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

Correlation

The correlation between MSOS and CNBS 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

MSOS vs. CNBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Pure US Cannabis ETF (MSOS) and Amplify Seymour Cannabis ETF (CNBS). The values are adjusted to include any dividend payments, if applicable.

-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-88.61%
-81.83%
MSOS
CNBS

Key characteristics

Sharpe Ratio

MSOS:

-0.87

CNBS:

-0.94

Sortino Ratio

MSOS:

-1.45

CNBS:

-1.55

Omega Ratio

MSOS:

0.82

CNBS:

0.80

Calmar Ratio

MSOS:

-0.71

CNBS:

-0.59

Martin Ratio

MSOS:

-1.27

CNBS:

-1.24

Ulcer Index

MSOS:

53.51%

CNBS:

45.49%

Daily Std Dev

MSOS:

78.18%

CNBS:

60.08%

Max Drawdown

MSOS:

-96.20%

CNBS:

-95.63%

Current Drawdown

MSOS:

-94.90%

CNBS:

-94.42%

Returns By Period

The year-to-date returns for both investments are quite close, with MSOS having a -26.25% return and CNBS slightly higher at -26.18%.


MSOS

YTD

-26.25%

1M

6.84%

6M

-62.98%

1Y

-68.00%

5Y*

N/A

10Y*

N/A

CNBS

YTD

-26.18%

1M

5.11%

6M

-51.82%

1Y

-56.19%

5Y*

-25.87%

10Y*

N/A

*Annualized

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MSOS vs. CNBS - Expense Ratio Comparison

MSOS has a 0.74% expense ratio, which is lower than CNBS's 0.75% expense ratio.


Expense ratio chart for CNBS: 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%
CNBS: 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

MSOS vs. CNBS — Risk-Adjusted Performance Rank

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

MSOS
The Risk-Adjusted Performance Rank of MSOS is 11
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 44
Martin Ratio Rank

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

MSOS vs. CNBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and Amplify Seymour Cannabis ETF (CNBS). 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 MSOS, currently valued at -0.87, compared to the broader market-1.000.001.002.003.004.00
MSOS: -0.87
CNBS: -0.94
The chart of Sortino ratio for MSOS, currently valued at -1.45, compared to the broader market-2.000.002.004.006.008.00
MSOS: -1.45
CNBS: -1.55
The chart of Omega ratio for MSOS, currently valued at 0.82, compared to the broader market0.501.001.502.002.50
MSOS: 0.82
CNBS: 0.80
The chart of Calmar ratio for MSOS, currently valued at -0.71, compared to the broader market0.002.004.006.008.0010.0012.00
MSOS: -0.71
CNBS: -0.59
The chart of Martin ratio for MSOS, currently valued at -1.27, compared to the broader market0.0020.0040.0060.00
MSOS: -1.27
CNBS: -1.24

The current MSOS Sharpe Ratio is -0.87, which is comparable to the CNBS Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of MSOS and CNBS, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.87
-0.94
MSOS
CNBS

Dividends

MSOS vs. CNBS - Dividend Comparison

MSOS has not paid dividends to shareholders, while CNBS's dividend yield for the trailing twelve months is around 59.01%.


TTM202420232022202120202019
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%0.00%0.00%
CNBS
Amplify Seymour Cannabis ETF
59.01%43.56%0.00%0.00%0.00%0.58%0.58%

Drawdowns

MSOS vs. CNBS - Drawdown Comparison

The maximum MSOS drawdown since its inception was -96.20%, roughly equal to the maximum CNBS drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for MSOS and CNBS. For additional features, visit the drawdowns tool.


-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%NovemberDecember2025FebruaryMarchApril
-94.90%
-94.42%
MSOS
CNBS

Volatility

MSOS vs. CNBS - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 27.11% compared to Amplify Seymour Cannabis ETF (CNBS) at 19.40%. This indicates that MSOS's price experiences larger fluctuations and is considered to be riskier than CNBS 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%NovemberDecember2025FebruaryMarchApril
27.11%
19.40%
MSOS
CNBS