SNDL vs. MSOS
Compare and contrast key facts about Sundial Growers Inc. (SNDL) and AdvisorShares Pure US Cannabis ETF (MSOS).
MSOS is an actively managed fund by AdvisorShares. It was launched on Sep 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNDL or MSOS.
Key characteristics
| SNDL | MSOS | |
|---|---|---|
| YTD Return | 18.90% | -30.10% |
| 1Y Return | 30.00% | -26.65% |
| 3Y Return (Ann) | -38.37% | -46.05% |
| Sharpe Ratio | 0.40 | -0.32 |
| Sortino Ratio | 1.18 | 0.05 |
| Omega Ratio | 1.14 | 1.01 |
| Calmar Ratio | 0.28 | -0.28 |
| Martin Ratio | 1.50 | -0.94 |
| Ulcer Index | 18.27% | 27.66% |
| Daily Std Dev | 69.16% | 80.57% |
| Max Drawdown | -99.04% | -92.64% |
| Current Drawdown | -98.50% | -91.10% |
Correlation
The correlation between SNDL and MSOS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SNDL vs. MSOS - Performance Comparison
In the year-to-date period, SNDL achieves a 18.90% return, which is significantly higher than MSOS's -30.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SNDL vs. MSOS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sundial Growers Inc. (SNDL) 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.
Dividends
SNDL vs. MSOS - Dividend Comparison
Neither SNDL nor MSOS has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
SNDL Sundial Growers Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
MSOS AdvisorShares Pure US Cannabis ETF | 0.00% | 0.00% | 0.00% | 0.27% |
Drawdowns
SNDL vs. MSOS - Drawdown Comparison
The maximum SNDL drawdown since its inception was -99.04%, which is greater than MSOS's maximum drawdown of -92.64%. Use the drawdown chart below to compare losses from any high point for SNDL and MSOS. For additional features, visit the drawdowns tool.
Volatility
SNDL vs. MSOS - Volatility Comparison
The current volatility for Sundial Growers Inc. (SNDL) is 21.37%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 45.65%. This indicates that SNDL 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.