CRLBF vs. MSOS

Last updated Aug 1, 2026

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 -42.98%/yr vs -34.67%/yr for MSOS. Their 0.79 correlation means they have sometimes moved together and sometimes differently.

Performance

CRLBF vs. MSOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cresco Labs Inc (CRLBF) and AdvisorShares Pure US Cannabis ETF (MSOS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRLBF achieves a -47.84% return, which is significantly lower than MSOS's -10.38% return.

CRLBF

• 1D: -4.65%
• 1M: -21.74%
• 6M: -38.31%
• YTD: -47.84%
• 1Y: 3.48%
• 3Y*: -26.11%
• 5Y*: -42.98%
• 10Y*: —
• ALL TIME*: -24.10%

MSOS

• 1D: 0.48%
• 1M: -13.50%
• 6M: 4.96%
• YTD: -10.38%
• 1Y: 37.34%
• 3Y*: -8.60%
• 5Y*: -34.67%
• 10Y*: —
• ALL TIME*: -26.03%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CRLBF Cresco Labs Inc	$285.67K	$292.41K	$486.63K
MSOS AdvisorShares Pure US Cannabis ETF	$13.98M	$19.49M	$31.09M

CRLBF vs. MSOS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CRLBF Cresco Labs Inc	-47.84%	34.61%	-32.61%	-24.68%	-73.01%	-32.39%	54.38%
MSOS AdvisorShares Pure US Cannabis ETF	-10.38%	23.88%	-45.65%	0.29%	-72.68%	-29.69%	44.84%

Correlation

The correlation between CRLBF and MSOS is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer 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 shifts across timeframes, from 0.79 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

CRLBF vs. MSOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRLBF

CRLBF Risk / Return Rank: 54
CRLBF Sharpe Ratio Rank: 47
CRLBF Sortino Ratio Rank: 66
CRLBF Omega Ratio Rank: 63
CRLBF Calmar Ratio Rank: 48
CRLBF Martin Ratio Rank: 47

MSOS

MSOS Risk / Return Rank: 31
MSOS Sharpe Ratio Rank: 21
MSOS Sortino Ratio Rank: 42
MSOS Omega Ratio Rank: 38
MSOS Calmar Ratio Rank: 29
MSOS Martin Ratio Rank: 23

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	0.06	0.45	-0.39
Sortino ratio: Return per unit of downside risk	1.32	1.55	-0.23
Omega ratio: Gain probability vs. loss probability	1.15	1.18	-0.03
Calmar ratio: Return relative to maximum drawdown	0.12	0.94	-0.82
Martin ratio: Return relative to average drawdown	0.19	1.64	-1.45

CRLBF vs. MSOS - Sharpe Ratio Comparison

The current CRLBF Sharpe Ratio is 0.06, which is lower than the MSOS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CRLBF and MSOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	CRLBF	MSOS	Difference
Max Drawdown Largest peak-to-trough decline	-97.45%	-96.25%	-1.20%
Max Drawdown (1Y) Largest decline over 1 year	-66.72%	-52.91%	-13.81%
Max Drawdown (3Y) Largest decline over 3 years	-83.90%	-81.71%	-2.19%
Max Drawdown (5Y) Largest decline over 5 years	-96.18%	-94.45%	-1.73%
Current Drawdown Current decline from peak	-96.20%	-92.29%	-3.91%
Average Drawdown Average peak-to-trough decline	-68.15%	-72.23%	+4.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.47%	30.20%	+12.27%

Volatility

CRLBF vs. MSOS - Volatility Comparison

Cresco Labs Inc (CRLBF) has a higher volatility of 15.21% compared to AdvisorShares Pure US Cannabis ETF (MSOS) at 13.19%. This indicates that CRLBF's price experiences larger fluctuations and is considered to be riskier than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRLBF	MSOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.21%	13.19%	+2.02%
Volatility (6M) Calculated over the trailing 6-month period	67.50%	56.27%	+11.23%
Volatility (1Y) Calculated over the trailing 1-year period	146.64%	111.22%	+35.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.44%	78.34%	+20.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.85%	73.62%	+15.23%

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

Can I hold both CRLBF and MSOS in my portfolio?

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.

Which is riskier, CRLBF or MSOS?

CRLBF has higher volatility (15.21%) compared to MSOS (13.19%). In terms of maximum drawdown, CRLBF dropped -97.45% vs MSOS's -96.25%.

Which has better risk-adjusted returns?

MSOS currently has the higher Sharpe Ratio (0.45 vs 0.06), 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.