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EATZ vs. PBJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EATZ vs. PBJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Restaurant ETF (EATZ) and Invesco Dynamic Food & Beverage ETF (PBJ). The values are adjusted to include any dividend payments, if applicable.

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EATZ vs. PBJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EATZ
AdvisorShares Restaurant ETF
-0.73%-6.67%23.21%25.23%-20.68%-5.06%
PBJ
Invesco Dynamic Food & Beverage ETF
9.63%-1.86%2.49%2.31%3.14%8.30%

Returns By Period

In the year-to-date period, EATZ achieves a -0.73% return, which is significantly lower than PBJ's 9.63% return.


EATZ

1D
1.62%
1M
-7.59%
YTD
-0.73%
6M
-5.70%
1Y
-4.92%
3Y*
9.29%
5Y*
10Y*

PBJ

1D
0.48%
1M
-3.63%
YTD
9.63%
6M
7.39%
1Y
8.24%
3Y*
3.42%
5Y*
5.64%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EATZ vs. PBJ - Expense Ratio Comparison

EATZ has a 1.00% expense ratio, which is higher than PBJ's 0.63% expense ratio.


Return for Risk

EATZ vs. PBJ — Risk / Return Rank

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

EATZ
EATZ Risk / Return Rank: 88
Overall Rank
EATZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EATZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EATZ Omega Ratio Rank: 77
Omega Ratio Rank
EATZ Calmar Ratio Rank: 99
Calmar Ratio Rank
EATZ Martin Ratio Rank: 99
Martin Ratio Rank

PBJ
PBJ Risk / Return Rank: 3030
Overall Rank
PBJ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PBJ Sortino Ratio Rank: 3333
Sortino Ratio Rank
PBJ Omega Ratio Rank: 2929
Omega Ratio Rank
PBJ Calmar Ratio Rank: 3333
Calmar Ratio Rank
PBJ Martin Ratio Rank: 2626
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.

EATZ vs. PBJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Restaurant ETF (EATZ) and Invesco Dynamic Food & Beverage ETF (PBJ). 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.


EATZPBJDifference

Sharpe ratio

Return per unit of total volatility

-0.23

0.58

-0.81

Sortino ratio

Return per unit of downside risk

-0.19

0.92

-1.11

Omega ratio

Gain probability vs. loss probability

0.98

1.11

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.20

0.78

-0.98

Martin ratio

Return relative to average drawdown

-0.38

1.92

-2.30

EATZ vs. PBJ - Sharpe Ratio Comparison

The current EATZ Sharpe Ratio is -0.23, which is lower than the PBJ Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EATZ and PBJ, 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


EATZPBJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.58

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.47

-0.40

Correlation

The correlation between EATZ and PBJ is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EATZ vs. PBJ - Dividend Comparison

EATZ's dividend yield for the trailing twelve months is around 0.50%, less than PBJ's 1.54% yield.


TTM20252024202320222021202020192018201720162015
EATZ
AdvisorShares Restaurant ETF
0.50%0.50%0.18%0.49%2.35%0.15%0.00%0.00%0.00%0.00%0.00%0.00%
PBJ
Invesco Dynamic Food & Beverage ETF
1.54%1.83%1.11%1.81%1.82%0.90%1.12%1.21%1.41%0.70%1.56%1.24%

Drawdowns

EATZ vs. PBJ - Drawdown Comparison

The maximum EATZ drawdown since its inception was -34.40%, smaller than the maximum PBJ drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for EATZ and PBJ.


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Drawdown Indicators


EATZPBJDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-39.15%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-23.21%

-12.48%

-10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-28.49%

Current Drawdown

Current decline from peak

-18.11%

-3.63%

-14.48%

Average Drawdown

Average peak-to-trough decline

-13.38%

-5.41%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

5.09%

+7.04%

Volatility

EATZ vs. PBJ - Volatility Comparison

AdvisorShares Restaurant ETF (EATZ) has a higher volatility of 5.04% compared to Invesco Dynamic Food & Beverage ETF (PBJ) at 4.09%. This indicates that EATZ's price experiences larger fluctuations and is considered to be riskier than PBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EATZPBJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.09%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

9.09%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

14.43%

+6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

13.74%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

15.13%

+6.52%