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

Correlation

The correlation between MSOS and CURLF is 0.23, 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.


Performance

MSOS vs. CURLF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MSOS:

-0.98

CURLF:

-0.99

Sortino Ratio

MSOS:

-1.82

CURLF:

-2.43

Omega Ratio

MSOS:

0.78

CURLF:

0.71

Calmar Ratio

MSOS:

-0.76

CURLF:

-0.89

Martin Ratio

MSOS:

-1.43

CURLF:

-1.40

Ulcer Index

MSOS:

50.97%

CURLF:

61.40%

Daily Std Dev

MSOS:

74.72%

CURLF:

85.91%

Max Drawdown

MSOS:

-96.20%

CURLF:

-95.91%

Current Drawdown

MSOS:

-95.28%

CURLF:

-95.37%

Returns By Period

In the year-to-date period, MSOS achieves a -31.76% return, which is significantly higher than CURLF's -46.60% return.


MSOS

YTD

-31.76%

1M

1.56%

6M

-48.62%

1Y

-72.92%

5Y*

N/A

10Y*

N/A

CURLF

YTD

-46.60%

1M

-15.00%

6M

-62.48%

1Y

-85.10%

5Y*

-33.95%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MSOS vs. CURLF — 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 00
Overall Rank
The Sharpe Ratio Rank of MSOS is 00
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 00
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 11
Martin Ratio Rank

CURLF
The Risk-Adjusted Performance Rank of CURLF is 44
Overall Rank
The Sharpe Ratio Rank of CURLF is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CURLF is 11
Sortino Ratio Rank
The Omega Ratio Rank of CURLF is 22
Omega Ratio Rank
The Calmar Ratio Rank of CURLF is 33
Calmar Ratio Rank
The Martin Ratio Rank of CURLF is 99
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. CURLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and Curaleaf Holdings, Inc. (CURLF). 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 current MSOS Sharpe Ratio is -0.98, which is comparable to the CURLF Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of MSOS and CURLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MSOS vs. CURLF - Dividend Comparison

Neither MSOS nor CURLF has paid dividends to shareholders.


TTM2024202320222021
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%
CURLF
Curaleaf Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

MSOS vs. CURLF - Drawdown Comparison

The maximum MSOS drawdown since its inception was -96.20%, roughly equal to the maximum CURLF drawdown of -95.91%. Use the drawdown chart below to compare losses from any high point for MSOS and CURLF. For additional features, visit the drawdowns tool.


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Volatility

MSOS vs. CURLF - Volatility Comparison

The current volatility for AdvisorShares Pure US Cannabis ETF (MSOS) is 30.71%, while Curaleaf Holdings, Inc. (CURLF) has a volatility of 34.92%. This indicates that MSOS experiences smaller price fluctuations and is considered to be less risky than CURLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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