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SMMT vs. MSOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMMT vs. MSOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Summit Therapeutics Inc. (SMMT) and AdvisorShares Pure US Cannabis ETF (MSOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMMT achieves a -18.35% return, which is significantly lower than MSOS's -0.85% return.


SMMT

1D
3.85%
1M
-14.08%
YTD
-18.35%
6M
-21.32%
1Y
-30.54%
3Y*
75.32%
5Y*
17.16%
10Y*
5.97%

MSOS

1D
-6.21%
1M
5.64%
YTD
-0.85%
6M
3.08%
1Y
120.75%
3Y*
-5.30%
5Y*
-34.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMMT vs. MSOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMMT
Summit Therapeutics Inc.
-18.35%-1.99%583.72%-38.59%57.99%-42.77%36.23%
MSOS
AdvisorShares Pure US Cannabis ETF
-0.85%23.88%-45.65%0.29%-72.68%-29.69%44.84%

Correlation

The correlation between SMMT and MSOS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.14

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Return for Risk

SMMT vs. MSOS — Risk / Return Rank

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

SMMT
SMMT Risk / Return Rank: 2626
Overall Rank
SMMT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMMT Sortino Ratio Rank: 2828
Sortino Ratio Rank
SMMT Omega Ratio Rank: 2828
Omega Ratio Rank
SMMT Calmar Ratio Rank: 2222
Calmar Ratio Rank
SMMT Martin Ratio Rank: 2525
Martin Ratio Rank

MSOS
MSOS Risk / Return Rank: 3939
Overall Rank
MSOS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MSOS Sortino Ratio Rank: 4545
Sortino Ratio Rank
MSOS Omega Ratio Rank: 4040
Omega Ratio Rank
MSOS Calmar Ratio Rank: 4848
Calmar Ratio Rank
MSOS Martin Ratio Rank: 3131
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.

SMMT vs. MSOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Summit Therapeutics Inc. (SMMT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMMTMSOSDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

0.98

1.26

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.55

2.30

-2.85

Martin ratioReturn relative to average drawdown

-0.86

4.30

-5.16

SMMT vs. MSOS - Sharpe Ratio Comparison

The current SMMT Sharpe Ratio is -0.41, which is lower than the MSOS Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SMMT and MSOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMMT vs. MSOS - Drawdown Comparison

The maximum SMMT drawdown since its inception was -95.75%, roughly equal to the maximum MSOS drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for SMMT and MSOS.


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Drawdown Indicators


SMMTMSOSDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-96.25%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-55.49%

-52.91%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-64.44%

-81.71%

+17.27%

Max Drawdown (5Y)

Largest decline over 5 years

-91.78%

-94.95%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-95.75%

Current Drawdown

Current decline from peak

-61.09%

-91.47%

+30.38%

Average Drawdown

Average peak-to-trough decline

-57.63%

-71.85%

+14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.70%

28.19%

+7.51%

Volatility

SMMT vs. MSOS - Volatility Comparison

The current volatility for Summit Therapeutics Inc. (SMMT) is 19.19%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 21.75%. This indicates that SMMT experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMMTMSOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.19%

21.75%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

56.82%

65.49%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

75.80%

113.00%

-37.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

185.23%

78.15%

+107.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.54%

74.01%

+70.53%

Dividends

SMMT vs. MSOS - Dividend Comparison

Neither SMMT nor MSOS has paid dividends to shareholders.


PositionTTM20252024202320222021
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.00%0.27%
SMMT
Summit Therapeutics Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMMT and MSOS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSOS has higher volatility (21.75%) compared to SMMT (19.19%). In terms of maximum drawdown, SMMT dropped -95.75% vs MSOS's -96.25%.

MSOS currently has the higher Sharpe Ratio (1.08 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SMMT and MSOS

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