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

Correlation

The correlation between MSOS and MJUS 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.


Performance

MSOS vs. MJUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Pure US Cannabis ETF (MSOS) and ETFMG U.S. Alternative Harvest ETF (MJUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


MSOS

YTD

-31.76%

1M

12.07%

6M

-48.62%

1Y

-73.42%

5Y*

N/A

10Y*

N/A

MJUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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MSOS vs. MJUS - Expense Ratio Comparison

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


Risk-Adjusted Performance

MSOS vs. MJUS — 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

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
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. MJUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and ETFMG U.S. Alternative Harvest ETF (MJUS). 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.



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Dividends

MSOS vs. MJUS - Dividend Comparison

Neither MSOS nor MJUS has paid dividends to shareholders.


TTM2024202320222021
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%
MJUS
ETFMG U.S. Alternative Harvest ETF
4.03%8.85%0.00%0.00%0.00%

Drawdowns

MSOS vs. MJUS - Drawdown Comparison


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Volatility

MSOS vs. MJUS - Volatility Comparison


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