PortfoliosLab logo
CURLF vs. MSOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CURLF and MSOS is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CURLF vs. MSOS - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CURLF:

-0.98

MSOS:

-0.96

Sortino Ratio

CURLF:

-2.26

MSOS:

-1.72

Omega Ratio

CURLF:

0.73

MSOS:

0.79

Calmar Ratio

CURLF:

-0.88

MSOS:

-0.74

Martin Ratio

CURLF:

-1.36

MSOS:

-1.41

Ulcer Index

CURLF:

61.79%

MSOS:

50.36%

Daily Std Dev

CURLF:

86.06%

MSOS:

74.31%

Max Drawdown

CURLF:

-95.91%

MSOS:

-96.20%

Current Drawdown

CURLF:

-95.14%

MSOS:

-95.10%

Returns By Period

In the year-to-date period, CURLF achieves a -43.98% return, which is significantly lower than MSOS's -29.13% return.


CURLF

YTD

-43.98%

1M

9.24%

6M

-57.16%

1Y

-84.39%

5Y*

-30.34%

10Y*

N/A

MSOS

YTD

-29.13%

1M

21.08%

6M

-42.80%

1Y

-71.46%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CURLF vs. MSOS — Risk-Adjusted Performance Rank

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

CURLF
The Risk-Adjusted Performance Rank of CURLF is 44
Overall Rank
The Sharpe Ratio Rank of CURLF is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CURLF is 11
Sortino Ratio Rank
The Omega Ratio Rank of CURLF is 22
Omega Ratio Rank
The Calmar Ratio Rank of CURLF is 33
Calmar Ratio Rank
The Martin Ratio Rank of CURLF is 1010
Martin Ratio Rank

MSOS
The Risk-Adjusted Performance Rank of MSOS is 00
Overall Rank
The Sharpe Ratio Rank of MSOS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOS is 00
Sortino Ratio Rank
The Omega Ratio Rank of MSOS is 00
Omega Ratio Rank
The Calmar Ratio Rank of MSOS is 00
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CURLF vs. MSOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Curaleaf Holdings, Inc. (CURLF) 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.


The current CURLF Sharpe Ratio is -0.98, which is comparable to the MSOS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of CURLF 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.


Loading data...

Dividends

CURLF vs. MSOS - Dividend Comparison

Neither CURLF nor MSOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CURLF vs. MSOS - Drawdown Comparison

The maximum CURLF drawdown since its inception was -95.91%, roughly equal to the maximum MSOS drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for CURLF and MSOS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CURLF vs. MSOS - Volatility Comparison

Curaleaf Holdings, Inc. (CURLF) has a higher volatility of 34.75% compared to AdvisorShares Pure US Cannabis ETF (MSOS) at 29.60%. This indicates that CURLF'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.


Loading data...