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

Correlation

The correlation between MJUS and MSOS is 0.89, 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.


-0.50.00.51.00.9

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-50.12%
-51.71%
MJUS
MSOS

Key characteristics

Sharpe Ratio

MJUS:

-0.55

MSOS:

-0.49

Sortino Ratio

MJUS:

-0.46

MSOS:

-0.30

Omega Ratio

MJUS:

0.94

MSOS:

0.96

Calmar Ratio

MJUS:

-0.45

MSOS:

-0.42

Martin Ratio

MJUS:

-1.24

MSOS:

-1.14

Ulcer Index

MJUS:

32.93%

MSOS:

34.05%

Daily Std Dev

MJUS:

74.02%

MSOS:

79.62%

Max Drawdown

MJUS:

-91.95%

MSOS:

-93.55%

Current Drawdown

MJUS:

-91.85%

MSOS:

-93.35%

Returns By Period

The year-to-date returns for both stocks are quite close, with MJUS having a -47.73% return and MSOS slightly lower at -47.79%.


MJUS

YTD

-47.73%

1M

-15.33%

6M

-51.04%

1Y

-44.44%

5Y*

N/A

10Y*

N/A

MSOS

YTD

-47.79%

1M

-17.75%

6M

-52.90%

1Y

-43.78%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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 at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for MSOS: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

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 -0.55, compared to the broader market0.002.004.00-0.55-0.49
The chart of Sortino ratio for MJUS, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.0010.00-0.46-0.30
The chart of Omega ratio for MJUS, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.940.96
The chart of Calmar ratio for MJUS, currently valued at -0.45, compared to the broader market0.005.0010.0015.00-0.45-0.43
The chart of Martin ratio for MJUS, currently valued at -1.24, compared to the broader market0.0020.0040.0060.0080.00100.00-1.24-1.14
MJUS
MSOS

The current MJUS Sharpe Ratio is -0.55, which is comparable to the MSOS Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of MJUS and MSOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.55
-0.49
MJUS
MSOS

Dividends

MJUS vs. MSOS - Dividend Comparison

MJUS's dividend yield for the trailing twelve months is around 9.10%, while MSOS has not paid dividends to shareholders.


TTM202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
9.10%0.00%0.00%0.00%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.27%

Drawdowns

MJUS vs. MSOS - Drawdown Comparison

The maximum MJUS drawdown since its inception was -91.95%, roughly equal to the maximum MSOS drawdown of -93.55%. Use the drawdown chart below to compare losses from any high point for MJUS and MSOS. For additional features, visit the drawdowns tool.


-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-91.85%
-91.20%
MJUS
MSOS

Volatility

MJUS vs. MSOS - Volatility Comparison

The current volatility for ETFMG U.S. Alternative Harvest ETF (MJUS) is 12.19%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 16.45%. 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.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
12.19%
16.45%
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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