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

Correlation

The correlation between MSOS and FPX is 0.36, 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.


-0.50.00.51.00.4

Performance

MSOS vs. FPX - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-51.56%
27.44%
MSOS
FPX

Key characteristics

Sharpe Ratio

MSOS:

-0.73

FPX:

1.76

Sortino Ratio

MSOS:

-0.95

FPX:

2.39

Omega Ratio

MSOS:

0.88

FPX:

1.30

Calmar Ratio

MSOS:

-0.61

FPX:

1.26

Martin Ratio

MSOS:

-1.50

FPX:

8.13

Ulcer Index

MSOS:

38.04%

FPX:

4.83%

Daily Std Dev

MSOS:

77.96%

FPX:

22.34%

Max Drawdown

MSOS:

-93.79%

FPX:

-56.29%

Current Drawdown

MSOS:

-93.48%

FPX:

-4.86%

Returns By Period

In the year-to-date period, MSOS achieves a -5.77% return, which is significantly lower than FPX's 6.74% return.


MSOS

YTD

-5.77%

1M

-3.49%

6M

-51.55%

1Y

-55.07%

5Y*

N/A

10Y*

N/A

FPX

YTD

6.74%

1M

7.31%

6M

27.45%

1Y

38.33%

5Y*

9.30%

10Y*

10.74%

*Annualized

Compare stocks, funds, or ETFs

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


MSOS vs. FPX - Expense Ratio Comparison

MSOS has a 0.74% expense ratio, which is higher than FPX's 0.57% expense ratio.


MSOS
AdvisorShares Pure US Cannabis ETF
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%
Expense ratio chart for FPX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

MSOS vs. FPX — 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 22
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOS is 22
Sortino Ratio Rank
The Omega Ratio Rank of MSOS is 22
Omega Ratio Rank
The Calmar Ratio Rank of MSOS is 11
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 11
Martin Ratio Rank

FPX
The Risk-Adjusted Performance Rank of FPX is 6464
Overall Rank
The Sharpe Ratio Rank of FPX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FPX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FPX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FPX is 6565
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. FPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and First Trust US Equity Opportunities ETF (FPX). 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 MSOS, currently valued at -0.73, compared to the broader market0.002.004.00-0.731.76
The chart of Sortino ratio for MSOS, currently valued at -0.95, compared to the broader market0.005.0010.00-0.952.39
The chart of Omega ratio for MSOS, currently valued at 0.88, compared to the broader market1.002.003.000.881.30
The chart of Calmar ratio for MSOS, currently valued at -0.61, compared to the broader market0.005.0010.0015.00-0.611.26
The chart of Martin ratio for MSOS, currently valued at -1.50, compared to the broader market0.0020.0040.0060.0080.00100.00-1.508.13
MSOS
FPX

The current MSOS Sharpe Ratio is -0.73, which is lower than the FPX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MSOS and FPX, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.73
1.76
MSOS
FPX

Dividends

MSOS vs. FPX - Dividend Comparison

MSOS has not paid dividends to shareholders, while FPX's dividend yield for the trailing twelve months is around 0.09%.


TTM20242023202220212020201920182017201620152014
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.09%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%0.79%

Drawdowns

MSOS vs. FPX - Drawdown Comparison

The maximum MSOS drawdown since its inception was -93.79%, which is greater than FPX's maximum drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for MSOS and FPX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-93.48%
-4.86%
MSOS
FPX

Volatility

MSOS vs. FPX - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 17.43% compared to First Trust US Equity Opportunities ETF (FPX) at 8.83%. This indicates that MSOS's price experiences larger fluctuations and is considered to be riskier than FPX 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%AugustSeptemberOctoberNovemberDecember2025
17.43%
8.83%
MSOS
FPX
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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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