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

Correlation

The correlation between TOKE and MSOS is 0.60, 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.


-0.50.00.51.00.6

Performance

TOKE vs. MSOS - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-14.26%
-51.86%
TOKE
MSOS

Key characteristics

Sharpe Ratio

TOKE:

-0.23

MSOS:

-0.81

Sortino Ratio

TOKE:

-0.10

MSOS:

-1.20

Omega Ratio

TOKE:

0.99

MSOS:

0.85

Calmar Ratio

TOKE:

-0.10

MSOS:

-0.67

Martin Ratio

TOKE:

-0.56

MSOS:

-1.46

Ulcer Index

TOKE:

13.89%

MSOS:

42.93%

Daily Std Dev

TOKE:

33.74%

MSOS:

77.58%

Max Drawdown

TOKE:

-79.45%

MSOS:

-94.10%

Current Drawdown

TOKE:

-78.46%

MSOS:

-93.90%

Returns By Period

In the year-to-date period, TOKE achieves a -2.67% return, which is significantly higher than MSOS's -11.81% return.


TOKE

YTD

-2.67%

1M

1.73%

6M

-14.25%

1Y

-5.56%

5Y*

-15.89%

10Y*

N/A

MSOS

YTD

-11.81%

1M

-4.82%

6M

-51.86%

1Y

-61.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TOKE vs. MSOS - Expense Ratio Comparison

TOKE has a 0.42% expense ratio, which is lower than MSOS's 0.74% expense ratio.


MSOS
AdvisorShares Pure US Cannabis ETF
Expense ratio chart for MSOS: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for TOKE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

TOKE vs. MSOS — Risk-Adjusted Performance Rank

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

TOKE
The Risk-Adjusted Performance Rank of TOKE is 55
Overall Rank
The Sharpe Ratio Rank of TOKE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TOKE is 55
Sortino Ratio Rank
The Omega Ratio Rank of TOKE is 55
Omega Ratio Rank
The Calmar Ratio Rank of TOKE is 55
Calmar Ratio Rank
The Martin Ratio Rank of TOKE 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 11
Sortino Ratio Rank
The Omega Ratio Rank of MSOS is 11
Omega Ratio Rank
The Calmar Ratio Rank of MSOS is 11
Calmar Ratio Rank
The Martin Ratio Rank of MSOS is 00
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.

TOKE vs. MSOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Cannabis ETF (TOKE) 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.


Sharpe ratio
The chart of Sharpe ratio for TOKE, currently valued at -0.23, compared to the broader market0.002.004.00-0.23-0.81
The chart of Sortino ratio for TOKE, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.10-1.20
The chart of Omega ratio for TOKE, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.990.85
The chart of Calmar ratio for TOKE, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.10-0.67
The chart of Martin ratio for TOKE, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.56-1.46
TOKE
MSOS

The current TOKE Sharpe Ratio is -0.23, which is higher than the MSOS Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TOKE 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.23
-0.81
TOKE
MSOS

Dividends

TOKE vs. MSOS - Dividend Comparison

TOKE's dividend yield for the trailing twelve months is around 6.81%, while MSOS has not paid dividends to shareholders.


TTM202420232022202120202019
TOKE
Cambria Cannabis ETF
6.81%6.63%4.21%2.12%3.54%4.33%2.26%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.00%0.27%0.00%0.00%

Drawdowns

TOKE vs. MSOS - Drawdown Comparison

The maximum TOKE drawdown since its inception was -79.45%, smaller than the maximum MSOS drawdown of -94.10%. Use the drawdown chart below to compare losses from any high point for TOKE and MSOS. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%SeptemberOctoberNovemberDecember2025February
-78.46%
-93.90%
TOKE
MSOS

Volatility

TOKE vs. MSOS - Volatility Comparison

The current volatility for Cambria Cannabis ETF (TOKE) is 6.09%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 16.12%. This indicates that TOKE 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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
6.09%
16.12%
TOKE
MSOS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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