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

Correlation

The correlation between CNBS and YOLO is 0.91, 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.


-0.50.00.51.00.9

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.

-88.00%-86.00%-84.00%-82.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-88.14%
-86.44%
CNBS
YOLO

Key characteristics

Sharpe Ratio

CNBS:

-0.45

YOLO:

-0.26

Sortino Ratio

CNBS:

-0.32

YOLO:

-0.04

Omega Ratio

CNBS:

0.96

YOLO:

1.00

Calmar Ratio

CNBS:

-0.29

YOLO:

-0.14

Martin Ratio

CNBS:

-0.97

YOLO:

-0.55

Ulcer Index

CNBS:

28.17%

YOLO:

23.49%

Daily Std Dev

CNBS:

60.70%

YOLO:

50.40%

Max Drawdown

CNBS:

-92.98%

YOLO:

-91.71%

Current Drawdown

CNBS:

-92.86%

YOLO:

-91.60%

Returns By Period

In the year-to-date period, CNBS achieves a -33.26% return, which is significantly lower than YOLO's -19.51% return.


CNBS

YTD

-33.26%

1M

-14.67%

6M

-36.53%

1Y

-26.36%

5Y*

-26.17%

10Y*

N/A

YOLO

YTD

-19.51%

1M

-8.49%

6M

-28.20%

1Y

-15.95%

5Y*

-25.14%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CNBS vs. YOLO - Expense Ratio Comparison

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


CNBS
Amplify Seymour Cannabis ETF
Expense ratio chart for CNBS: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for YOLO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CNBS, currently valued at -0.45, compared to the broader market0.002.004.00-0.45-0.26
The chart of Sortino ratio for CNBS, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.0010.00-0.32-0.04
The chart of Omega ratio for CNBS, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.00
The chart of Calmar ratio for CNBS, currently valued at -0.29, compared to the broader market0.005.0010.0015.00-0.29-0.14
The chart of Martin ratio for CNBS, currently valued at -0.97, compared to the broader market0.0020.0040.0060.0080.00100.00-0.97-0.55
CNBS
YOLO

The current CNBS Sharpe Ratio is -0.45, which is lower than the YOLO Sharpe Ratio of -0.26. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
-0.26
CNBS
YOLO

Dividends

CNBS vs. YOLO - Dividend Comparison

CNBS has not paid dividends to shareholders, while YOLO's dividend yield for the trailing twelve months is around 4.01%.


TTM20232022202120202019
CNBS
Amplify Seymour Cannabis ETF
0.00%0.00%0.00%0.00%0.58%0.58%
YOLO
AdvisorShares Pure Cannabis ETF
4.01%1.18%0.56%3.93%2.03%4.52%

Drawdowns

CNBS vs. YOLO - Drawdown Comparison

The maximum CNBS drawdown since its inception was -92.98%, roughly equal to the maximum YOLO drawdown of -91.71%. Use the drawdown chart below to compare losses from any high point for CNBS and YOLO. For additional features, visit the drawdowns tool.


-93.00%-92.00%-91.00%-90.00%-89.00%-88.00%-87.00%JulyAugustSeptemberOctoberNovemberDecember
-92.86%
-91.60%
CNBS
YOLO

Volatility

CNBS vs. YOLO - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 8.71% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 8.21%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.71%
8.21%
CNBS
YOLO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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