNBS's dividend yield for the trailing twelve months is around 62.97%, more than YOLO's 3.00% yield.


TTM202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
62.97%43.54%0.00%0.00%0.00%0.58%0.58%
YOLO
AdvisorShares Pure Cannabis ETF
3.00%3.60%1.18%0.56%3.93%2.03%4.52%

Drawdowns

CNBS vs. YOLO - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.63%, roughly equal to the maximum YOLO drawdown of -94.68%. Use the drawdown chart below to compare losses from any high point for CNBS and YOLO. For additional features, visit the drawdowns tool.


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Volatility

CNBS vs. YOLO - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 22.58% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 14.26%. This indicates that CNBS's price experiences larger fluctuations and is considered to be riskier than YOLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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