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

Correlation

The correlation between CURLF and MSOS is 0.82, 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.


-0.50.00.51.00.8

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.

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-80.58%
-84.92%
CURLF
MSOS

Key characteristics

Sharpe Ratio

CURLF:

-0.71

MSOS:

-0.52

Sortino Ratio

CURLF:

-0.90

MSOS:

-0.38

Omega Ratio

CURLF:

0.88

MSOS:

0.95

Calmar Ratio

CURLF:

-0.65

MSOS:

-0.44

Martin Ratio

CURLF:

-1.51

MSOS:

-1.25

Ulcer Index

CURLF:

39.34%

MSOS:

33.25%

Daily Std Dev

CURLF:

84.24%

MSOS:

79.89%

Max Drawdown

CURLF:

-91.78%

MSOS:

-93.55%

Current Drawdown

CURLF:

-91.56%

MSOS:

-93.24%

Returns By Period

In the year-to-date period, CURLF achieves a -62.56% return, which is significantly lower than MSOS's -46.93% return.


CURLF

YTD

-62.56%

1M

-29.95%

6M

-61.52%

1Y

-59.36%

5Y*

-23.08%

10Y*

N/A

MSOS

YTD

-46.93%

1M

-24.24%

6M

-48.33%

1Y

-40.38%

5Y*

N/A

10Y*

N/A

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 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.


Sharpe ratio
The chart of Sharpe ratio for CURLF, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.71-0.52
The chart of Sortino ratio for CURLF, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.90-0.38
The chart of Omega ratio for CURLF, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.95
The chart of Calmar ratio for CURLF, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.65-0.44
The chart of Martin ratio for CURLF, currently valued at -1.51, compared to the broader market0.0010.0020.00-1.51-1.25
CURLF
MSOS

The current CURLF Sharpe Ratio is -0.71, which is lower than the MSOS Sharpe Ratio of -0.52. 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.


Rolling 12-month Sharpe Ratio-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.71
-0.52
CURLF
MSOS

Dividends

CURLF vs. MSOS - Dividend Comparison

Neither CURLF nor MSOS has paid dividends to shareholders.


TTM202320222021
CURLF
Curaleaf Holdings, Inc.
0.00%0.00%0.00%0.00%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.27%

Drawdowns

CURLF vs. MSOS - Drawdown Comparison

The maximum CURLF drawdown since its inception was -91.78%, roughly equal to the maximum MSOS drawdown of -93.55%. Use the drawdown chart below to compare losses from any high point for CURLF and MSOS. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-91.56%
-93.24%
CURLF
MSOS

Volatility

CURLF vs. MSOS - Volatility Comparison

Curaleaf Holdings, Inc. (CURLF) has a higher volatility of 18.80% compared to AdvisorShares Pure US Cannabis ETF (MSOS) at 16.70%. 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.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
18.80%
16.70%
CURLF
MSOS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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