CNBS vs. YOLO

Last updated Jun 3, 2026

CNBS (Amplify Seymour Cannabis ETF) and YOLO (AdvisorShares Pure Cannabis ETF) are both Cannabis funds. Both are actively managed. Over the past 5 years, CNBS returned -32.81%/yr vs -30.84%/yr for YOLO. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

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.

Returns By Period

In the year-to-date period, CNBS achieves a 2.96% return, which is significantly higher than YOLO's -6.36% return.

CNBS

• 1D: -1.14%
• 1M: 0.38%
• YTD: 2.96%
• 6M: 31.51%
• 1Y: 84.29%
• 3Y*: -1.67%
• 5Y*: -32.81%
• 10Y*: —

YOLO

• 1D: -0.64%
• 1M: -2.94%
• YTD: -6.36%
• 6M: 6.55%
• 1Y: 60.94%
• 3Y*: 7.40%
• 5Y*: -30.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CNBS vs. YOLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CNBS Amplify Seymour Cannabis ETF	2.96%	15.33%	-29.41%	-16.11%	-63.98%	-19.02%	31.94%	-44.97%
YOLO AdvisorShares Pure Cannabis ETF	-6.36%	36.36%	-17.81%	-15.10%	-72.21%	-20.48%	47.17%	-38.98%

Correlation

The correlation between CNBS and YOLO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019	0.89

The correlation between CNBS and YOLO has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

CNBS vs. YOLO - Sectors Allocation Comparison

Sectors	CNBS	YOLO
Healthcare	63.1%	24.3%
Real Estate	13.8%	0.7%
Technology	10.7%	-
Consumer Defensive	7.0%	13.4%
Consumer Cyclical	3.4%	0.9%
Financial Services	1.9%	61.5%
Industrials	0.1%	-
Basic Materials	-	-
Communication Services	-	-
Energy	-	-
Utilities	-	-

Return for Risk

CNBS vs. YOLO — Risk / Return Rank

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

CNBS

CNBS Risk / Return Rank: 30
CNBS Sharpe Ratio Rank: 23
CNBS Sortino Ratio Rank: 37
CNBS Omega Ratio Rank: 35
CNBS Calmar Ratio Rank: 32
CNBS Martin Ratio Rank: 22

YOLO

YOLO Risk / Return Rank: 28
YOLO Sharpe Ratio Rank: 24
YOLO Sortino Ratio Rank: 34
YOLO Omega Ratio Rank: 32
YOLO Calmar Ratio Rank: 29
YOLO Martin Ratio Rank: 21

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. YOLO - Risk-Adjusted Trends 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.

	CNBS	YOLO	Difference
Sharpe ratio Return per unit of total volatility	0.81	0.82	-0.02
Sortino ratio Return per unit of downside risk	1.95	1.81	+0.14
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.02
Calmar ratio Return relative to maximum drawdown	1.61	1.42	+0.19
Martin ratio Return relative to average drawdown	2.97	2.69	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNBS vs. YOLO - Sharpe Ratio Comparison

The current CNBS Sharpe Ratio is 0.81, which is comparable to the YOLO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CNBS and YOLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CNBS	YOLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	0.82	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.51	-0.58	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.40	-0.46	+0.07

Drawdowns

CNBS vs. YOLO - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.71%, 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.

Drawdown Indicators

	CNBS	YOLO	Difference
Max Drawdown Largest peak-to-trough decline	-95.71%	-94.68%	-1.03%
Max Drawdown (1Y) Largest decline over 1 year	-51.25%	-41.09%	-10.16%
Max Drawdown (3Y) Largest decline over 3 years	-73.41%	-66.45%	-6.96%
Max Drawdown (5Y) Largest decline over 5 years	-93.58%	-92.47%	-1.11%
Current Drawdown Current decline from peak	-91.03%	-89.05%	-1.98%
Average Drawdown Average peak-to-trough decline	-71.25%	-68.93%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.74%	21.75%	+5.99%

Volatility

CNBS vs. YOLO - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 17.44% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 11.95%. 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.

Volatility by Period

	CNBS	YOLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.44%	11.95%	+5.49%
Volatility (6M) Calculated over the trailing 6-month period	76.94%	52.24%	+24.70%
Volatility (1Y) Calculated over the trailing 1-year period	105.00%	74.34%	+30.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.70%	53.58%	+11.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.33%	51.33%	+10.00%

CNBS vs. YOLO - Expense Ratio Comparison

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

Dividends

CNBS vs. YOLO - Dividend Comparison

Neither CNBS nor YOLO has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CNBS Amplify Seymour Cannabis ETF	0.00%	0.00%	43.54%	0.00%	0.00%	0.00%	0.58%	0.58%
YOLO AdvisorShares Pure Cannabis ETF	0.00%	0.00%	3.57%	1.17%	0.55%	3.93%	2.03%	4.52%

Frequently Asked Questions

Can I hold both CNBS and YOLO in my portfolio?

CNBS and YOLO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CNBS or YOLO?

CNBS has higher volatility (17.44%) compared to YOLO (11.95%). In terms of maximum drawdown, CNBS dropped -95.71% vs YOLO's -94.68%.

Which ETF is better, CNBS or YOLO?

On 5-year performance, YOLO leads with -30.84% vs -32.81% for CNBS. Both ETFs have the same 0.75% expense ratio. On volatility, YOLO has been the lower-risk option at 11.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CNBS or YOLO?

Over the 5-year period, YOLO has performed better with a -30.84% return vs -32.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CNBS or YOLO?

CNBS and YOLO have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, CNBS or YOLO?

CNBS and YOLO have nearly identical dividend yields, around 0.00%.

What is the main difference between CNBS and YOLO?

They also come from different issuers: Amplify and AdvisorShares.

Which has better risk-adjusted returns?

YOLO currently has the higher Sharpe Ratio (0.82 vs 0.81), 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.