PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
POTX vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


POTXVDC

Correlation

-0.50.00.51.00.2

The correlation between POTX and VDC is 0.24, 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.

Performance

POTX vs. VDC - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-74.09%
45.85%
POTX
VDC

Compare stocks, funds, or ETFs

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


Global X Cannabis ETF

Vanguard Consumer Staples ETF

POTX vs. VDC - Expense Ratio Comparison

POTX has a 0.51% expense ratio, which is higher than VDC's 0.10% expense ratio.


POTX
Global X Cannabis ETF
Expense ratio chart for POTX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

POTX vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cannabis ETF (POTX) and Vanguard Consumer Staples ETF (VDC). 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.


POTX
Sharpe ratio
The chart of Sharpe ratio for POTX, currently valued at -0.75, compared to the broader market-1.000.001.002.003.004.005.00-0.75
Sortino ratio
The chart of Sortino ratio for POTX, currently valued at -1.04, compared to the broader market-2.000.002.004.006.008.00-1.04
Omega ratio
The chart of Omega ratio for POTX, currently valued at 0.87, compared to the broader market0.501.001.502.002.500.87
Calmar ratio
The chart of Calmar ratio for POTX, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.0012.00-0.34
Martin ratio
The chart of Martin ratio for POTX, currently valued at -1.02, compared to the broader market0.0020.0040.0060.00-1.02
VDC
Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.005.000.27
Sortino ratio
The chart of Sortino ratio for VDC, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.000.45
Omega ratio
The chart of Omega ratio for VDC, currently valued at 1.05, compared to the broader market0.501.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for VDC, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.000.22
Martin ratio
The chart of Martin ratio for VDC, currently valued at 0.60, compared to the broader market0.0020.0040.0060.000.60

POTX vs. VDC - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.75
0.27
POTX
VDC

Dividends

POTX vs. VDC - Dividend Comparison

POTX has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.53%.


TTM20232022202120202019201820172016201520142013
POTX
Global X Cannabis ETF
107.82%6.37%3.27%4.28%5.47%1.43%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.53%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

POTX vs. VDC - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-96.64%
-1.64%
POTX
VDC

Volatility

POTX vs. VDC - Volatility Comparison

The current volatility for Global X Cannabis ETF (POTX) is 0.00%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 2.75%. This indicates that POTX experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril0
2.75%
POTX
VDC