PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VICE vs. BJK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VICE and BJK is 0.66, 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.


-0.50.00.51.00.7

Performance

VICE vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
39.40%
2.46%
VICE
BJK

Key characteristics

Sharpe Ratio

VICE:

1.54

BJK:

0.07

Sortino Ratio

VICE:

2.15

BJK:

0.23

Omega Ratio

VICE:

1.27

BJK:

1.03

Calmar Ratio

VICE:

0.82

BJK:

0.04

Martin Ratio

VICE:

7.52

BJK:

0.21

Ulcer Index

VICE:

2.81%

BJK:

6.78%

Daily Std Dev

VICE:

13.73%

BJK:

19.00%

Max Drawdown

VICE:

-38.27%

BJK:

-71.13%

Current Drawdown

VICE:

-9.66%

BJK:

-23.55%

Returns By Period


VICE

YTD

19.10%

1M

-3.38%

6M

12.38%

1Y

20.41%

5Y*

6.12%

10Y*

N/A

BJK

YTD

0.00%

1M

-2.96%

6M

4.34%

1Y

-0.26%

5Y*

1.08%

10Y*

3.08%

Compare stocks, funds, or ETFs

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


VICE vs. BJK - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than BJK's 0.66% expense ratio.


VICE
AdvisorShares Vice ETF
Expense ratio chart for VICE: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for BJK: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

VICE vs. BJK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and VanEck Vectors Gaming ETF (BJK). 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 VICE, currently valued at 1.54, compared to the broader market0.002.004.001.540.07
The chart of Sortino ratio for VICE, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.002.150.23
The chart of Omega ratio for VICE, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.03
The chart of Calmar ratio for VICE, currently valued at 0.82, compared to the broader market0.005.0010.0015.000.820.04
The chart of Martin ratio for VICE, currently valued at 7.52, compared to the broader market0.0020.0040.0060.0080.00100.007.520.21
VICE
BJK

The current VICE Sharpe Ratio is 1.54, which is higher than the BJK Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VICE and BJK, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.54
0.07
VICE
BJK

Dividends

VICE vs. BJK - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 1.42%, while BJK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VICE
AdvisorShares Vice ETF
1.42%1.69%0.96%0.44%1.20%2.47%1.72%0.17%0.00%0.00%0.00%0.00%
BJK
VanEck Vectors Gaming ETF
0.00%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%

Drawdowns

VICE vs. BJK - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum BJK drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for VICE and BJK. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-9.66%
-23.55%
VICE
BJK

Volatility

VICE vs. BJK - Volatility Comparison

The current volatility for AdvisorShares Vice ETF (VICE) is 4.07%, while VanEck Vectors Gaming ETF (BJK) has a volatility of 5.03%. This indicates that VICE experiences smaller price fluctuations and is considered to be less risky than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.07%
5.03%
VICE
BJK
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab