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

Key characteristics


MSOSYOLO
YTD Return31.95%27.45%
1Y Return70.04%39.61%
3Y Return (Ann)-38.38%-42.22%
Sharpe Ratio1.020.82
Daily Std Dev71.47%48.67%
Max Drawdown-91.24%-91.56%
Current Drawdown-83.20%-86.70%

Correlation

-0.50.00.51.00.8

The correlation between MSOS and YOLO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MSOS vs. YOLO - Performance Comparison

In the year-to-date period, MSOS achieves a 31.95% return, which is significantly higher than YOLO's 27.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
35.39%
31.28%
MSOS
YOLO

Compare stocks, funds, or ETFs

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


AdvisorShares Pure US Cannabis ETF

AdvisorShares Pure Cannabis ETF

MSOS vs. YOLO - Expense Ratio Comparison

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

YOLO
AdvisorShares Pure Cannabis ETF
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

MSOS vs. YOLO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure US Cannabis ETF (MSOS) and AdvisorShares Pure Cannabis ETF (YOLO). 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.


MSOS
Sharpe ratio
The chart of Sharpe ratio for MSOS, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.02
Sortino ratio
The chart of Sortino ratio for MSOS, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.001.89
Omega ratio
The chart of Omega ratio for MSOS, currently valued at 1.22, compared to the broader market1.001.502.001.22
Calmar ratio
The chart of Calmar ratio for MSOS, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.000.80
Martin ratio
The chart of Martin ratio for MSOS, currently valued at 4.09, compared to the broader market0.0010.0020.0030.0040.0050.004.09
YOLO
Sharpe ratio
The chart of Sharpe ratio for YOLO, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.82
Sortino ratio
The chart of Sortino ratio for YOLO, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.001.56
Omega ratio
The chart of Omega ratio for YOLO, currently valued at 1.18, compared to the broader market1.001.502.001.18
Calmar ratio
The chart of Calmar ratio for YOLO, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.000.44
Martin ratio
The chart of Martin ratio for YOLO, currently valued at 2.47, compared to the broader market0.0010.0020.0030.0040.0050.002.47

MSOS vs. YOLO - Sharpe Ratio Comparison

The current MSOS Sharpe Ratio is 1.02, which roughly equals the YOLO Sharpe Ratio of 0.82. The chart below compares the 12-month rolling Sharpe Ratio of MSOS and YOLO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
1.02
0.82
MSOS
YOLO

Dividends

MSOS vs. YOLO - Dividend Comparison

MSOS has not paid dividends to shareholders, while YOLO's dividend yield for the trailing twelve months is around 1.37%.


TTM20232022202120202019
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.27%0.00%0.00%
YOLO
AdvisorShares Pure Cannabis ETF
1.37%1.17%0.55%3.93%2.03%4.52%

Drawdowns

MSOS vs. YOLO - Drawdown Comparison

The maximum MSOS drawdown since its inception was -91.24%, roughly equal to the maximum YOLO drawdown of -91.56%. Use the drawdown chart below to compare losses from any high point for MSOS and YOLO. For additional features, visit the drawdowns tool.


-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%NovemberDecember2024FebruaryMarchApril
-83.20%
-86.70%
MSOS
YOLO

Volatility

MSOS vs. YOLO - Volatility Comparison

AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 22.17% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 13.64%. This indicates that MSOS's price experiences larger fluctuations and is considered to be riskier than YOLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
22.17%
13.64%
MSOS
YOLO