MSOS vs. YOLO
Compare and contrast key facts about AdvisorShares Pure US Cannabis ETF (MSOS) and AdvisorShares Pure Cannabis ETF (YOLO).
MSOS and YOLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSOS is an actively managed fund by AdvisorShares. It was launched on Sep 1, 2020. YOLO is an actively managed fund by AdvisorShares. It was launched on Apr 17, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSOS or YOLO.
Performance
MSOS vs. YOLO - Performance Comparison
Returns By Period
In the year-to-date period, MSOS achieves a -36.52% return, which is significantly lower than YOLO's -12.04% return.
MSOS
-36.52%
-42.95%
-45.53%
-35.41%
N/A
N/A
YOLO
-12.04%
-26.21%
-29.13%
-9.71%
-25.21%
N/A
Key characteristics
| MSOS | YOLO | |
|---|---|---|
| Sharpe Ratio | -0.44 | -0.17 |
| Sortino Ratio | -0.19 | 0.11 |
| Omega Ratio | 0.98 | 1.01 |
| Calmar Ratio | -0.38 | -0.10 |
| Martin Ratio | -1.22 | -0.44 |
| Ulcer Index | 29.07% | 20.17% |
| Daily Std Dev | 80.43% | 51.45% |
| Max Drawdown | -92.64% | -91.56% |
| Current Drawdown | -91.92% | -90.82% |
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MSOS vs. YOLO - Expense Ratio Comparison
MSOS has a 0.74% expense ratio, which is lower than YOLO's 0.75% expense ratio.
Correlation
The correlation between MSOS and YOLO is 0.83, 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.
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.
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 3.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
MSOS AdvisorShares Pure US Cannabis ETF | 0.00% | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% |
YOLO AdvisorShares Pure Cannabis ETF | 3.67% | 1.18% | 0.56% | 3.93% | 2.03% | 4.52% |
Drawdowns
MSOS vs. YOLO - Drawdown Comparison
The maximum MSOS drawdown since its inception was -92.64%, 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.
Volatility
MSOS vs. YOLO - Volatility Comparison
AdvisorShares Pure US Cannabis ETF (MSOS) has a higher volatility of 44.64% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 22.49%. 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.