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SMCP vs. MSOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMCP vs. MSOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaMark Actively Managed Small Cap ETF (SMCP) and AdvisorShares Pure US Cannabis ETF (MSOS). The values are adjusted to include any dividend payments, if applicable.

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SMCP vs. MSOS - Yearly Performance Comparison


Returns By Period


SMCP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

MSOS

1D
4.62%
1M
2.39%
YTD
-18.43%
6M
-26.53%
1Y
50.98%
3Y*
-10.94%
5Y*
-38.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMCP vs. MSOS - Expense Ratio Comparison

SMCP has a 0.90% expense ratio, which is higher than MSOS's 0.74% expense ratio.


Return for Risk

SMCP vs. MSOS — Risk / Return Rank

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

SMCP

MSOS
MSOS Risk / Return Rank: 3535
Overall Rank
MSOS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MSOS Sortino Ratio Rank: 5757
Sortino Ratio Rank
MSOS Omega Ratio Rank: 4343
Omega Ratio Rank
MSOS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MSOS Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMCP vs. MSOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaMark Actively Managed Small Cap ETF (SMCP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SMCP vs. MSOS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SMCPMSOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

Dividends

SMCP vs. MSOS - Dividend Comparison

Neither SMCP nor MSOS has paid dividends to shareholders.


TTM20252024202320222021
SMCP
AlphaMark Actively Managed Small Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.00%0.27%

Drawdowns

SMCP vs. MSOS - Drawdown Comparison

The maximum SMCP drawdown since its inception was 0.00%, smaller than the maximum MSOS drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for SMCP and MSOS.


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Drawdown Indicators


SMCPMSOSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-96.25%

+96.25%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

Max Drawdown (5Y)

Largest decline over 5 years

-95.26%

Current Drawdown

Current decline from peak

0.00%

-92.99%

+92.99%

Average Drawdown

Average peak-to-trough decline

0.00%

-71.11%

+71.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.68%

Volatility

SMCP vs. MSOS - Volatility Comparison


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Volatility by Period


SMCPMSOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.91%

Volatility (6M)

Calculated over the trailing 6-month period

79.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

110.11%

-110.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

75.81%

-75.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

73.15%

-73.15%