HACK vs. MJ
Compare and contrast key facts about ETFMG Prime Cyber Security ETF (HACK) and ETFMG Alternative Harvest ETF (MJ).
HACK and MJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HACK is a passively managed fund by ETFMG that tracks the performance of the Prime Cyber Defense Index. It was launched on Nov 11, 2014. MJ is a passively managed fund by ETFMG that tracks the performance of the Prime Alternative Harvest Index. It was launched on Dec 2, 2015. Both HACK and MJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HACK vs. MJ - Performance Comparison
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HACK vs. MJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | -6.57% | 7.97% | 23.49% | 37.44% | -28.16% | 7.03% | 41.51% | 23.39% | 5.54% |
MJ ETFMG Alternative Harvest ETF | -22.73% | 13.07% | -23.97% | -24.18% | -61.55% | -22.79% | -16.18% | -31.36% | -22.57% |
Returns By Period
In the year-to-date period, HACK achieves a -6.57% return, which is significantly higher than MJ's -22.73% return.
HACK
- 1D
- 3.66%
- 1M
- 2.64%
- YTD
- -6.57%
- 6M
- -13.43%
- 1Y
- 4.66%
- 3Y*
- 16.40%
- 5Y*
- 6.37%
- 10Y*
- 12.57%
MJ
- 1D
- 9.36%
- 1M
- -11.33%
- YTD
- -22.73%
- 6M
- -37.17%
- 1Y
- 20.44%
- 3Y*
- -15.21%
- 5Y*
- -37.72%
- 10Y*
- —
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HACK vs. MJ - Expense Ratio Comparison
HACK has a 0.60% expense ratio, which is lower than MJ's 0.75% expense ratio.
Return for Risk
HACK vs. MJ — Risk / Return Rank
HACK
MJ
HACK vs. MJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and ETFMG Alternative Harvest ETF (MJ). 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.
| HACK | MJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.24 | -0.06 |
Sortino ratioReturn per unit of downside risk | 0.44 | 1.16 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.13 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.38 | -0.20 |
Martin ratioReturn relative to average drawdown | 0.49 | 0.81 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HACK | MJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.24 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.64 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.51 | +0.97 |
Correlation
The correlation between HACK and MJ is 0.43, 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
HACK vs. MJ - Dividend Comparison
HACK's dividend yield for the trailing twelve months is around 0.08%, less than MJ's 2.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.08% | 0.07% | 0.14% | 0.20% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% |
MJ ETFMG Alternative Harvest ETF | 2.57% | 1.98% | 13.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HACK vs. MJ - Drawdown Comparison
The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum MJ drawdown of -96.55%. Use the drawdown chart below to compare losses from any high point for HACK and MJ.
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Drawdown Indicators
| HACK | MJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.68% | -96.55% | +53.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -48.66% | +27.99% |
Max Drawdown (5Y)Largest decline over 5 years | -38.68% | -93.52% | +54.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | — | — |
Current DrawdownCurrent decline from peak | -15.73% | -95.01% | +79.28% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -68.66% | +56.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 23.07% | -15.32% |
Volatility
HACK vs. MJ - Volatility Comparison
The current volatility for ETFMG Prime Cyber Security ETF (HACK) is 8.05%, while ETFMG Alternative Harvest ETF (MJ) has a volatility of 18.42%. This indicates that HACK experiences smaller price fluctuations and is considered to be less risky than MJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HACK | MJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 18.42% | -10.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 59.20% | -42.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.02% | 84.94% | -58.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.31% | 58.89% | -35.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 55.44% | -32.59% |