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

Correlation

The correlation between MSOS and SNDL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MSOS vs. SNDL - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-84.96%
-42.86%
MSOS
SNDL

Key characteristics

Sharpe Ratio

MSOS:

-0.50

SNDL:

0.39

Sortino Ratio

MSOS:

-0.32

SNDL:

1.17

Omega Ratio

MSOS:

0.96

SNDL:

1.14

Calmar Ratio

MSOS:

-0.42

SNDL:

0.27

Martin Ratio

MSOS:

-1.17

SNDL:

1.31

Ulcer Index

MSOS:

33.79%

SNDL:

20.40%

Daily Std Dev

MSOS:

79.98%

SNDL:

68.41%

Max Drawdown

MSOS:

-93.55%

SNDL:

-99.04%

Current Drawdown

MSOS:

-93.26%

SNDL:

-98.62%

Returns By Period

In the year-to-date period, MSOS achieves a -47.08% return, which is significantly lower than SNDL's 9.76% return.


MSOS

YTD

-47.08%

1M

-22.06%

6M

-49.52%

1Y

-38.06%

5Y*

N/A

10Y*

N/A

SNDL

YTD

9.76%

1M

-9.09%

6M

-1.10%

1Y

16.88%

5Y*

-40.36%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MSOS vs. SNDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and Sundial Growers Inc. (SNDL). 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 -0.50, compared to the broader market0.002.004.00-0.500.39
The chart of Sortino ratio for MSOS, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.0010.00-0.321.17
The chart of Omega ratio for MSOS, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.14
The chart of Calmar ratio for MSOS, currently valued at -0.42, compared to the broader market0.005.0010.0015.00-0.420.28
The chart of Martin ratio for MSOS, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00100.00-1.171.31
MSOS
SNDL

The current MSOS Sharpe Ratio is -0.50, which is lower than the SNDL Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MSOS and SNDL, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.50
0.39
MSOS
SNDL

Dividends

MSOS vs. SNDL - Dividend Comparison

Neither MSOS nor SNDL has paid dividends to shareholders.


TTM202320222021
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.27%
SNDL
Sundial Growers Inc.
0.00%0.00%0.00%0.00%

Drawdowns

MSOS vs. SNDL - Drawdown Comparison

The maximum MSOS drawdown since its inception was -93.55%, smaller than the maximum SNDL drawdown of -99.04%. Use the drawdown chart below to compare losses from any high point for MSOS and SNDL. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%JulyAugustSeptemberOctoberNovemberDecember
-93.26%
-93.90%
MSOS
SNDL

Volatility

MSOS vs. SNDL - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 16.73% compared to Sundial Growers Inc. (SNDL) at 10.51%. This indicates that MSOS's price experiences larger fluctuations and is considered to be riskier than SNDL 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%JulyAugustSeptemberOctoberNovemberDecember
16.73%
10.51%
MSOS
SNDL
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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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