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MJUS vs. HACK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MJUS vs. HACK - Performance Comparison

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

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Returns By Period


MJUS

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

HACK

1D
-3.00%
1M
24.54%
YTD
27.17%
6M
21.31%
1Y
21.52%
3Y*
27.72%
5Y*
11.82%
10Y*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MJUS vs. HACK - 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%
HACK
ETFMG Prime Cyber Security ETF
27.17%7.97%23.49%37.44%-28.16%11.83%

Correlation

The correlation between MJUS and HACK is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 14, 2021

0.31

The correlation between MJUS and HACK shifts across timeframes, from 0.08 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

MJUS vs. HACK - Sectors Allocation Comparison


Sectors
MJUS
HACK

Healthcare

14.1%

-

Financial Services

4.7%
0.1%

Technology

3.6%
93.0%

Real Estate

1.6%

-

Consumer Cyclical

0.8%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Industrials

-

6.9%

Utilities

-

-

Healthcare

MJUS
14.1%
HACK

-

Financial Services

MJUS
4.7%
HACK
0.1%

Technology

MJUS
3.6%
HACK
93.0%

Real Estate

MJUS
1.6%
HACK

-

Consumer Cyclical

MJUS
0.8%
HACK

-

Basic Materials

MJUS

-

HACK

-

Communication Services

MJUS

-

HACK

-

Consumer Defensive

MJUS

-

HACK

-

Energy

MJUS

-

HACK

-

Industrials

MJUS

-

HACK
6.9%

Utilities

MJUS

-

HACK

-

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Return for Risk

MJUS vs. HACK — Risk / Return Rank

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

MJUS

HACK
HACK Risk / Return Rank: 2323
Overall Rank
HACK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 2323
Sortino Ratio Rank
HACK Omega Ratio Rank: 2424
Omega Ratio Rank
HACK Calmar Ratio Rank: 2323
Calmar Ratio Rank
HACK Martin Ratio Rank: 2121
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. HACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and ETFMG Prime Cyber Security ETF (HACK). 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. HACK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSHACKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

MJUS vs. HACK - Drawdown Comparison


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Drawdown Indicators


MJUSHACKDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

Max Drawdown (5Y)

Largest decline over 5 years

-38.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

Current Drawdown

Current decline from peak

-3.00%

Average Drawdown

Average peak-to-trough decline

-11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

Volatility

MJUS vs. HACK - Volatility Comparison


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Volatility by Period


MJUSHACKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

Volatility (6M)

Calculated over the trailing 6-month period

21.52%

Volatility (1Y)

Calculated over the trailing 1-year period

25.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.27%

MJUS vs. HACK - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than HACK's 0.60% expense ratio.


Dividends

MJUS vs. HACK - Dividend Comparison

MJUS has not paid dividends to shareholders, while HACK's dividend yield for the trailing twelve months is around 0.06%.


PositionTTM2025202420232022202120202019201820172016
HACK
ETFMG Prime Cyber Security ETF
0.06%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MJUS and HACK have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HACK is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HACK is cheaper with a 0.60% expense ratio, compared with 0.75% for MJUS.

HACK has the higher dividend yield at 0.06%, compared with 0.00% for MJUS.

MJUS is categorized as Cannabis, while HACK is Technology Equities. Their fees differ too: 0.75% for MJUS and 0.60% for HACK.

Portfolio Optimizer

Find the right allocation for MJUS and HACK

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