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

Correlation

The correlation between ESPO and HSY is 0.26, 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

ESPO vs. HSY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ESPO:

2.24

HSY:

-0.59

Sortino Ratio

ESPO:

3.07

HSY:

-0.60

Omega Ratio

ESPO:

1.39

HSY:

0.93

Calmar Ratio

ESPO:

3.10

HSY:

-0.30

Martin Ratio

ESPO:

11.56

HSY:

-0.95

Ulcer Index

ESPO:

4.92%

HSY:

14.28%

Daily Std Dev

ESPO:

24.70%

HSY:

26.86%

Max Drawdown

ESPO:

-50.99%

HSY:

-49.15%

Current Drawdown

ESPO:

-0.53%

HSY:

-36.07%

Returns By Period

In the year-to-date period, ESPO achieves a 17.03% return, which is significantly higher than HSY's -0.19% return.


ESPO

YTD

17.03%

1M

12.45%

6M

21.19%

1Y

54.90%

5Y*

18.45%

10Y*

N/A

HSY

YTD

-0.19%

1M

1.17%

6M

-4.55%

1Y

-15.65%

5Y*

7.32%

10Y*

8.24%

*Annualized

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Risk-Adjusted Performance

ESPO vs. HSY — Risk-Adjusted Performance Rank

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

ESPO
The Risk-Adjusted Performance Rank of ESPO is 9696
Overall Rank
The Sharpe Ratio Rank of ESPO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ESPO is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ESPO is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ESPO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ESPO is 9595
Martin Ratio Rank

HSY
The Risk-Adjusted Performance Rank of HSY is 2323
Overall Rank
The Sharpe Ratio Rank of HSY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of HSY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of HSY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of HSY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of HSY is 2626
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.

ESPO vs. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and The Hershey Company (HSY). 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 ESPO Sharpe Ratio is 2.24, which is higher than the HSY Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ESPO and HSY, 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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Dividends

ESPO vs. HSY - Dividend Comparison

ESPO has not paid dividends to shareholders, while HSY's dividend yield for the trailing twelve months is around 3.27%.


TTM20242023202220212020201920182017201620152014
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
The Hershey Company
3.27%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%

Drawdowns

ESPO vs. HSY - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, roughly equal to the maximum HSY drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for ESPO and HSY. For additional features, visit the drawdowns tool.


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Volatility

ESPO vs. HSY - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 5.71%, while The Hershey Company (HSY) has a volatility of 6.67%. This indicates that ESPO experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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