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CRLBF vs. MSOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CRLBF vs. MSOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRLBF
Cresco Labs Inc
-29.27%34.61%-32.61%-24.68%-73.01%-32.39%61.46%
MSOS
AdvisorShares Pure US Cannabis ETF
-24.79%23.88%-45.65%0.29%-72.68%-29.69%47.95%

Returns By Period

In the year-to-date period, CRLBF achieves a -29.27% return, which is significantly lower than MSOS's -24.79% return.


CRLBF

1D
11.54%
1M
-12.12%
YTD
-29.27%
6M
-34.29%
1Y
20.00%
3Y*
-17.51%
5Y*
-41.76%
10Y*

MSOS

1D
12.70%
1M
-8.51%
YTD
-24.79%
6M
-25.89%
1Y
36.02%
3Y*
-14.55%
5Y*
-39.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CRLBF vs. MSOS — Risk / Return Rank

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

CRLBF
CRLBF Risk / Return Rank: 5353
Overall Rank
CRLBF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CRLBF Sortino Ratio Rank: 6767
Sortino Ratio Rank
CRLBF Omega Ratio Rank: 6262
Omega Ratio Rank
CRLBF Calmar Ratio Rank: 4646
Calmar Ratio Rank
CRLBF Martin Ratio Rank: 4444
Martin Ratio Rank

MSOS
MSOS Risk / Return Rank: 3535
Overall Rank
MSOS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MSOS Sortino Ratio Rank: 5757
Sortino Ratio Rank
MSOS Omega Ratio Rank: 4343
Omega Ratio Rank
MSOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MSOS Martin Ratio Rank: 2222
Martin Ratio Rank
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.

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.


CRLBFMSOSDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.33

-0.19

Sortino ratio

Return per unit of downside risk

1.47

1.42

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.19

0.66

-0.47

Martin ratio

Return relative to average drawdown

0.33

1.32

-0.99

CRLBF vs. MSOS - Sharpe Ratio Comparison

The current CRLBF Sharpe Ratio is 0.14, which is lower than the MSOS Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CRLBF and MSOS, 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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Sharpe Ratios by Period


CRLBFMSOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.33

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.52

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.40

+0.16

Correlation

The correlation between CRLBF and MSOS is 0.78, 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.


Dividends

CRLBF vs. MSOS - Dividend Comparison

Neither CRLBF nor MSOS has paid dividends to shareholders.


TTM20252024202320222021
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%

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


CRLBFMSOSDifference

Max Drawdown

Largest peak-to-trough decline

-97.45%

-96.25%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-59.29%

-52.91%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-96.80%

-95.26%

-1.54%

Current Drawdown

Current decline from peak

-94.85%

-93.53%

-1.32%

Average Drawdown

Average peak-to-trough decline

-66.96%

-71.08%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.02%

26.44%

+8.58%

Volatility

CRLBF vs. MSOS - Volatility Comparison

Cresco Labs Inc (CRLBF) has a higher volatility of 29.22% compared to AdvisorShares Pure US Cannabis ETF (MSOS) at 22.69%. 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.


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Volatility by Period


CRLBFMSOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.22%

22.69%

+6.53%

Volatility (6M)

Calculated over the trailing 6-month period

106.72%

79.95%

+26.77%

Volatility (1Y)

Calculated over the trailing 1-year period

147.36%

109.99%

+37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.85%

75.80%

+20.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.52%

73.16%

+15.36%