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MJ vs. CVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MJ vs. CVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Alternative Harvest ETF (MJ) and CresAlta Small & Mid-Cap ETF (CVSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MJ

1D
0.98%
1M
-5.74%
6M
-21.83%
YTD
-20.11%
1Y
21.05%
3Y*
-10.46%
5Y*
-34.03%
10Y*

CVSM

1D
1.17%
1M
0.85%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MJ vs. CVSM - Yearly Performance Comparison


Correlation

The correlation between MJ and CVSM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.22

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Return for Risk

MJ vs. CVSM — Risk / Return Rank

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

MJ
MJ Risk / Return Rank: 1818
Overall Rank
MJ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
MJ Omega Ratio Rank: 2323
Omega Ratio Rank
MJ Calmar Ratio Rank: 1515
Calmar Ratio Rank
MJ Martin Ratio Rank: 1313
Martin Ratio Rank

CVSM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MJ vs. CVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Alternative Harvest ETF (MJ) and CresAlta Small & Mid-Cap ETF (CVSM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MJCVSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.43

Martin ratioReturn relative to average drawdown

0.70

MJ vs. CVSM - Sharpe Ratio Comparison


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Drawdowns

MJ vs. CVSM - Drawdown Comparison

The maximum MJ drawdown since its inception was -96.55%, which is greater than CVSM's maximum drawdown of -3.36%. Use the drawdown chart below to compare losses from any high point for MJ and CVSM.


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Drawdown Indicators


MJCVSMDifference

Max Drawdown

Largest peak-to-trough decline

-96.55%

-3.36%

-93.19%

Max Drawdown (1Y)

Largest decline over 1 year

-48.66%

Max Drawdown (3Y)

Largest decline over 3 years

-69.73%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

Current Drawdown

Current decline from peak

-94.84%

-0.33%

-94.51%

Average Drawdown

Average peak-to-trough decline

-69.53%

-1.01%

-68.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.08%

Volatility

MJ vs. CVSM - Volatility Comparison


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Volatility by Period


MJCVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.45%

Volatility (6M)

Calculated over the trailing 6-month period

39.73%

Volatility (1Y)

Calculated over the trailing 1-year period

86.44%

11.11%

+75.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.05%

11.11%

+48.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.56%

11.11%

+44.45%

MJ vs. CVSM - Expense Ratio Comparison

MJ has a 0.75% expense ratio, which is higher than CVSM's 0.55% expense ratio.


Dividends

MJ vs. CVSM - Dividend Comparison

MJ's dividend yield for the trailing twelve months is around 2.48%, more than CVSM's 0.23% yield.


PositionTTM20252024
CVSM
CresAlta Small & Mid-Cap ETF
0.23%0.00%0.00%
MJ
ETFMG Alternative Harvest ETF
2.48%1.98%13.80%

Frequently Asked Questions


MJ and CVSM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CVSM is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CVSM is cheaper with a 0.55% expense ratio, compared with 0.75% for MJ.

MJ has the higher dividend yield at 2.48%, compared with 0.23% for CVSM.

They also come from different issuers: ETFMG and CresAlta. Their fees differ too: 0.75% for MJ and 0.55% for CVSM.

Portfolio Optimizer

Find the right allocation for MJ and CVSM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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