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MJUS vs. MSOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MJUS and MSOS is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

MJUS vs. MSOS - Performance Comparison

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

-95.00%-90.00%-85.00%-80.00%NovemberDecember2025FebruaryMarchApril
-91.92%
-94.51%
MJUS
MSOS

Key characteristics

Returns By Period


MJUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MSOS

YTD

-43.31%

1M

-25.52%

6M

-69.49%

1Y

-78.66%

5Y*

N/A

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MJUS vs. MSOS - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than MSOS's 0.74% expense ratio.


MJUS
ETFMG U.S. Alternative Harvest ETF
Expense ratio chart for MJUS: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MJUS: 0.75%
Expense ratio chart for MSOS: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSOS: 0.74%

Risk-Adjusted Performance

MJUS vs. MSOS — Risk-Adjusted Performance Rank

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

MJUS
The Risk-Adjusted Performance Rank of MJUS is 11
Overall Rank
The Sharpe Ratio Rank of MJUS is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MJUS is 00
Sortino Ratio Rank
The Omega Ratio Rank of MJUS is 00
Omega Ratio Rank
The Calmar Ratio Rank of MJUS is 11
Calmar Ratio Rank
The Martin Ratio Rank of MJUS is 00
Martin Ratio Rank

MSOS
The Risk-Adjusted Performance Rank of MSOS is 33
Overall Rank
The Sharpe Ratio Rank of MSOS is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOS is 00
Sortino Ratio Rank
The Omega Ratio Rank of MSOS is 00
Omega Ratio Rank
The Calmar Ratio Rank of MSOS is 11
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MJUS vs. MSOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and AdvisorShares Pure US Cannabis ETF (MSOS). 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.


Sharpe ratio
The chart of Sharpe ratio for MJUS, currently valued at -1.00, compared to the broader market-1.000.001.002.003.004.005.00
MJUS: -1.00
MSOS: -1.04
The chart of Sortino ratio for MJUS, currently valued at -1.69, compared to the broader market-2.000.002.004.006.008.0010.00
MJUS: -1.69
MSOS: -2.21
The chart of Omega ratio for MJUS, currently valued at 0.75, compared to the broader market0.501.001.502.002.50
MJUS: 0.75
MSOS: 0.73
The chart of Calmar ratio for MJUS, currently valued at -0.71, compared to the broader market0.005.0010.0015.00
MJUS: -0.71
MSOS: -0.84
The chart of Martin ratio for MJUS, currently valued at -1.38, compared to the broader market0.0020.0040.0060.0080.00
MJUS: -1.38
MSOS: -1.58


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.00
-1.04
MJUS
MSOS

Dividends

MJUS vs. MSOS - Dividend Comparison

Neither MJUS nor MSOS has paid dividends to shareholders.


TTM2024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
4.03%8.85%0.00%0.00%0.00%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%

Drawdowns

MJUS vs. MSOS - Drawdown Comparison


-94.00%-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%NovemberDecember2025FebruaryMarchApril
-92.38%
-94.81%
MJUS
MSOS

Volatility

MJUS vs. MSOS - Volatility Comparison

The current volatility for ETFMG U.S. Alternative Harvest ETF (MJUS) is 0.00%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 16.90%. This indicates that MJUS experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril0
16.90%
MJUS
MSOS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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