ESPO vs. MSFT

In the year-to-date period, ESPO achieves a 20.04% return, which is significantly higher than MSFT's 9.28% return.

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This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Microsoft Corporation (MSFT). 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 2.15, which is higher than the MSFT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ESPO and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESPO's dividend yield for the trailing twelve months is around 0.36%, less than MSFT's 0.71% yield.

The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for ESPO and MSFT. For additional features, visit the drawdowns tool.

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 4.88%, while Microsoft Corporation (MSFT) has a volatility of 8.73%. This indicates that ESPO experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.