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ESPO vs. ATVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESPO and ATVI is 0.48, 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.


-0.50.00.51.00.5

Performance

ESPO vs. ATVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Activision Blizzard, Inc. (ATVI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
191.47%
25.01%
ESPO
ATVI

Key characteristics

Returns By Period


ESPO

YTD

49.09%

1M

2.73%

6M

28.56%

1Y

49.07%

5Y*

18.78%

10Y*

N/A

ATVI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

ESPO vs. ATVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Activision Blizzard, Inc. (ATVI). 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 ESPO, currently valued at 2.34, compared to the broader market0.002.004.002.34
The chart of Sortino ratio for ESPO, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.003.19
The chart of Omega ratio for ESPO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
The chart of Calmar ratio for ESPO, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.80
The chart of Martin ratio for ESPO, currently valued at 14.58, compared to the broader market0.0020.0040.0060.0080.00100.0014.58
ESPO
ATVI


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.34
-1.00
ESPO
ATVI

Dividends

ESPO vs. ATVI - Dividend Comparison

Neither ESPO nor ATVI has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%0.00%0.00%0.00%
ATVI
Activision Blizzard, Inc.
0.00%1.05%0.61%0.71%0.44%0.62%0.73%0.47%0.72%0.59%0.99%1.07%

Drawdowns

ESPO vs. ATVI - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.18%
-7.07%
ESPO
ATVI

Volatility

ESPO vs. ATVI - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.76% compared to Activision Blizzard, Inc. (ATVI) at 0.00%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than ATVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
0
ESPO
ATVI
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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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