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MJUS vs. BDRY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJUS vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

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MJUS vs. BDRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%
BDRY
Breakwave Dry Bulk Shipping ETF
13.68%44.24%-47.40%25.79%-68.84%23.08%

Returns By Period


MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BDRY

1D
0.30%
1M
-17.40%
YTD
13.68%
6M
32.76%
1Y
59.52%
3Y*
-0.43%
5Y*
-11.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJUS vs. BDRY - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is lower than BDRY's 3.76% expense ratio.


Return for Risk

MJUS vs. BDRY — Risk / Return Rank

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

MJUS

BDRY
BDRY Risk / Return Rank: 7474
Overall Rank
BDRY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 7777
Sortino Ratio Rank
BDRY Omega Ratio Rank: 6666
Omega Ratio Rank
BDRY Calmar Ratio Rank: 8787
Calmar Ratio Rank
BDRY Martin Ratio Rank: 6161
Martin Ratio Rank
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.

MJUS vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.


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

MJUS vs. BDRY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSBDRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

Correlation

The correlation between MJUS and BDRY is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MJUS vs. BDRY - Dividend Comparison

Neither MJUS nor BDRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MJUS vs. BDRY - Drawdown Comparison


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Drawdown Indicators


MJUSBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.60%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

-75.98%

Average Drawdown

Average peak-to-trough decline

-58.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

Volatility

MJUS vs. BDRY - Volatility Comparison


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Volatility by Period


MJUSBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.92%

Volatility (6M)

Calculated over the trailing 6-month period

30.83%

Volatility (1Y)

Calculated over the trailing 1-year period

42.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.97%