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MJUS vs. MJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJUS vs. MJ - Performance Comparison

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

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MJUS vs. MJ - 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%
MJ
ETFMG Alternative Harvest ETF
-22.73%13.07%-23.97%-24.18%-61.55%-42.29%

Returns By Period


MJUS

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

MJ

1D
9.36%
1M
-11.33%
YTD
-22.73%
6M
-37.17%
1Y
20.44%
3Y*
-15.21%
5Y*
-37.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJUS vs. MJ - Expense Ratio Comparison

Both MJUS and MJ have an expense ratio of 0.75%.


Return for Risk

MJUS vs. MJ — Risk / Return Rank

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

MJUS

MJ
MJ Risk / Return Rank: 2727
Overall Rank
MJ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MJ Sortino Ratio Rank: 4444
Sortino Ratio Rank
MJ Omega Ratio Rank: 3333
Omega Ratio Rank
MJ Calmar Ratio Rank: 2121
Calmar Ratio Rank
MJ Martin Ratio Rank: 1818
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. MJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) 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.


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

MJUS vs. MJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSMJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

Correlation

The correlation between MJUS and MJ is 0.53, 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

MJUS vs. MJ - Dividend Comparison

MJUS has not paid dividends to shareholders, while MJ's dividend yield for the trailing twelve months is around 2.57%.


TTM20252024
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%
MJ
ETFMG Alternative Harvest ETF
2.57%1.98%13.80%

Drawdowns

MJUS vs. MJ - Drawdown Comparison


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Drawdown Indicators


MJUSMJDifference

Max Drawdown

Largest peak-to-trough decline

-96.55%

Max Drawdown (1Y)

Largest decline over 1 year

-48.66%

Max Drawdown (5Y)

Largest decline over 5 years

-93.52%

Current Drawdown

Current decline from peak

-95.01%

Average Drawdown

Average peak-to-trough decline

-68.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.07%

Volatility

MJUS vs. MJ - Volatility Comparison


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Volatility by Period


MJUSMJDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.42%

Volatility (6M)

Calculated over the trailing 6-month period

59.20%

Volatility (1Y)

Calculated over the trailing 1-year period

84.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.44%