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

Correlation

The correlation between MSOX and MSOS is 0.23, 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: 0.2

Performance

MSOX vs. MSOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisorshares Msos 2x Daily ETF (MSOX) and AdvisorShares Pure US Cannabis ETF (MSOS). The values are adjusted to include any dividend payments, if applicable.

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-99.27%
-77.57%
MSOX
MSOS

Key characteristics

Sharpe Ratio

MSOX:

-0.62

MSOS:

-0.87

Sortino Ratio

MSOX:

-1.61

MSOS:

-1.45

Omega Ratio

MSOX:

0.80

MSOS:

0.82

Calmar Ratio

MSOX:

-0.96

MSOS:

-0.71

Martin Ratio

MSOX:

-1.22

MSOS:

-1.27

Ulcer Index

MSOX:

78.09%

MSOS:

53.51%

Daily Std Dev

MSOX:

153.77%

MSOS:

78.18%

Max Drawdown

MSOX:

-99.63%

MSOS:

-96.20%

Current Drawdown

MSOX:

-99.38%

MSOS:

-94.90%

Returns By Period

In the year-to-date period, MSOX achieves a -54.14% return, which is significantly lower than MSOS's -26.25% return.


MSOX

YTD

-54.14%

1M

1.45%

6M

-91.78%

1Y

-95.44%

5Y*

N/A

10Y*

N/A

MSOS

YTD

-26.25%

1M

4.46%

6M

-62.98%

1Y

-68.00%

5Y*

N/A

10Y*

N/A

*Annualized

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MSOX vs. MSOS - Expense Ratio Comparison

MSOX has a 0.95% expense ratio, which is higher than MSOS's 0.74% expense ratio.


Expense ratio chart for MSOX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSOX: 0.95%
Expense ratio chart for MSOS: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSOS: 0.74%

Risk-Adjusted Performance

MSOX vs. MSOS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSOX
The Risk-Adjusted Performance Rank of MSOX is 22
Overall Rank
The Sharpe Ratio Rank of MSOX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOX is 00
Sortino Ratio Rank
The Omega Ratio Rank of MSOX is 00
Omega Ratio Rank
The Calmar Ratio Rank of MSOX is 00
Calmar Ratio Rank
The Martin Ratio Rank of MSOX is 44
Martin Ratio Rank

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
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.

MSOX vs. MSOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) and AdvisorShares Pure US Cannabis ETF (MSOS). 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 MSOX, currently valued at -0.62, compared to the broader market-1.000.001.002.003.004.00
MSOX: -0.62
MSOS: -0.87
The chart of Sortino ratio for MSOX, currently valued at -1.61, compared to the broader market-2.000.002.004.006.008.00
MSOX: -1.61
MSOS: -1.45
The chart of Omega ratio for MSOX, currently valued at 0.80, compared to the broader market0.501.001.502.00
MSOX: 0.80
MSOS: 0.82
The chart of Calmar ratio for MSOX, currently valued at -0.96, compared to the broader market0.002.004.006.008.0010.0012.00
MSOX: -0.96
MSOS: -0.80
The chart of Martin ratio for MSOX, currently valued at -1.22, compared to the broader market0.0020.0040.0060.00
MSOX: -1.22
MSOS: -1.27

The current MSOX Sharpe Ratio is -0.62, which is comparable to the MSOS Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of MSOX and MSOS, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.62
-0.87
MSOX
MSOS

Dividends

MSOX vs. MSOS - Dividend Comparison

Neither MSOX nor MSOS has paid dividends to shareholders.


TTM2024202320222021
MSOX
Advisorshares Msos 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%

Drawdowns

MSOX vs. MSOS - Drawdown Comparison

The maximum MSOX drawdown since its inception was -99.63%, roughly equal to the maximum MSOS drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for MSOX and MSOS. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-99.38%
-79.50%
MSOX
MSOS

Volatility

MSOX vs. MSOS - Volatility Comparison

Advisorshares Msos 2x Daily ETF (MSOX) has a higher volatility of 50.21% compared to AdvisorShares Pure US Cannabis ETF (MSOS) at 27.11%. This indicates that MSOX's price experiences larger fluctuations and is considered to be riskier than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
50.21%
27.11%
MSOX
MSOS