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VEGA vs. MSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. MSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and Advisorshares Msos 2x Daily ETF (MSOX). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. MSOX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.25%15.83%11.20%15.12%-3.47%
MSOX
Advisorshares Msos 2x Daily ETF
-48.44%-51.20%-87.32%-39.26%-79.25%

Returns By Period

In the year-to-date period, VEGA achieves a -1.25% return, which is significantly higher than MSOX's -48.44% return.


VEGA

1D
0.46%
1M
-3.82%
YTD
-1.25%
6M
0.61%
1Y
13.80%
3Y*
11.85%
5Y*
6.13%
10Y*
7.25%

MSOX

1D
7.44%
1M
-6.85%
YTD
-48.44%
6M
-72.63%
1Y
-40.16%
3Y*
-68.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. MSOX - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than MSOX's 0.95% expense ratio.


Return for Risk

VEGA vs. MSOX — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6464
Overall Rank
VEGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6363
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6464
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6161
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7070
Martin Ratio Rank

MSOX
MSOX Risk / Return Rank: 1919
Overall Rank
MSOX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MSOX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MSOX Omega Ratio Rank: 3434
Omega Ratio Rank
MSOX Calmar Ratio Rank: 44
Calmar Ratio Rank
MSOX Martin Ratio Rank: 55
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.

VEGA vs. MSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Advisorshares Msos 2x Daily ETF (MSOX). 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.


VEGAMSOXDifference

Sharpe ratio

Return per unit of total volatility

1.16

-0.19

+1.35

Sortino ratio

Return per unit of downside risk

1.69

1.29

+0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

1.71

-0.49

+2.20

Martin ratio

Return relative to average drawdown

7.92

-0.83

+8.75

VEGA vs. MSOX - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.16, which is higher than the MSOX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of VEGA and MSOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGAMSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

-0.19

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.47

+0.95

Correlation

The correlation between VEGA and MSOX is 0.23, 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.


Dividends

VEGA vs. MSOX - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.36%, while MSOX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.36%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%
MSOX
Advisorshares Msos 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEGA vs. MSOX - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum MSOX drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for VEGA and MSOX.


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Drawdown Indicators


VEGAMSOXDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-99.75%

+71.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-84.89%

+76.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-4.52%

-99.66%

+95.14%

Average Drawdown

Average peak-to-trough decline

-3.83%

-88.34%

+84.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

50.20%

-48.40%

Volatility

VEGA vs. MSOX - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.21%, while Advisorshares Msos 2x Daily ETF (MSOX) has a volatility of 44.49%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than MSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAMSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

44.49%

-40.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

153.60%

-146.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

213.62%

-201.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

166.98%

-154.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

166.98%

-154.31%