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

Correlation

The correlation between MSOS and SNDL 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. 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.

-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-88.61%
-52.70%
MSOS
SNDL

Key characteristics

Sharpe Ratio

MSOS:

-0.87

SNDL:

-0.52

Sortino Ratio

MSOS:

-1.45

SNDL:

-0.54

Omega Ratio

MSOS:

0.82

SNDL:

0.94

Calmar Ratio

MSOS:

-0.71

SNDL:

-0.28

Martin Ratio

MSOS:

-1.27

SNDL:

-0.97

Ulcer Index

MSOS:

53.51%

SNDL:

28.83%

Daily Std Dev

MSOS:

78.18%

SNDL:

54.03%

Max Drawdown

MSOS:

-96.20%

SNDL:

-99.04%

Current Drawdown

MSOS:

-94.90%

SNDL:

-98.85%

Returns By Period

In the year-to-date period, MSOS achieves a -26.25% return, which is significantly lower than SNDL's -16.76% return.


MSOS

YTD

-26.25%

1M

6.84%

6M

-62.98%

1Y

-68.00%

5Y*

N/A

10Y*

N/A

SNDL

YTD

-16.76%

1M

2.76%

6M

-31.65%

1Y

-25.87%

5Y*

-21.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MSOS vs. SNDL — 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

SNDL
The Risk-Adjusted Performance Rank of SNDL is 2727
Overall Rank
The Sharpe Ratio Rank of SNDL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SNDL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SNDL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SNDL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SNDL is 2929
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. 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.


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
SNDL: -0.52
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
SNDL: -0.54
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
SNDL: 0.94
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
SNDL: -0.29
The chart of Martin ratio for MSOS, currently valued at -1.27, compared to the broader market0.0020.0040.0060.00
MSOS: -1.27
SNDL: -0.97

The current MSOS Sharpe Ratio is -0.87, which is lower than the SNDL Sharpe Ratio of -0.52. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.87
-0.52
MSOS
SNDL

Dividends

MSOS vs. SNDL - Dividend Comparison

Neither MSOS nor SNDL has paid dividends to shareholders.


TTM2024202320222021
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%
SNDL
Sundial Growers Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

MSOS vs. SNDL - Drawdown Comparison

The maximum MSOS drawdown since its inception was -96.20%, roughly equal to 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.


-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%NovemberDecember2025FebruaryMarchApril
-94.90%
-94.95%
MSOS
SNDL

Volatility

MSOS vs. SNDL - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 27.11% compared to Sundial Growers Inc. (SNDL) at 14.81%. 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%NovemberDecember2025FebruaryMarchApril
27.11%
14.81%
MSOS
SNDL