CRLBF vs. MSOS
CRLBF (Cresco Labs Inc) is a stock, while MSOS (AdvisorShares Pure US Cannabis ETF) is Small Cap Blend Equities fund actively managed by AdvisorShares. Over the past 5 years, CRLBF returned -41.03%/yr vs -34.53%/yr for MSOS. A 0.79 correlation means they provide meaningful diversification when combined.
Performance
CRLBF vs. MSOS - Performance Comparison
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Returns By Period
In the year-to-date period, CRLBF achieves a -37.40% return, which is significantly lower than MSOS's -0.85% return.
CRLBF
- 1D
- -4.94%
- 1M
- -10.48%
- YTD
- -37.40%
- 6M
- -34.36%
- 1Y
- 78.41%
- 3Y*
- -21.63%
- 5Y*
- -41.03%
- 10Y*
- —
MSOS
- 1D
- -6.21%
- 1M
- 5.64%
- YTD
- -0.85%
- 6M
- 3.08%
- 1Y
- 120.75%
- 3Y*
- -5.30%
- 5Y*
- -34.53%
- 10Y*
- —
CRLBF vs. MSOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRLBF Cresco Labs Inc | -37.40% | 34.61% | -32.61% | -24.68% | -73.01% | -32.39% | 54.38% |
MSOS AdvisorShares Pure US Cannabis ETF | -0.85% | 23.88% | -45.65% | 0.29% | -72.68% | -29.69% | 44.84% |
Correlation
The correlation between CRLBF and MSOS is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2020 | 0.79 |
The correlation between CRLBF and MSOS has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.
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Return for Risk
CRLBF vs. MSOS — Risk / Return Rank
CRLBF
MSOS
CRLBF vs. MSOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cresco Labs Inc (CRLBF) and AdvisorShares Pure US Cannabis ETF (MSOS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRLBF | MSOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.30 | -0.98 |
| Martin ratioReturn relative to average drawdown | 2.10 | 4.30 | -2.20 |
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Drawdowns
CRLBF vs. MSOS - Drawdown Comparison
The maximum CRLBF drawdown since its inception was -97.45%, roughly equal to the maximum MSOS drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for CRLBF and MSOS.
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Drawdown Indicators
| CRLBF | MSOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.45% | -96.25% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -59.81% | -52.91% | -6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -83.90% | -81.71% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -96.28% | -94.95% | -1.33% |
Current DrawdownCurrent decline from peak | -95.44% | -91.47% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -67.74% | -71.85% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.45% | 28.19% | +9.26% |
Volatility
CRLBF vs. MSOS - Volatility Comparison
The current volatility for Cresco Labs Inc (CRLBF) is 18.20%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 21.75%. This indicates that CRLBF experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRLBF | MSOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.20% | 21.75% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 84.29% | 65.49% | +18.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 150.14% | 113.00% | +37.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 98.30% | 78.15% | +20.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.27% | 74.01% | +15.26% |
Dividends
CRLBF vs. MSOS - Dividend Comparison
Neither CRLBF nor MSOS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRLBF Cresco Labs Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSOS AdvisorShares Pure US Cannabis ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.27% |
Frequently Asked Questions
CRLBF and MSOS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSOS has higher volatility (21.75%) compared to CRLBF (18.20%). In terms of maximum drawdown, CRLBF dropped -97.45% vs MSOS's -96.25%.
MSOS currently has the higher Sharpe Ratio (1.08 vs 0.53), 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.
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