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

Correlation

The correlation between MJUS and YOLO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

MJUS vs. YOLO - 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 Cannabis ETF (YOLO). The values are adjusted to include any dividend payments, if applicable.

-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%NovemberDecember2025FebruaryMarchApril
-91.92%
-89.10%
MJUS
YOLO

Key characteristics

Returns By Period


MJUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

YOLO

YTD

-21.45%

1M

5.91%

6M

-45.53%

1Y

-48.81%

5Y*

-24.86%

10Y*

N/A

*Annualized

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MJUS vs. YOLO - Expense Ratio Comparison

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


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 YOLO: 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%
YOLO: 0.75%

Risk-Adjusted Performance

MJUS vs. YOLO — 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

YOLO
The Risk-Adjusted Performance Rank of YOLO is 11
Overall Rank
The Sharpe Ratio Rank of YOLO is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of YOLO is 00
Sortino Ratio Rank
The Omega Ratio Rank of YOLO is 00
Omega Ratio Rank
The Calmar Ratio Rank of YOLO is 22
Calmar Ratio Rank
The Martin Ratio Rank of YOLO is 44
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. YOLO - 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 Cannabis ETF (YOLO). 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.


The chart of Sharpe ratio for MJUS, currently valued at -0.94, compared to the broader market-1.000.001.002.003.004.00
MJUS: -0.94
YOLO: -1.01
The chart of Sortino ratio for MJUS, currently valued at -1.47, compared to the broader market-2.000.002.004.006.008.00
MJUS: -1.47
YOLO: -1.60
The chart of Omega ratio for MJUS, currently valued at 0.77, compared to the broader market0.501.001.502.002.50
MJUS: 0.77
YOLO: 0.80
The chart of Calmar ratio for MJUS, currently valued at -0.65, compared to the broader market0.002.004.006.008.0010.0012.00
MJUS: -0.65
YOLO: -0.53
The chart of Martin ratio for MJUS, currently valued at -1.19, compared to the broader market0.0020.0040.0060.00
MJUS: -1.19
YOLO: -1.26


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.94
-1.01
MJUS
YOLO

Dividends

MJUS vs. YOLO - Dividend Comparison

MJUS has not paid dividends to shareholders, while YOLO's dividend yield for the trailing twelve months is around 3.10%.


TTM202420232022202120202019
MJUS
ETFMG U.S. Alternative Harvest ETF
4.03%8.85%0.00%0.00%0.00%0.00%0.00%
YOLO
AdvisorShares Pure Cannabis ETF
3.10%3.60%1.18%0.56%3.93%2.03%4.52%

Drawdowns

MJUS vs. YOLO - Drawdown Comparison


-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%NovemberDecember2025FebruaryMarchApril
-92.38%
-90.45%
MJUS
YOLO

Volatility

MJUS vs. YOLO - Volatility Comparison

The current volatility for ETFMG U.S. Alternative Harvest ETF (MJUS) is 0.00%, while AdvisorShares Pure Cannabis ETF (YOLO) has a volatility of 16.75%. This indicates that MJUS experiences smaller price fluctuations and is considered to be less risky than YOLO 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%NovemberDecember2025FebruaryMarchApril0
16.75%
MJUS
YOLO